Biomedical Engineering Reference
In-Depth Information
ʣ
y
is expressed as
where according to Eq. (B.30),
ʣ
y
=
ʲ
−
1
I
+
ʱ
−
1
FF
T
.
(2.65)
If the increase of the likelihood in Eq. (
2.64
) with respect to the iteration count
becomes very small, the iteration may be stopped.
2.10.3 L
1
-Regularized Method
The method of
L
1
-norm regularization can also be derived based on the Bayesian
formulation. To derive the
L
1
-regularization. we use the Laplace distribution as the
prior distribution
2
b
exp
N
1
1
b
|
p
(
x
)
=
−
x
j
|
.
(2.66)
j
=
1
Then, using Eq. (
2.57
), (and replacing
F
with
H
), the cost function is derived as
N
2
F(
x
)
=
ʲ
y
−
Hx
+
2
b
1
|
x
j
|
,
(2.67)
j
=
ʾ
=
/ʲ
which is exactly equal to Eq. (
2.53
), if we set
.
Another formulation for deriving the
L
1
-regularized method is known. It uses the
the Gaussian prior,
2
b
ʱ
j
2
1
/
2
exp
2
x
j
N
N
−
ʱ
j
, ʱ
−
1
j
p
(
x
|
ʱ
)
=
1
N(
x
j
|
0
)
=
,
(2.68)
ˀ
j
=
j
=
1
we derive the marginal likelihood for the hyperparameter
ʱ
=[
ʱ
1
,...,ʱ
N
]
,
p
(
y
|
ʱ
)
, using,
p
(
y
|
ʱ
)
=
p
(
y
|
x
)
p
(
x
|
ʱ
)
d
x
,
(2.69)
and eventually derive the Champagne algorithm. However, instead of implementing
Eq. (
2.69
), there is another option in which we compute the posterior distribution
p
(
|
)
x
y
using
p
(
x
|
y
)
∝
p
(
y
|
x
)
p
(
x
|
ʱ
)
p
(
ʱ
)
d
ʱ
=
p
(
y
|
x
)
p
(
x
),
(2.70)