Related papers: EP-GIG Priors and Applications in Bayesian Sparse …
Heavy-tailed continuous shrinkage priors, such as the horseshoe prior, are widely used for sparse estimation problems. However, there is limited work extending these priors to predictors with grouping structures. Of particular interest in…
Standard probabilistic sparse coding assumes a Laplace prior, a linear mapping from latents to observables, and Gaussian observable distributions. We here derive a solely entropy-based learning objective for the parameters of standard…
An empirical Bayes approach to the estimation of possibly sparse sequences observed in Gaussian white noise is set out and investigated. The prior considered is a mixture of an atom of probability at zero and a heavy-tailed density \gamma,…
Encoding domain knowledge into the prior over the high-dimensional weight space of a neural network is challenging but essential in applications with limited data and weak signals. Two types of domain knowledge are commonly available in…
This paper addresses the issue of inversion in cases where (1) the observation system is modeled by a linear transformation and additive noise, (2) the problem is ill-posed and regularization is introduced in a Bayesian framework by an a…
The generalized inverse Gaussian, denoted $\mathrm{GIG}(p, a, b)$, is a flexible family of distributions that includes the gamma, inverse gamma, and inverse Gaussian distributions as special cases. In addition to its applications in…
The traditional approach of hand-crafting priors (such as sparsity) for solving inverse problems is slowly being replaced by the use of richer learned priors (such as those modeled by generative adversarial networks, or GANs). In this work,…
Generalised Bayesian Inference (GBI) attempts to address model misspecification in a standard Bayesian setup by tempering the likelihood. The likelihood is raised to a fractional power, called the learning rate, which reduces its importance…
We consider probabilistic multinomial probit classification using Gaussian process (GP) priors. The challenges with the multiclass GP classification are the integration over the non-Gaussian posterior distribution, and the increase of the…
We study source localization from high dimensional M/EEG data by extending a multiscale method based on Entropic inference devised to increase the spatial resolution of inverse problems. This method is used to construct informative prior…
The Poisson distribution arises naturally when dealing with data involving counts, and it has found many applications in inverse problems and imaging. In this work, we develop an approximate Bayesian inference technique based on expectation…
We study the convergence rates of empirical Bayes posterior distributions for nonparametric and high-dimensional inference. We show that as long as the hyperparameter set is discrete, the empirical Bayes posterior distribution induced by…
Deep Gaussian processes (DGPs) provide a robust paradigm for Bayesian deep learning. In DGPs, a set of sparse integration locations called inducing points are selected to approximate the posterior distribution of the model. This is done to…
Although discrete mixture modeling has formed the backbone of the literature on Bayesian density estimation, there are some well known disadvantages. We propose an alternative class of priors based on random nonlinear functions of a uniform…
Solving ill-posed inverse problems by Bayesian inference has recently attracted considerable attention. Compared to deterministic approaches, the probabilistic representation of the solution by the posterior distribution can be exploited to…
Deep Gaussian processes (DGPs) are multi-layer hierarchical generalisations of Gaussian processes (GPs) and are formally equivalent to neural networks with multiple, infinitely wide hidden layers. DGPs are probabilistic and non-parametric…
I propose a novel approach for nonlinear Logistic regression using a two-layer neural network (NN) model structure with hierarchical priors on the network weights. I present a hybrid of expectation propagation called Variational Expectation…
We present a novel Bayesian approach for high-dimensional grouped regression under sparsity. We leverage a sparse projection method that uses a sparsity-inducing map to derive an induced posterior on a lower-dimensional parameter space. Our…
This paper studies Bayesian variable selection in linear models with general spherically symmetric error distributions. We propose sub-harmonic priors which arise as a class of mixtures of Zellner's g-priors for which the Bayes factors are…
Modern applications routinely collect high-dimensional data, leading to statistical models having more parameters than there are samples available. A common solution is to impose sparsity in parameter estimation, often using penalized…