Related papers: Diversifying Sparsity Using Variational Determinan…

Variable selection in high-dimensional scenarios is of great interested in statistics. One application involves identifying differentially expressed genes in genomic analysis. Existing methods for addressing this problem have some limits or…

We review how to simulate continuous determinantal point processes (DPPs) and improve the current simulation algorithms in several important special cases as well as detail how certain types of conditional simulation can be carried out.…

We propose a new class of structured methods for Monte Carlo (MC) sampling, called DPPMC, designed for high-dimensional nonisotropic distributions where samples are correlated to reduce the variance of the estimator via determinantal point…

Subset selection problems ask for a small, diverse yet representative subset of the given data. When pairwise similarities are captured by a kernel, the determinants of submatrices provide a measure of diversity or independence of items…

In Bayesian Optimization (BO) we study black-box function optimization with noisy point evaluations and Bayesian priors. Convergence of BO can be greatly sped up by batching, where multiple evaluations of the black-box function are…

Subset selection is central to many wireless communication problems, including link scheduling, power allocation, and spectrum management. However, these problems are often NP-complete, because of which heuristic algorithms applied to solve…

We propose a new class of determinantal point processes (DPPs) which can be manipulated for inference and parameter learning in potentially sublinear time in the number of items. This class, based on a specific low-rank factorization of the…

Recently, a number of mostly $\ell_1$-norm regularized least squares type deterministic algorithms have been proposed to address the problem of \emph{sparse} adaptive signal estimation and system identification. From a Bayesian perspective,…

This paper presents a new variable selection approach integrated with Gaussian process (GP) regression. We consider a sparse projection of input variables and a general stationary covariance model that depends on the Euclidean distance…

The composition of multiple Gaussian Processes as a Deep Gaussian Process (DGP) enables a deep probabilistic nonparametric approach to flexibly tackle complex machine learning problems with sound quantification of uncertainty. Existing…

Determinantal point processes (DPPs) have attracted significant attention in machine learning for their ability to model subsets drawn from a large item collection. Recent work shows that nonsymmetric DPP (NDPP) kernels have significant…

In this paper we develop a novel approach for estimating large and sparse dynamic factor models using variational inference, also allowing for missing data. Inspired by Bayesian variable selection, we apply slab-and-spike priors onto the…

We investigate the limiting behavior of discrete determinantal point processes (DPPs) towards continuous DPPs when the size of the set to sample from goes to infinity. We propose a non-asymptotic characterization of this limit in terms of…

Randomized Numerical Linear Algebra (RandNLA) uses randomness to develop improved algorithms for matrix problems that arise in scientific computing, data science, machine learning, etc. Determinantal Point Processes (DPPs), a seemingly…

We develop a variational Bayes approach for dynamic variable selection in high-dimensional regression models with time-varying parameters and predictors that exhibit a predefined group structure. Through comprehensive simulation studies, we…

Robust Bayesian inference using density power divergence (DPD) has emerged as a promising approach for handling outliers in statistical estimation. Although the DPD-based posterior offers theoretical guarantees of robustness, its practical…

When selecting from a list of potential candidates, it is important to ensure not only that the selected items are of high quality, but also that they are sufficiently dissimilar so as to both avoid redundancy and to capture a broader range…

We aim to select data subsets for the fine-tuning of large language models to more effectively follow instructions. Prior work has emphasized the importance of diversity in dataset curation but relied on heuristics such as the number of…

Sparse inducing points have long been a standard method to fit Gaussian processes to big data. In the last few years, spectral methods that exploit approximations of the covariance kernel have shown to be competitive. In this work we…

Data collection and labeling is one of the main challenges in employing machine learning algorithms in a variety of real-world applications with limited data. While active learning methods attempt to tackle this issue by labeling only the…