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A common task in inverse problems and imaging is finding a solution that is sparse, in the sense that most of its components vanish. In the framework of compressed sensing, general results guaranteeing exact recovery have been proven. In…

Numerical Analysis · Mathematics 2021-04-29 Monica Pragliola , Daniela Calvetti , Erkki Somersalo

We have utilized the non-conjugate Variational Bayesian (VB) method for the problem of the sparse Poisson regression model. To provide approximate conjugacy in the model, the likelihood is approximated by a quadratic function, yielding…

Methodology · Statistics 2026-02-06 Mitra Kharabati , Morteza Amini , Mohammad Arashi

In the present work, we consider variable selection and shrinkage for the Gaussian dynamic linear regression within a Bayesian framework. In particular, we propose a novel method that allows for time-varying sparsity, based on an extension…

Methodology · Statistics 2020-09-30 Paloma W. Uribe , Hedibert F. Lopes

In this paper, we propose a Bayesian Graphical LASSO for correlated countable data and apply it to spatial crime data. In the proposed model, we assume a Gaussian Graphical Model for the latent variables which dominate the potential risks…

Methodology · Statistics 2020-06-08 Sho Ichigozaki , Takahiro Kawashima , Hayaru Shouno

Geographic Information Systems (GIS) and related technologies have generated substantial interest among statisticians with regard to scalable methodologies for analyzing large spatial datasets. A variety of scalable spatial process models…

Machine Learning · Statistics 2021-09-10 Sudipto Banerjee

In this paper a new Bayesian model for sparse linear regression with a spatio-temporal structure is proposed. It incorporates the structural assumptions based on a hierarchical Gaussian process prior for spike and slab coefficients. We…

Machine Learning · Statistics 2017-05-01 Danil Kuzin , Olga Isupova , Lyudmila Mihaylova

Image interpolation is a special case of image super-resolution, where the low-resolution image is directly down-sampled from its high-resolution counterpart without blurring and noise. Therefore, assumptions adopted in super-resolution…

Image and Video Processing · Electrical Eng. & Systems 2020-10-28 Junchao Zhang

In this paper, we model the dependencies among the items that are recommended to a user in a collaborative-filtering problem via a Gaussian Markov Random Field (MRF). We build upon Besag's auto-normal parameterization and pseudo-likelihood,…

Information Retrieval · Computer Science 2019-10-23 Harald Steck

Investigating relationships between response variables and covariates in areas such as environmental science, geoscience, and public health is an important endeavor. Based on a Bayesian mixture of finite mixtures model, we present a novel…

Methodology · Statistics 2023-06-06 Peng Zhao , Hou-Cheng Yang , Dipak K. Dey , Guanyu Hu

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

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

Mixture models are widely used to fit complex and multimodal datasets. In this paper we study mixtures with high dimensional sparse latent parameter vectors and consider the problem of support recovery of those vectors. While parameter…

Machine Learning · Computer Science 2022-09-13 Arya Mazumdar , Soumyabrata Pal

In this paper we consider the problem of joint segmentation of hyperspectral images in the Bayesian framework. The proposed approach is based on a Hidden Markov Modeling (HMM) of the images with common segmentation, or equivalently with…

Data Analysis, Statistics and Probability · Physics 2007-08-23 Adel Mohammadpour , Olivier Féron , Ali Mohammad-Djafari

We consider the problem of estimating a sparse precision matrix of a multivariate Gaussian distribution, including the case where the dimension $p$ is large. Gaussian graphical models provide an important tool in describing conditional…

Statistics Theory · Mathematics 2014-04-08 Sayantan Banerjee , Subhashis Ghosal

The dictionary-aided sparse regression (SR) approach has recently emerged as a promising alternative to hyperspectral unmixing (HU) in remote sensing. By using an available spectral library as a dictionary, the SR approach identifies the…

Machine Learning · Statistics 2016-08-24 Xiao Fu , Wing-Kin Ma , José Bioucas-Dias , Tsung-Han Chan

This paper studies a fully Bayesian algorithm for endmember extraction and abundance estimation for hyperspectral imagery. Each pixel of the hyperspectral image is decomposed as a linear combination of pure endmember spectra following the…

Data Analysis, Statistics and Probability · Physics 2010-08-30 Nicolas Dobigeon , Said Moussaoui , Martial Coulon , Jean-Yves Tourneret , Alfred O. Hero

Hyperspectral remote sensing is a prominent research topic in data processing. Most of the spectral unmixing algorithms are developed by adopting the linear mixing models. Nonnegative matrix factorization (NMF) and its developments are used…

Computer Vision and Pattern Recognition · Computer Science 2018-12-31 Sara Khoshsokhan , Roozbeh Rajabi , Hadi Zayyani

We analyse the performance of a recursive Monte Carlo method for the Bayesian estimation of the static parameters of a discrete--time state--space Markov model. The algorithm employs two layers of particle filters to approximate the…

Computation · Statistics 2016-03-31 Dan Crisan , Joaquin Miguez

We propose a very fast approximate Markov Chain Monte Carlo (MCMC) sampling framework that is applicable to a large class of sparse Bayesian inference problems, where the computational cost per iteration in several models is of order…

Computation · Statistics 2021-08-17 Yves Atchadé , Liwei Wang

This paper presents a structured dictionary-based model for hyperspectral data that incorporates both spectral and contextual characteristics of a spectral sample, with the goal of hyperspectral image classification. The idea is to…

Computer Vision and Pattern Recognition · Computer Science 2013-08-07 Ali Soltani-Farani , Hamid R. Rabiee , Seyyed Abbas Hosseini
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