Related papers: Minimum mean square distance estimation of a subsp…

In this paper, a distance between the Gaussian Mixture Models(GMMs) is obtained based on an embedding of the K-component Gaussian Mixture Model into the manifold of the symmetric positive definite matrices. Proof of embedding of K-component…

Minimum expected distance estimation (MEDE) algorithms have been widely used for probabilistic models with intractable likelihood functions and they have become increasingly popular due to their use in implicit generative modeling (e.g.…

In this paper we propose a semi-parametric Bayesian Generalized Least Squares estimator. In a generic setting where each error is a vector, the parametric Generalized Least Square estimator maintains the assumption that each error vector…

This paper investigates semi-blind channel estimation for massive multiple-input multiple-output (MIMO) systems. To this end, we first estimate a subspace based on all received symbols (pilot and payload) to provide additional information…

In some misspecified settings, the posterior distribution in Bayesian statistics may lead to inconsistent estimates. To fix this issue, it has been suggested to replace the likelihood by a pseudo-likelihood, that is the exponential of a…

We study geometric stochastic differential equations (SDEs) and their approximations on Riemannian manifolds. In particular, we introduce a simple new construction of geometric SDEs, using which with bounded curvature. In particular, we…

We consider the problem of reconstructing an embedding of a compact connected Riemannian manifold in a Euclidean space up to an almost isometry, given the information on intrinsic distances between points from its ``sufficiently large''…

Dimension reduction techniques typically seek an embedding of a high-dimensional point cloud into a low-dimensional Euclidean space which optimally preserves the geometry of the input data. Based on expert knowledge, one may instead wish to…

We consider a sparse linear regression model with unknown symmetric error under the high-dimensional setting. The true error distribution is assumed to belong to the locally $\beta$-H\"{o}lder class with an exponentially decreasing tail,…

This paper proposes a new estimator for selecting weights to average over least squares estimates obtained from a set of models. Our proposed estimator builds on the Mallows model average (MMA) estimator of Hansen (2007), but, unlike MMA,…

Existing methods to summarize posterior inference for mixture models focus on identifying a point estimate of the implied random partition for clustering, with density estimation as a secondary goal (Wade and Ghahramani, 2018; Dahl et al.,…

We propose a Bayesian image super-resolution (SR) method with a causal Gaussian Markov random field (MRF) prior. SR is a technique to estimate a spatially high-resolution image from given multiple low-resolution images. An MRF model with…

Recent advances in light microscopy have spawned new research frontiers in microbiology by working around the diffraction barrier and allowing for the observation of nanometric biological structures. Microrheology is the study of the…

Mean-field SDEs, also known as McKean-Vlasov equations, are stochastic differential equations where the drift and diffusion depend on the current distribution in addition to the current position. We describe an efficient numerical method…

The Wasserstein distance received a lot of attention recently in the community of machine learning, especially for its principled way of comparing distributions. It has found numerous applications in several hard problems, such as domain…

In this paper, we present a method for computing the marginal likelihood, also known as the model likelihood or Bayesian evidence, from Markov Chain Monte Carlo (MCMC), or other sampled posterior distributions. In order to do this, one…

We study the excess mean square error (EMSE) above the minimum mean square error (MMSE) in large linear systems where the posterior mean estimator (PME) is evaluated with a postulated prior that differs from the true prior of the input…

Dimensionality reduction is a crucial first step for many unsupervised learning tasks including anomaly detection and clustering. Autoencoder is a popular mechanism to accomplish dimensionality reduction. In order to make dimensionality…

Tracking signals in dynamic environments presents difficulties in both analysis and implementation. In this work, we expand on a class of subspace tracking algorithms which utilize the Grassmann manifold -- the set of linear subspaces of a…

We present the marginal unbiased score expansion (MUSE) method, an algorithm for generic high-dimensional hierarchical Bayesian inference. MUSE performs approximate marginalization over arbitrary non-Gaussian latent parameter spaces,…