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The study presents a novel approach for stochastic nonlinear model updating in structural dynamics, employing a Bayesian framework integrated with Markov Chain Monte Carlo (MCMC) sampling for parameter estimation by using an approximated…

Sparse Bayesian Learning (SBL) is a powerful framework for attaining sparsity in probabilistic models. Herein, we propose a coordinate ascent algorithm for SBL termed Relevance Matching Pursuit (RMP) and show that, as its noise variance…

Machine Learning · Computer Science 2021-06-14 Sebastian Ament , Carla Gomes

In recent years, Bayesian statistics methods in neuroscience have been showing important advances. In particular, detection of brain signals for studying the complexity of the brain is an active area of research. Functional magnetic…

Methodology · Statistics 2017-06-06 Jairo Alberto Fuquene Patiño , Brenda Betancourt , João B. M. Pereira

Parameter estimation in Markov random fields (MRFs) is a difficult task, in which inference over the network is run in the inner loop of a gradient descent procedure. Replacing exact inference with approximate methods such as loopy belief…

Machine Learning · Computer Science 2012-06-18 Varun Ganapathi , David Vickrey , John Duchi , Daphne Koller

We propose a general framework using spike-and-slab prior distributions to aid with the development of high-dimensional Bayesian inference. Our framework allows inference with a general quasi-likelihood function. We show that highly…

Statistics Theory · Mathematics 2019-08-21 Yves Atchade , Anwesha Bhattacharyya

We study the $L_1$-regularized maximum likelihood estimator/estimation (MLE) problem for discrete Markov random fields (MRFs), where efficient and scalable learning requires both sparse regularization and approximate inference. To address…

Machine Learning · Computer Science 2020-05-14 Sinong Geng , Zhaobin Kuang , Jie Liu , Stephen Wright , David Page

We consider exact algorithms for Bayesian inference with model selection priors (including spike-and-slab priors) in the sparse normal sequence model. Because the best existing exact algorithm becomes numerically unstable for sample sizes…

Methodology · Statistics 2020-04-16 Tim van Erven , Botond Szabo

Nonresponse weighting adjustment using propensity score is a popular method for handling unit nonresponse. However, including all available auxiliary variables into the propensity model can lead to inefficient and inconsistent estimation,…

Methodology · Statistics 2018-07-31 Hejian Sang , Gyuhyeong Goh , Jae Kwang Kim

We propose a Bayesian procedure for simultaneous variable and covariance selection using continuous spike-and-slab priors in multivariate linear regression models where q possibly correlated responses are regressed onto p predictors. Rather…

Methodology · Statistics 2019-03-29 Sameer K. Deshpande , Veronika Rockova , Edward I. George

Bayesian estimation methods for sparse blind deconvolution problems conventionally employ Bernoulli-Gaussian (BG) prior for modeling sparse sequences and utilize Markov Chain Monte Carlo (MCMC) methods for the estimation of unknowns.…

Methodology · Statistics 2021-08-30 Burak Cevat Civek , Emre Ertin

We study the use of spike and slab priors for consistent estimation of the number of change points and their locations. Leveraging recent results in the variable selection literature, we show that an estimator based on spike and slab priors…

Methodology · Statistics 2021-06-22 Lorenzo Cappello , Oscar Hernan Madrid Padilla , Julia A. Palacios

Sparsity has become a key concept for solving of high-dimensional inverse problems using variational regularization techniques. Recently, using similar sparsity-constraints in the Bayesian framework for inverse problems by encoding them in…

Numerical Analysis · Mathematics 2014-11-18 Felix Lucka

We consider the problem of learning the structure of a high dimensional precision matrix under sparsity assumptions. We propose to use a shrinkage prior, called the DL-graphical prior based on the Dirichlet-Laplace prior used for the…

Statistics Theory · Mathematics 2019-08-08 Sayantan Banerjee

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…

Statistics Theory · Mathematics 2020-02-14 Bai Jiang , Qiang Sun

In this article, we propose a new class of priors for Bayesian inference with multiple Gaussian graphical models. We introduce fully Bayesian treatments of two popular procedures, the group graphical lasso and the fused graphical lasso, and…

Machine Learning · Statistics 2019-05-13 Zehang Richard Li , Tyler H. McCormick , Samuel J. Clark

Gaussian concentration graph models and covariance graph models are two classes of graphical models that are useful for uncovering latent dependence structures among multivariate variables. In the Bayesian literature, graphs are often…

Statistics Theory · Mathematics 2015-05-08 Hao Wang

Substantial research on structured sparsity has contributed to analysis of many different applications. However, there have been few Bayesian procedures among this work. Here, we develop a Bayesian model for structured sparsity that uses a…

Methodology · Statistics 2014-07-09 Barbara E. Engelhardt , Ryan P. Adams

For civil structures, structural damage due to severe loading events such as earthquakes, or due to long-term environmental degradation, usually occurs in localized areas of a structure. A new sparse Bayesian probabilistic framework for…

Applications · Statistics 2015-07-02 Yong Huang , James L. Beck

We consider Bayesian variable selection for binary outcomes under a probit link with a spike-and-slab prior on the regression coefficients. Motivated by the computational challenges encountered by Markov chain Monte Carlo (MCMC) samplers in…

Computation · Statistics 2026-05-18 Augusto Fasano , Giovanni Rebaudo

Markovian population models are suitable abstractions to describe well-mixed interacting particle systems in situation where stochastic fluctuations are significant due to the involvement of low copy particles. In molecular biology,…

Quantitative Methods · Quantitative Biology 2014-01-17 Christoph Zechner , Federico Wadehn , Heinz Koeppl