Abstract-In this letter, we present a unified Bayesian inference framework for generalized linear models (GLM) which iteratively reduces the GLM problem to a sequence of standard linear model (SLM) problems. This framework provides new perspectives on some established GLM algorithms derived from SLM ones and also suggests novel extensions for some other SLM algorithms. Specific instances elucidated under such framework are the GLM versions of approximate message passing (AMP), vector AMP (VAMP), and sparse Bayesian learning (SBL). It is proved that the resultant GLM version of AMP is equivalent to the well-known generalized approximate message passing (GAMP). Numerical results for 1-bit quantized compressed sensing (CS) demonstrate the effectiveness of this unified framework. Index Terms-Generalized linear models (GLM), message passing algorithms, sparse Bayesian learning (SBL), compressed sensing (CS).
Recently a unified Bayesian inference framework has been proposed in REF for GLM, which iteratively decouples the original GLM into a standard linear model (SLM).
A Unified Bayesian Inference Framework for Generalized Linear Models
ArXiv
ArXiv
Mathematics Computer Science