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We present a class of sparse generalized linear models that include probit and logistic regression as special cases and offer some extra flexibility. We provide an EM algorithm for learning the parameters of these models from data. We apply…

Methodology · Statistics 2007-08-22 Susana Eyheramendy , David Madigan

The article develops a hybrid Variational Bayes algorithm that combines the mean-field and fixed-form Variational Bayes methods. The new estimation algorithm can be used to approximate any posterior without relying on conjugate priors. We…

Methodology · Statistics 2013-08-09 David J Nott , Minh-Ngoc Tran , Anthony Y. C. Kuk , Robert Kohn

In all areas of human knowledge, datasets are increasing in both size and complexity, creating the need for richer statistical models. This trend is also true for economic data, where high-dimensional and nonlinear/nonparametric inference…

Econometrics · Economics 2021-12-23 Dimitris Korobilis , Kenichi Shimizu

We propose a scalable Bayesian preference learning method for jointly predicting the preferences of individuals as well as the consensus of a crowd from pairwise labels. Peoples' opinions often differ greatly, making it difficult to predict…

Machine Learning · Computer Science 2019-12-13 Edwin Simpson , Iryna Gurevych

Latent Dirichlet allocation (LDA) is an important hierarchical Bayesian model for probabilistic topic modeling, which attracts worldwide interests and touches on many important applications in text mining, computer vision and computational…

Machine Learning · Computer Science 2015-03-19 Jia Zeng , William K. Cheung , Jiming Liu

In dictionary selection, several atoms are selected from finite candidates that successfully approximate given data points in the sparse representation. We propose a novel efficient greedy algorithm for dictionary selection. Not only does…

Machine Learning · Computer Science 2018-09-10 Kaito Fujii , Tasuku Soma

Latent Dirichlet Allocation (LDA) is a popular tool for analyzing discrete count data such as text and images. Applications require LDA to handle both large datasets and a large number of topics. Though distributed CPU systems have been…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-06-21 Kaiwei Li , Jianfei Chen , Wenguang Chen , Jun Zhu

We develop sampling algorithms to fit Bayesian hierarchical models, the computational complexity of which scales linearly with the number of observations and the number of parameters in the model. We focus on crossed random effect and…

Computation · Statistics 2025-01-03 Omiros Papaspiliopoulos , Timothée Stumpf-Fétizon , Giacomo Zanella

We introduce a scalable Bayesian preference learning method for identifying convincing arguments in the absence of gold-standard rat- ings or rankings. In contrast to previous work, we avoid the need for separate methods to perform quality…

Computation and Language · Computer Science 2018-06-08 Edwin Simpson , Iryna Gurevych

While stochastic variational inference is relatively well known for scaling inference in Bayesian probabilistic models, related methods also offer ways to circumnavigate the approximation of analytically intractable expectations. The key…

Machine Learning · Statistics 2015-09-08 David A. Knowles

This work introduces a Bayesian methodology for fitting large discrete graphical models with spike-and-slab priors to encode sparsity. We consider a quasi-likelihood approach that enables node-wise parallel computation resulting in reduced…

Methodology · Statistics 2019-10-21 Anwesha Bhattacharyya , Yves Atchade

Traditional topic models do not account for semantic regularities in language. Recent distributional representations of words exhibit semantic consistency over directional metrics such as cosine similarity. However, neither categorical nor…

Computation and Language · Computer Science 2016-04-04 Kayhan Batmanghelich , Ardavan Saeedi , Karthik Narasimhan , Sam Gershman

Gaussian graphical models are widely used to infer dependence structures. Bayesian methods are appealing to quantify uncertainty associated with structural learning, i.e., the plausibility of conditional independence statements given the…

Methodology · Statistics 2025-11-05 Deborah Sulem , Jack Jewson , David Rossell

Recently, there has been considerable progress on designing algorithms with provable guarantees -- typically using linear algebraic methods -- for parameter learning in latent variable models. But designing provable algorithms for inference…

Machine Learning · Computer Science 2016-05-30 Sanjeev Arora , Rong Ge , Frederic Koehler , Tengyu Ma , Ankur Moitra

Originally designed to model text, topic modeling has become a powerful tool for uncovering latent structure in domains including medicine, finance, and vision. The goals for the model vary depending on the application: in some cases, the…

Machine Learning · Statistics 2014-11-24 Finale Doshi-Velez , Byron Wallace , Ryan Adams

In this article, we present data-subsetting algorithms that allow for the approximate and scalable implementation of the Bayesian bootstrap. They are analogous to two existing algorithms in the frequentist literature: the bag of little…

Computation · Statistics 2019-03-25 Andrés F. Barrientos , Víctor Peña

Recurrent neural networks show state-of-the-art results in many text analysis tasks but often require a lot of memory to store their weights. Recently proposed Sparse Variational Dropout eliminates the majority of the weights in a…

Machine Learning · Statistics 2017-08-02 Ekaterina Lobacheva , Nadezhda Chirkova , Dmitry Vetrov

Bayesian hierarchical models can provide efficient algorithms for finding sparse solutions to ill-posed inverse problems. The models typically comprise a conditionally Gaussian prior model for the unknown which is augmented by a generalized…

Numerical Analysis · Mathematics 2025-01-09 Jonathan Lindbloom , Jan Glaubitz , Anne Gelb

State-space models have been successfully used for more than fifty years in different areas of science and engineering. We present a procedure for efficient variational Bayesian learning of nonlinear state-space models based on sparse…

Machine Learning · Computer Science 2014-11-04 Roger Frigola , Yutian Chen , Carl E. Rasmussen

The sparse Beyesian learning (also referred to as Bayesian compressed sensing) algorithm is one of the most popular approaches for sparse signal recovery, and has demonstrated superior performance in a series of experiments. Nevertheless,…

Information Theory · Computer Science 2015-01-21 Fuwei Li , Jun Fang , Huiping Duan , Zhi Chen , Hongbin Li