Bayesian Sparse Estimation Using Double Lomax Priors

Figure 5

The update traces of coefficients from the regression coefficient estimation experiment shown in Figure 4. (A) The update traces by ARD. (B) The update traces by DL. (C) The update traces of the first three coefficients [1,−1,0]^T.

(a) The update traces when ARD converges to a local minima but DL does not

(b) The update traces when both ARD and DL converge to the global minima