Sparse Bayesian Learning is widely used for high-dimensional inverse problems, yet fixed-point behavior in underdetermined systems is poorly understood. We give a distributional account of the hyperparameters at convergence under independent Gaussian designs with deterministic heterogeneous signals. Each coordinate follows a spike-and-tail law with a translated noncentral chi-square tail. A quenched selfaveraging principle turns empirical averages into deterministic quantities and yields a compact closure based on three resolvent-derived scalars, predicting activation, error, and detection without a signal prior. With learned noise variance, a simple balance fixes the effective activation threshold at one. Simulations validate the coordinate law and the closure.
Large-system fixed-point law and deterministic closure for sparse bayesian learning
ICASSP 2026, IEEE International Conference on Acoustics, Speech, and Signal Processing, 4-8 May 2026, Barcelona, Spain
Type:
Talk
City:
Barcelona
Date:
2026-05-04
Department:
Systèmes de Communication
Eurecom Ref:
8683
Copyright:
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PERMALINK : https://www.eurecom.fr/publication/8683