Related papers: Incorporating Side Information in Probabilistic Ma…

Parameter estimation connects mathematical models to real-world data and decision making across many scientific and industrial applications. Standard approaches such as maximum likelihood estimation and Markov chain Monte Carlo estimate…

Pairwise Markov Models (PMMs) extend the wellknown Hidden Markov Models (HMMs). Being significantly more general, PMMs enable several types of processing, like Bayesian filtering or smoothing, similar to those used in HMMs. In this paper,…

Off-the-shelf Gaussian Process (GP) covariance functions encode smoothness assumptions on the structure of the function to be modeled. To model complex and non-differentiable functions, these smoothness assumptions are often too…

We consider matrix factorization (MF) with certain constraints, which finds wide applications in various areas. Leveraging variational inference (VI) and unitary approximate message passing (UAMP), we develop a Bayesian approach to MF with…

There has recently been considerable interest in completing a low-rank matrix or tensor given only a small fraction (or few linear combinations) of its entries. Related approaches have found considerable success in the area of recommender…

Principal component analysis (PCA) is a well-established tool in machine learning and data processing. The principal axes in PCA were shown to be equivalent to the maximum marginal likelihood estimator of the factor loading matrix in a…

In audio signal processing, probabilistic time-frequency models have many benefits over their non-probabilistic counterparts. They adapt to the incoming signal, quantify uncertainty, and measure correlation between the signal's amplitude…

Probabilistic Latent Tensor Factorization (PLTF) is a recently proposed probabilistic framework for modelling multi-way data. Not only the common tensor factorization models but also any arbitrary tensor factorization structure can be…

We develop a Bayesian Poisson matrix factorization model for forming recommendations from sparse user behavior data. These data are large user/item matrices where each user has provided feedback on only a small subset of items, either…

In addition to recent developments in computing speed and memory, methodological advances have contributed to significant gains in the performance of stochastic simulation. In this paper, we focus on variance reduction for matrix…

Matrix factorization methods - including Factor analysis (FA), and Principal Components Analysis (PCA) - are widely used for inferring and summarizing structure in multivariate data. Many matrix factorization methods exist, corresponding to…

Matrix factorization has found incredible success and widespread application as a collaborative filtering based approach to recommendations. Unfortunately, incorporating additional sources of evidence, especially ones that are incomplete…

Latent Gaussian Models (LGMs) are a subset of Bayesian Hierarchical models where Gaussian priors, conditional on variance parameters, are assigned to all effects in the model. LGMs are employed in many fields for their flexibility and…

We incorporate discrete and continuous time Markov processes as building blocks into probabilistic graphical models with latent and observed variables. We introduce the automatic Backward Filtering Forward Guiding (BFFG) paradigm (Mider et…

We introduce stochastic variational inference for Gaussian process models. This enables the application of Gaussian process (GP) models to data sets containing millions of data points. We show how GPs can be vari- ationally decomposed to…

The proliferation of capable and efficient machine learning (ML) models marks one of the strongest methodological shifts in signal processing (SP) in its nearly 100-year history. ML models support the development of SP systems that…

Beta process is the standard nonparametric Bayesian prior for latent factor model. In this paper, we derive a structured mean-field variational inference algorithm for a beta process non-negative matrix factorization (NMF) model with…

Feature selection by maximizing high-order mutual information between the selected feature vector and a target variable is the gold standard in terms of selecting the best subset of relevant features that maximizes the performance of…

Gaussian processes (GPs) are frequently used in machine learning and statistics to construct powerful models. However, when employing GPs in practice, important considerations must be made, regarding the high computational burden,…

In many real-world applications of machine learning such as recommendations, hiring, and lending, deployed models influence the data they are trained on, leading to feedback loops between predictions and data distribution. The performative…