Normals with unknown variance (NUV) can represent many useful priors and blend well with Gaussian models and message passing algorithms. NUV representations of sparsifying priors have long been known, and NUV representations of binary (and M-level) priors have been proposed very recently. In this document, we propose NUV representations of half-space constraints and box constraints, which allows to add such constraints to any linear Gaussian model with any of the previously known NUV priors without affecting the computational tractability.
- Pub Date:
- August 2021
- Statistics - Machine Learning;
- Computer Science - Machine Learning;
- Electrical Engineering and Systems Science - Signal Processing;
- Electrical Engineering and Systems Science - Systems and Control