Bayesian sparsity using spike-and-slab priors

I recently received some queries on our paper: S. Mohamed, K. Heller and Z. Ghahramani. Bayesian and L1 Approaches for Sparse Unsupervised Learning. International Conference on Machine Learning (ICML), June 2012 . The questions were very good and I thought it would be useful to post these for future reference. The paper looked at Bayesian ...

On Marginal Likelihoods and Widely Applicable BIC 1

The marginal likelihood of a model is one the key quantities appearing throughout machine learning and statistics, since it provides an intuitive and natural objective function for model selection and parameter estimation. I recently read a new paper by Sumio Watanabe on A Widely applicable Bayesian information criterion (WBIC) (and to appear in JMLR soon) ...