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Related papers: Sparse Bayesian Unsupervised Learning

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This work addresses the problem of high-dimensional classification by exploring the generalized Bayesian logistic regression method under a sparsity-inducing prior distribution. The method involves utilizing a fractional power of the…

Statistics Theory · Mathematics 2024-03-20 The Tien Mai

Clustering is one of the most widely used procedures in the analysis of microarray data, for example with the goal of discovering cancer subtypes based on observed heterogeneity of genetic marks between different tissues. It is well-known…

Methodology · Statistics 2009-04-21 Heng Lian

We consider the problem of learning a Gaussian variational approximation to the posterior distribution for a high-dimensional parameter, where we impose sparsity in the precision matrix to reflect appropriate conditional independence…

Computation · Statistics 2019-04-23 Linda S. L. Tan , David J. Nott

Sparsity is a central aspect of interpretability in machine learning. Typically, sparsity is measured in terms of the size of a model globally, such as the number of variables it uses. However, this notion of sparsity is not particularly…

Machine Learning · Computer Science 2024-11-26 Yiyang Sun , Tong Wang , Cynthia Rudin

This paper presents a sparse Bayesian learning (SBL) algorithm for linear inverse problems with a high order total variation (HOTV) sparsity prior. For the problem of sparse signal recovery, SBL often produces more accurate estimates than…

Signal Processing · Electrical Eng. & Systems 2020-07-20 Victor Churchill , Anne Gelb

Supervised Learning has been successfully used to produce phase diagrams and identify phase boundaries when local order parameters are unavailable. Here, we apply unsupervised learning to this task. By using readily available clustering…

Strongly Correlated Electrons · Physics 2019-08-19 Steven Durr , Sudip Chakravarty

Bayesian coresets have emerged as a promising approach for implementing scalable Bayesian inference. The Bayesian coreset problem involves selecting a (weighted) subset of the data samples, such that the posterior inference using the…

Machine Learning · Statistics 2021-03-01 Jacky Y. Zhang , Rajiv Khanna , Anastasios Kyrillidis , Oluwasanmi Koyejo

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

The present paper is about estimation and prediction in high-dimensional additive models under a sparsity assumption ($p\gg n$ paradigm). A PAC-Bayesian strategy is investigated, delivering oracle inequalities in probability. The…

Methodology · Statistics 2018-05-22 Benjamin Guedj , Pierre Alquier

We study the computational complexity of Markov chain Monte Carlo (MCMC) methods for high-dimensional Bayesian linear regression under sparsity constraints. We first show that a Bayesian approach can achieve variable-selection consistency…

Statistics Theory · Mathematics 2015-06-01 Yun Yang , Martin J. Wainwright , Michael I. Jordan

A simple model to study subspace clustering is the high-dimensional $k$-Gaussian mixture model where the cluster means are sparse vectors. Here we provide an exact asymptotic characterization of the statistically optimal reconstruction…

Machine Learning · Statistics 2023-04-04 Luca Pesce , Bruno Loureiro , Florent Krzakala , Lenka Zdeborová

In this work, we propose a Bayesian type sparse deep learning algorithm. The algorithm utilizes a set of spike-and-slab priors for the parameters in the deep neural network. The hierarchical Bayesian mixture will be trained using an…

Numerical Analysis · Mathematics 2021-03-17 Yating Wang , Wei Deng , Lin Guang

We propose a stochastic variance reduced optimization algorithm for solving sparse learning problems with cardinality constraints. Sufficient conditions are provided, under which the proposed algorithm enjoys strong linear convergence…

Machine Learning · Computer Science 2017-12-27 Xingguo Li , Raman Arora , Han Liu , Jarvis Haupt , Tuo Zhao

Recent work on overfitting Bayesian mixtures of distributions offers a powerful framework for clustering multivariate data using a latent Gaussian model which resembles the factor analysis model. The flexibility provided by overfitting…

Methodology · Statistics 2019-08-29 Panagiotis Papastamoulis

Bayesian hierarchical models have been demonstrated to provide efficient algorithms for finding sparse solutions to ill-posed inverse problems. The models comprise typically a conditionally Gaussian prior model for the unknown, augmented by…

Numerical Analysis · Mathematics 2023-03-31 Daniela Calvetti , Erkki Somersalo

Variational inference techniques based on inducing variables provide an elegant framework for scalable posterior estimation in Gaussian process (GP) models. Besides enabling scalability, one of their main advantages over sparse…

Machine Learning · Statistics 2021-02-24 Simone Rossi , Markus Heinonen , Edwin V. Bonilla , Zheyang Shen , Maurizio Filippone

In high-dimensional Bayesian statistics, various methods have been developed, including prior distributions that induce parameter sparsity to handle many parameters. Yet, these approaches often overlook the rich spectral structure of the…

Statistics Theory · Mathematics 2025-05-06 Tomoya Wakayama , Masaaki Imaizumi

In this work, we consider multitask learning problems where clusters of nodes are interested in estimating their own parameter vector. Cooperation among clusters is beneficial when the optimal models of adjacent clusters have a good number…

Systems and Control · Computer Science 2016-11-03 Roula Nassif , Cédric Richard , André Ferrari , Ali H. Sayed

We derive a new Bayesian Information Criterion (BIC) by formulating the problem of estimating the number of clusters in an observed data set as maximization of the posterior probability of the candidate models. Given that some mild…

Statistics Theory · Mathematics 2018-08-28 Freweyni K. Teklehaymanot , Michael Muma , Abdelhak M. Zoubir

In sparse Bayesian learning (SBL), Gaussian scale mixtures (GSMs) have been used to model sparsity-inducing priors that realize a class of concave penalty functions for the regression task in real-valued signal models. Motivated by the…