In this article, a sparse-Bayesian treatment is proposed to solve the crucial questions posed by power amplifier (PA) and digital predistorter (DPD) modeling. To learn a model, the advanced Bayesian framework includes a group of specific processes that maximize the likelihood of the measured data: regressor pursuit and identification, coefficient estimation, stopping criterion, and regressor deselection. The relevance vector machine (RVM) method is reformulated theoretically to be implemented in complex-valued linear regression. In essence, given an initial set of candidate regressors, the result of this sparse-Bayesian learning approach is the most likely model. Experimental results are provided for the linearization of class AB and class J PAs driven by a 30-MHz fifth-generation new radio signal for a fixed average power, where the evolution of the figures of merit versus the number of active coefficients is examined for the proposed sparse-Bayesian pursuit (SBP) algorithm in comparison to other greedy algorithms. The SBP presents a good performance in terms of linearization capabilities and computational cost. Furthermore, the proposed Bayesian framework enabled the design of a DPD model structure, deselect regressors, and readjust coefficients in a direct learning architecture, demonstrating the robustness to changes in the power level over a 10-dB range.