Related papers: Sparse Estimation using Bayesian Hierarchical Prio…
We propose a new fast algorithm to estimate any sparse generalized linear model with convex or non-convex separable penalties. Our algorithm is able to solve problems with millions of samples and features in seconds, by relying on…
Sparse signal recovery algorithms like sparse Bayesian learning work well but the complexity quickly grows when tackling higher dimensional parametric dictionaries. In this work we propose a novel Bayesian strategy to address the two…
We present a hierarchical Bayesian learning approach to infer jointly sparse parameter vectors from multiple measurement vectors. Our model uses separate conditionally Gaussian priors for each parameter vector and common gamma-distributed…
We consider the problem of sparse variable selection in nonparametric additive models, with the prior knowledge of the structure among the covariates to encourage those variables within a group to be selected jointly. Previous works either…
The paper revisits the Bayesian group lasso and uses spike and slab priors for group variable selection. In the process, the connection of our model with penalized regression is demonstrated, and the role of posterior median for…
Estimating the number of clusters (K) is a critical and often difficult task in cluster analysis. Many methods have been proposed to estimate K, including some top performers using resampling approach. When performing cluster analysis in…
In this paper a new Bayesian model for sparse linear regression with a spatio-temporal structure is proposed. It incorporates the structural assumptions based on a hierarchical Gaussian process prior for spike and slab coefficients. We…
In this paper, we introduce a new sparsity-promoting prior, namely, the "normal product" prior, and develop an efficient algorithm for sparse signal recovery under the Bayesian framework. The normal product distribution is the distribution…
This paper introduces a novel prior called Diversified Block Sparse Prior to characterize the widespread block sparsity phenomenon in real-world data. By allowing diversification on intra-block variance and inter-block correlation matrices,…
This note studies a method for the efficient estimation of a finite number of unknown parameters from linear equations, which are perturbed by Gaussian noise. In case the unknown parameters have only few nonzero entries, the proposed…
In this paper, we study the problem of sparse mean estimation under adversarial corruptions, where the goal is to estimate the $k$-sparse mean of a heavy-tailed distribution from samples contaminated by adversarial noise. Existing methods…
Spectrum sensing is an important process in cognitive radio. A number of sensing techniques that have been proposed suffer from high processing time, hardware cost and computational complexity. To address these problems, compressive sensing…
This paper presents a hierarchical Bayesian model to reconstruct sparse images when the observations are obtained from linear transformations and corrupted by an additive white Gaussian noise. Our hierarchical Bayes model is well suited to…
Sparse Bayesian learning (SBL) can be implemented with low complexity based on the approximate message passing (AMP) algorithm. However, it is vulnerable to `difficult' measurement matrices as AMP can easily diverge. Damped AMP has been…
Sparse coding refers to the pursuit of the sparsest representation of a signal in a typically overcomplete dictionary. From a Bayesian perspective, sparse coding provides a Maximum a Posteriori (MAP) estimate of the unknown vector under a…
We propose a novel adaptive empirical Bayesian method for sparse deep learning, where the sparsity is ensured via a class of self-adaptive spike-and-slab priors. The proposed method works by alternatively sampling from an adaptive…
This paper develops a new empirical Bayesian inference algorithm for solving a linear inverse problem given multiple measurement vectors (MMV) of under-sampled and noisy observable data. Specifically, by exploiting the joint sparsity across…
This paper begins with considering the identification of sparse linear time-invariant networks described by multivariable ARX models. Such models possess relatively simple structure thus used as a benchmark to promote further research. With…
Broadband frequency-selective fading channels usually have the inherent sparse nature. By exploiting the sparsity, adaptive sparse channel estimation (ASCE) methods, e.g., reweighted L1-norm least mean square (RL1-LMS), could bring a…
In this note, we propose to use sparse methods (e.g. LASSO, Post-LASSO, sqrt-LASSO, and Post-sqrt-LASSO) to form first-stage predictions and estimate optimal instruments in linear instrumental variables (IV) models with many instruments in…