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In recent years a number of methods have been developed for automatically learning the (sparse) connectivity structure of Markov Random Fields. These methods are mostly based on L1-regularized optimization which has a number of…

Machine Learning · Statistics 2012-06-26 Yutian Chen , Max Welling

The use of L1 regularisation for sparse learning has generated immense research interest, with successful application in such diverse areas as signal acquisition, image coding, genomics and collaborative filtering. While existing work…

Machine Learning · Computer Science 2012-08-20 Shakir Mohamed , Katherine Heller , Zoubin Ghahramani

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

Sparse deep neural networks have proven to be efficient for predictive model building in large-scale studies. Although several works have studied theoretical and numerical properties of sparse neural architectures, they have primarily…

Machine Learning · Statistics 2023-09-18 Sanket Jantre , Shrijita Bhattacharya , Tapabrata Maiti

We propose a novel adaptive empirical Bayesian method for sparse deep learning, where the sparsity is ensured via a class of self-adaptive spike-and-slab priors. The proposed method works by alternatively sampling from an adaptive…

Machine Learning · Statistics 2020-04-15 Wei Deng , Xiao Zhang , Faming Liang , Guang Lin

Traditional approaches to Bayes net structure learning typically assume little regularity in graph structure other than sparseness. However, in many cases, we expect more systematicity: variables in real-world systems often group into…

Machine Learning · Computer Science 2012-07-02 Vikash Mansinghka , Charles Kemp , Thomas Griffiths , Joshua Tenenbaum

We consider Bayesian linear regression with sparsity-inducing prior and design efficient sampling algorithms leveraging posterior contraction properties. A quasi-likelihood with Gaussian spike-and-slab (that is favorable both statistically…

Computation · Statistics 2023-07-13 Qijia Jiang

Undirected graphical models known as Markov networks are popular for a wide variety of applications ranging from statistical physics to computational biology. Traditionally, learning of the network structure has been done under the…

Machine Learning · Statistics 2025-06-26 Johan Pensar , Henrik Nyman , Juha Niiranen , Jukka Corander

Bayesian predictive inference provides a coherent description of entire predictive uncertainty through predictive distributions. We examine several widely used sparsity priors from the predictive (as opposed to estimation) inference…

Statistics Theory · Mathematics 2024-06-03 Veronika Rockova

We propose a general algorithmic framework for Bayesian model selection. A spike-and-slab Laplacian prior is introduced to model the underlying structural assumption. Using the notion of effective resistance, we derive an EM-type algorithm…

Methodology · Statistics 2020-06-19 Youngseok Kim , Chao Gao

Bayesian $l_0$-regularized least squares is a variable selection technique for high dimensional predictors. The challenge is optimizing a non-convex objective function via search over model space consisting of all possible predictor…

Machine Learning · Statistics 2018-12-19 Nicholas G. Polson , Lei Sun

We study Bayesian group-regularized estimation in high-dimensional generalized linear models (GLMs) under a continuous spike-and-slab prior. Our framework covers both canonical and non-canonical link functions and subsumes logistic,…

Methodology · Statistics 2025-08-26 Ray Bai

There are proposals that extend the classical generalized additive models (GAMs) to accommodate high-dimensional data ($p>>n$) using group sparse regularization. However, the sparse regularization may induce excess shrinkage when estimating…

Methodology · Statistics 2022-07-07 Boyi Guo , Byron C. Jaeger , A. K. M. Fazlur Rahman , D. Leann Long , Nengjun Yi

This work introduces a Bayesian methodology for fitting large discrete graphical models with spike-and-slab priors to encode sparsity. We consider a quasi-likelihood approach that enables node-wise parallel computation resulting in reduced…

Methodology · Statistics 2019-10-21 Anwesha Bhattacharyya , Yves Atchade

Network complexity and computational efficiency have become increasingly significant aspects of deep learning. Sparse deep learning addresses these challenges by recovering a sparse representation of the underlying target function by…

Machine Learning · Statistics 2024-08-22 Sanket Jantre , Shrijita Bhattacharya , Tapabrata Maiti

The graph structure of a Bayesian network (BN) can be learned from data using the well-known score-and-search approach. Previous work has shown that incorporating structured representations of the conditional probability distributions…

Machine Learning · Computer Science 2022-06-22 Charupriya Sharma , Peter van Beek

In the sparse normal means model, convergence of the Bayesian posterior distribution associated to spike and slab prior distributions is considered. The key sparsity hyperparameter is calibrated via marginal maximum likelihood empirical…

Statistics Theory · Mathematics 2018-10-17 Ismaël Castillo , Romain Mismer

This paper presents the use of spike-and-slab (SS) priors for discovering governing differential equations of motion of nonlinear structural dynamic systems. The problem of discovering governing equations is cast as that of selecting…

Methodology · Statistics 2021-06-02 Rajdip Nayek , Ramon Fuentes , Keith Worden , Elizabeth J. Cross

There has been an intense development on the estimation of a sparse regression coefficient vector in statistics, machine learning and related fields. In this paper, we focus on the Bayesian approach to this problem, where sparsity is…

Computation · Statistics 2016-02-25 Xichen Huang , Jin Wang , Feng Liang

We propose a novel spike and slab prior specification with scaled beta prime marginals for the importance parameters of regression coefficients to allow for general effect selection within the class of structured additive distributional…

Methodology · Statistics 2020-06-30 Nadja Klein , Manuel Carlan , Thomas Kneib , Stefan Lang , Helga Wagner
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