Papers › Leveraging joint sparsity in hierarchical Bayesian learning

Leveraging joint sparsity in hierarchical Bayesian learning

29 Mar 2023arXiv:2303.16954archive 2025-07-28

Jan Glaubitz, Anne Gelb

We present a hierarchical Bayesian learning approach to infer jointly sparse parameter vectors from multiple measurement vectors. Our model uses separate conditionally Gaussian priors for each parameter vector and common gamma-distributed hyper-parameters to enforce joint sparsity. The resulting joint-sparsity-promoting priors are combined with existing Bayesian inference methods to generate a new family of algorithms. Our numerical experiments, which include a multi-coil magnetic resonance imaging application, demonstrate that our new approach consistently outperforms commonly used hierarchical Bayesian methods.

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