On ARD Parameterization in Bayesian GPLVM Sample Clauses

On ARD Parameterization in Bayesian GPLVM. ‌ The ARD parameters of the covariance function, as described in Section 2.1.5 are used for feature selection in the input space, identifying relevant dimensions. Usu- ally, feature selection is driven by penalisation (see x.x. xxxxx [55]) of the parameters α. Here, we do not have explicit penalisation as we have a Bayesian model. We in- troduce implicit penalisation by applying Bayesian treatment of the latent space X, so that the latent space can be uncertain and therefore the ARD parameter can get very small. This is called Bayesian model selection [70].
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