“…Mathematically, the cost function is formulated by minimising the marginal likelihood function with respect to
with
denoting the sample covariance matrix (SCM). Numerous algorithms are available for solving the above optimisation problem, for example, expectation‐maximisation algorithm [
23], variational Bayesian inference [
39], and marginal likelihood maximisation [
40, 41] etc. Different from the
mixed‐norm sparsity metric introduced in the previous section, the log‐det term in the SBL cost function (23) helps promote sparsity [
42].…”