@inproceedings{6f4aaaabe958486aa167be25324a1d96,
title = "On hyper-parameter estimation in empirical Bayes: A revisit of the MacKay algorithm",
abstract = "An iterative procedure introduced in MacKay's evidence framework is often used for estimating the hyper-parameter in empirical Bayes. Despite its effectiveness, the procedure has stayed primarily as a heuristic to date. This paper formally investigates the mathematical nature of this procedure and justifies it as a well-principled algorithm framework. This framework, which we call the MacKay algorithm, is shown to be closely related to the EM algorithm under certain Gaussian assumption.",
author = "Chune Li and Yongyi Mao and Richong Zhang and Jinpeng Huai",
year = "2016",
language = "英语",
series = "32nd Conference on Uncertainty in Artificial Intelligence 2016, UAI 2016",
publisher = "Association For Uncertainty in Artificial Intelligence (AUAI)",
pages = "477--486",
editor = "Alexander Ihler and Dominik Janzing",
booktitle = "Uncertainty in Artificial Intelligence - Proceedings of the 32nd Conference, UAI 2016",
note = "32nd Conference on Uncertainty in Artificial Intelligence, UAI 2016 ; Conference date: 25-06-2016 Through 29-06-2016",
}