Related papers: Adaptive Priors based on Splines with Random Knots

We offer a general Bayes theoretic framework to derive posterior contraction rates under a hierarchical prior design: the first-step prior serves to assess the model selection uncertainty, and the second-step prior quantifies the prior…

This work introduces B-spline Movement Primitives (BMPs), a new Movement Primitive (MP) variant that leverages B-splines for motion representation. B-splines are a well-known concept in motion planning due to their ability to generate…

We present a locally adaptive nonparametric curve fitting method that operates within a fully Bayesian framework. This method uses shrinkage priors to induce sparsity in order-k differences in the latent trend function, providing a…

In this article, we investigate the problem of estimating a spatially inhomogeneous function and its derivatives in the white noise model using Besov-Laplace priors. We show that smoothness-matching priors attains minimax optimal posterior…

This paper presents a learning-based method to solve the traditional parameterization and knot placement problems in B-spline approximation. Different from conventional heuristic methods or recent AI-based methods, the proposed method does…

The weights of a neural network are typically initialized at random, and one can think of the functions produced by such a network as having been generated by a prior over some function space. Studying random networks, then, is useful for a…

We develop a framework to study posterior contraction rates in sparse high dimensional generalized linear models (GLM). We introduce a new family of GLMs, denoted by clipped GLM, which subsumes many standard GLMs and makes minor…

A basis expansion with regularization methods is much appealing to the flexible or robust nonlinear regression models for data with complex structures. When the underlying function has inhomogeneous smoothness, it is well known that…

Spike-and-slab priors are popular Bayesian solutions for high-dimensional linear regression problems. Previous theoretical studies on spike-and-slab methods focus on specific prior formulations and use prior-dependent conditions and…

In implementations of the functional data methods, the effect of the initial choice of an orthonormal basis has not gained much attention in the past. Typically, several standard bases such as Fourier, wavelets, splines, etc. are considered…

We propose a flexible class of models based on scale mixture of uniform distributions to construct shrinkage priors for covariance matrix estimation. This new class of priors enjoys a number of advantages over the traditional scale mixture…

Prior distributions for high-dimensional linear regression require specifying a joint distribution for the unobserved regression coefficients, which is inherently difficult. We instead propose a new class of shrinkage priors for linear…

Besov priors are nonparametric priors that can model spatially inhomogeneous functions. They are routinely used in inverse problems and imaging, where they exhibit attractive sparsity-promoting and edge-preserving features. A recent line of…

In recent years, shrinkage priors have received much attention in high-dimensional data analysis from a Bayesian perspective. Compared with widely used spike-and-slab priors, shrinkage priors have better computational efficiency. But the…

Scale-mixture shrinkage priors have recently been shown to possess robust empirical performance and excellent theoretical properties such as model selection consistency and (near) minimax posterior contraction rates. In this paper, the…

We study high-dimensional Bayesian linear regression with a general beta prime distribution for the scale parameter. Under the assumption of sparsity, we show that appropriate selection of the hyperparameters in the beta prime prior leads…

Given a data set (t_i, y_i), i=1,..., n with the t_i in [0,1] non-parametric regression is concerned with the problem of specifying a suitable function f_n:[0,1] -> R such that the data can be reasonably approximated by the points (t_i,…

In the setting of nonparametric multivariate regression with unknown error variance, we study asymptotic properties of a Bayesian method for estimating a regression function f and its mixed partial derivatives. We use a random series of…

We present a general variational framework for the training of freeform nonlinearities in layered computational architectures subject to some slope constraints. The regularization that we add to the traditional training loss penalizes the…

We derive rates of contraction of posterior distributions on nonparametric models resulting from sieve priors. The aim of the paper is to provide general conditions to get posterior rates when the parameter space has a general structure,…