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The intrinsic dimensionality of an inverse problem is affected by prior information, the accuracy and number of observations, and the smoothing properties of the forward operator. From a Bayesian perspective, changes from the prior to the…

Computation · Statistics 2016-05-03 Tiangang Cui , James Martin , Youssef M. Marzouk , Antti Solonen , Alessio Spantini

In statistical applications, it is common to encounter parameters supported on a varying or unknown dimensional space. Examples include the fused lasso regression, the matrix recovery under an unknown low rank, etc. Despite the ease of…

Methodology · Statistics 2022-10-04 Maoran Xu , Hua Zhou , Yujie Hu , Leo L. Duan

Bayesian inference promises a framework for principled uncertainty quantification of neural network predictions. Barriers to adoption include the difficulty of fully characterizing posterior distributions on network parameters and the…

Machine Learning · Statistics 2025-01-22 Katharine Fisher , Youssef Marzouk

Tracking signals in dynamic environments presents difficulties in both analysis and implementation. In this work, we expand on a class of subspace tracking algorithms which utilize the Grassmann manifold -- the set of linear subspaces of a…

Signal Processing · Electrical Eng. & Systems 2024-10-28 Alex Saad-Falcon , Brighton Ancelin , Justin Romberg

In this paper, we develop a finite mixture of convolutional distributions, a statistical model to analyze continuous data distributed approximately on a mixture of low-dimensional affine subspaces. The observations are assumed independent…

Statistics Theory · Mathematics 2026-04-21 Sunrit Chakraborty , XuanLong Nguyen

We consider the problem of subspace estimation in a Bayesian setting. Since we are operating in the Grassmann manifold, the usual approach which consists of minimizing the mean square error (MSE) between the true subspace $U$ and its…

Methodology · Statistics 2015-05-27 Olivier Besson , Nicolas Dobigeon , Jean-Yves Tourneret

Bayesian deep learning approaches assume model parameters to be latent random variables and infer posterior distributions to quantify uncertainty, increase safety and trust, and prevent overconfident and unpredictable behavior. However,…

Machine Learning · Computer Science 2023-07-13 Jihao Andreas Lin , Joe Watson , Pascal Klink , Jan Peters

We present a new subspace-based method to construct probabilistic models for high-dimensional data and highlight its use in anomaly detection. The approach is based on a statistical estimation of probability density using densities of…

Machine Learning · Computer Science 2021-08-16 Cetin Savkli , Catherine Schwartz

The Grassmann manifold of linear subspaces is important for the mathematical modelling of a multitude of applications, ranging from problems in machine learning, computer vision and image processing to low-rank matrix optimization problems,…

Numerical Analysis · Mathematics 2024-01-09 Thomas Bendokat , Ralf Zimmermann , P. -A. Absil

In variational inference, the benefits of Bayesian models rely on accurately capturing the true posterior distribution. We propose using neural samplers that specify implicit distributions, which are well-suited for approximating complex…

Machine Learning · Computer Science 2023-11-10 Anshuk Uppal , Kristoffer Stensbo-Smidt , Wouter Boomsma , Jes Frellsen

The concepts of spread and spread dimension of a metric space were introduced by Willerton in the context of quantifying biodiversity of ecosystems. This paper develops practical applications of spread dimension in the context of machine…

Metric Geometry · Mathematics 2023-08-04 Kevin Dunne

We propose a Bayesian inference framework to estimate uncertainties in inverse scattering problems. Given the observed data, the forward model and their uncertainties, we find the posterior distribution over a finite parameter field…

Numerical Analysis · Mathematics 2020-11-17 Ana Carpio , Sergei Iakunin , Georg Stadler

Although Bayesian density estimation using discrete mixtures has good performance in modest dimensions, there is a lack of statistical and computational scalability to high-dimensional multivariate cases. To combat the curse of…

Methodology · Statistics 2014-10-29 Ye Wang , Antonio Canale , David Dunson

We apply a linear Bayesian model to seismic tomography, a high-dimensional inverse problem in geophysics. The objective is to estimate the three-dimensional structure of the earth's interior from data measured at its surface. Since this…

Applications · Statistics 2013-12-11 Ran Zhang , Claudia Czado , Karin Sigloch

Metrics on Grassmannians have a wide array of applications: machine learning, wireless communication, computer vision, etc. But the available distances between subspaces of distinct dimensions present problems, and the dimensional asymmetry…

Algebraic Geometry · Mathematics 2022-08-11 André L. G. Mandolesi

Majority of the current dimensionality reduction or retrieval techniques rely on embedding the learned feature representations onto a computable metric space. Once the learned features are mapped, a distance metric aids the bridging of gaps…

Computer Vision and Pattern Recognition · Computer Science 2018-10-17 Muhammad Kamran Janjua , Shah Nawaz , Alessandro Calefati , Ignazio Gallo

Mixture models are widely used in Bayesian statistics and machine learning, in particular in computational biology, natural language processing and many other fields. Variational inference, a technique for approximating intractable…

Statistics Theory · Mathematics 2020-08-03 Badr-Eddine Chérief-Abdellatif , Pierre Alquier

Sparsity-based representations have recently led to notable results in various visual recognition tasks. In a separate line of research, Riemannian manifolds have been shown useful for dealing with features and models that do not lie in…

Machine Learning · Computer Science 2015-05-21 Mehrtash Harandi , Richard Hartley , Chunhua Shen , Brian Lovell , Conrad Sanderson

Bayesian mixture models are widely used for clustering of high-dimensional data with appropriate uncertainty quantification. However, as the dimension of the observations increases, posterior inference often tends to favor too many or too…

Methodology · Statistics 2022-11-22 Noirrit Kiran Chandra , Antonio Canale , David B. Dunson

While Bayesian inference provides a principled framework for reasoning under uncertainty, its widespread adoption is limited by the intractability of exact posterior computation, necessitating the use of approximate inference. However,…

Machine Learning · Statistics 2026-05-19 George Whittle , Juliusz Ziomek , Jacob Rawling , Maike A. Osborne