Related papers: The trace norm constrained matrix-variate Gaussian…
In this work, we study scaling limits of shallow Bayesian neural networks (BNNs) via their connection to Gaussian processes (GPs), with an emphasis on statistical modeling, identifiability, and scalable inference. We first establish a…
Tensor regression has attracted significant attention in statistical research. This study tackles the challenge of handling covariates with smooth varying structures. We introduce a novel framework, termed functional tensor regression,…
Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…
Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…
We introduce a new and rigorously-formulated PAC-Bayes meta-learning algorithm that solves few-shot learning. Our proposed method extends the PAC-Bayes framework from a single task setting to the meta-learning multiple task setting to…
Gaussian process is a theoretically appealing model for nonparametric analysis, but its computational cumbersomeness hinders its use in large scale and the existing reduced-rank solutions are usually heuristic. In this work, we propose a…
Gaussian process regression networks (GPRN) are powerful Bayesian models for multi-output regression, but their inference is intractable. To address this issue, existing methods use a fully factorized structure (or a mixture of such…
This article proposes a biconvex modification to convex biclustering in order to improve its performance in high-dimensional settings. In contrast to heuristics that discard a subset of noisy features a priori, our method jointly learns and…
Gaussian process is a very promising novel technology that has been applied to both the regression problem and the classification problem. While for the regression problem it yields simple exact solutions, this is not the case for the…
We present and analyze an algorithm designed for addressing vector-valued regression problems involving possibly infinite-dimensional input and output spaces. The algorithm is a randomized adaptation of reduced rank regression, a technique…
We consider gradient-related methods for low-rank matrix optimization with a smooth cost function. The methods operate on single factors of the low-rank factorization and share aspects of both alternating and Riemannian optimization. Two…
Recently bipartite graphs have been widely used to represent the relationship two sets of items for information retrieval applications. The Web offers a wide range of data which can be represented by bipartite graphs, such us movies and…
Rank-constrained optimization problems have received an increasing intensity of interest recently, because many optimization problems in communications and signal processing applications can be cast into a rank-constrained optimization…
We study the problem of estimating multiple predictive functions from a dictionary of basis functions in the nonparametric regression setting. Our estimation scheme assumes that each predictive function can be estimated in the form of a…
Multitask Gaussian processes (MTGP) are the Gaussian process (GP) framework's solution for multioutput regression problems in which the $T$ elements of the regressors cannot be considered conditionally independent given the observations.…
In many real world problems, we are faced with the problem of selecting the best among a finite number of alternatives, where the best alternative is determined based on context specific information. In this work, we study the contextual…
Doubly intractable distributions arise in many settings, for example in Markov models for point processes and exponential random graph models for networks. Bayesian inference for these models is challenging because they involve intractable…
One of the popular approaches for low-rank tensor completion is to use the latent trace norm regularization. However, most existing works in this direction learn a sparse combination of tensors. In this work, we fill this gap by proposing a…
Gene expression datasets are usually of high dimensionality and therefore require efficient and effective methods for identifying the relative importance of their attributes. Due to the huge size of the search space of the possible…
The implicit trace estimation problem asks for an approximation of the trace of a square matrix, accessed via matrix-vector products (matvecs). This paper designs new randomized algorithms, XTrace and XNysTrace, for the trace estimation…