Related papers: Phase transitions and sample complexity in Bayes-o…

Bayesian Model Calibration is used to revisit the problem of scaling factor calibration for semi-empirical correction of ab initio harmonic properties (e.g. vibrational frequencies and zero-point energies). A particular attention is devoted…

The importance of interpretability of machine learning models has been increasing due to emerging enterprise predictive analytics, threat of data privacy, accountability of artificial intelligence in society, and so on. Piecewise linear…

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…

Reliable state estimation depends on accurately modeled noise covariances, which are difficult to determine in practice. This paper formulates the noise covariance estimation as a bilevel optimization problem that factorizes the joint…

For the problem of reconstructing a low-rank matrix from a few linear measurements, two classes of algorithms have been widely studied in the literature: convex approaches based on nuclear norm minimization, and non-convex approaches that…

We consider the classical problem of estimating the covariance matrix of a subgaussian distribution from i.i.d. samples in the novel context of coarse quantization, i.e., instead of having full knowledge of the samples, they are quantized…

We address the problem of blind gain and phase calibration of a sensor array from ambient noise. The key motivation is to ease the calibration process by avoiding a complex procedure setup. We show that computing the sample covariance…

Nonnegative matrix factorization (NMF) has become a widely used tool for the analysis of high-dimensional data as it automatically extracts sparse and meaningful features from a set of nonnegative data vectors. We first illustrate this…

There has been increased research interest in the subfield of sparse Bayesian factor analysis with shrinkage priors, which achieve additional sparsity beyond the natural parsimonity of factor models. In this spirit, we estimate the number…

We propose a method that meta-learns a knowledge on matrix factorization from various matrices, and uses the knowledge for factorizing unseen matrices. The proposed method uses a neural network that takes a matrix as input, and generates…

Matrix factorization is a fundamental method in statistics and machine learning for inferring and summarizing structure in multivariate data. Modern data sets often come with "side information" of various forms (images, text, graphs) that…

Automatic cubatures approximate multidimensional integrals to user-specified error tolerances. For high dimensional problems, it makes sense to fix the sampling density but determine the sample size, $n$, automatically. Bayesian cubature…

Bayesian estimation is a powerful theoretical paradigm for the operation of quantum sensors. However, the Bayesian method for statistical inference generally suffers from demanding calibration requirements that have so far restricted its…

Real-valued Phase retrieval is a non-convex continuous inference problem, where a high-dimensional signal is to be reconstructed from a dataset of signless linear measurements. Focusing on the noiseless case, we aim to disentangle the two…

Tensor factorizations are computationally hard problems, and in particular, are often significantly harder than their matrix counterparts. In case of Boolean tensor factorizations -- where the input tensor and all the factors are required…

Motivated by applications to group synchronization and quadratic assignment on random data, we study a general problem of Bayesian inference of an unknown ``signal'' belonging to a high-dimensional compact group, given noisy pairwise…

A framework is presented for fitting inverse problem models via variational Bayes approximations. This methodology guarantees flexibility to statistical model specification for a broad range of applications, good accuracy and reduced model…

How do statistical dependencies in measurement noise influence high-dimensional inference? To answer this, we study the paradigmatic spiked matrix model of principal components analysis (PCA), where a rank-one matrix is corrupted by…

Bayesian statistics has gained popularity in psychological research due to its intuitive uncertainty quantification and convenient information-updating rules. In many applications, however, prior distributions are introduced merely as…

Bayesian sparse factor models have proven useful for characterizing dependence in multivariate data, but scaling computation to large numbers of samples and dimensions is problematic. We propose expandable factor analysis for scalable…