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Neurocomputing 149 (2015) 1155–1161
Contents lists available at ScienceDirect
Neurocomputing
journal homepage: /locate/neucom
A probabilistic model for latent least squares regression
Shengzheng Wang a,n, Jie Yang b
a Merchant Marine College, Shanghai Maritime University, Shanghai 201306, PR China
b Institute of Image Processing and Pattern Recognition, Shanghai Jiao Tong University, Shanghai 200240, PR China
a r t i c l e i n f o a b s t r a c t
Article history: By far, least squares regression (LSR) is the most widely used data modeling method in statistics and
Received 15 April 2014 mathematics because of its effectiveness and completeness. It plays an important underlying role in
Received in revised form many extensions, e.g., regularized LSR, weighted LSR, and lasso. Since LSR is a discriminative model, it
8 August 2014 allows only sampling of the target variables conditioned on observations. In this paper, we present the
Accepted 6 September 2014
latent LSR (LLSR), a generative model, which enables LSR to exploit the structural information hidden in
Communicated by D. Tao
Available online 16 September 2014 the explanatory variables by imposing a sparsity-encouraging prior over the precision matrix of the
latent variable. A maximum a posteriori (MAP) estimate is applied to obtain a point estimate of the
Keywords:
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