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We consider the problem of approximately reconstructing a partially-observed, approximately low-rank matrix. This problem has received much attention lately, mostly using the trace-norm as a surrogate to the rank. Here we study low-rank…

Machine Learning · Computer Science 2011-05-27 Rina Foygel , Nathan Srebro

The problem of Bayesian reduced rank regression is considered in this paper. We propose, for the first time, to use Langevin Monte Carlo method in this problem. A spectral scaled Student prior distrbution is used to exploit the underlying…

Computation · Statistics 2021-02-16 The Tien Mai

We propose a general framework for reduced-rank modeling of matrix-valued data. By applying a generalized nuclear norm penalty we can directly model low-dimensional latent variables associated with rows and columns. Our framework flexibly…

Machine Learning · Statistics 2017-08-23 William Fithian , Rahul Mazumder

This paper tackles the problem of robust covariance matrix estimation when the data is incomplete. Classical statistical estimation methodologies are usually built upon the Gaussian assumption, whereas existing robust estimation ones assume…

We develop a Bayesian nonparametric model for reconstructing magnetic resonance images (MRI) from highly undersampled k-space data. We perform dictionary learning as part of the image reconstruction process. To this end, we use the beta…

Computer Vision and Pattern Recognition · Computer Science 2015-06-15 Yue Huang , John Paisley , Qin Lin , Xinghao Ding , Xueyang Fu , Xiao-ping Zhang

Low-rank approximation of a matrix by means of random sampling has been consistently efficient in its empirical studies by many scientists who applied it with various sparse and structured multipliers, but adequate formal support for this…

Numerical Analysis · Mathematics 2016-06-07 Victor Y. Pan , Liang Zhao

Bayesian neural networks (BNNs) with latent variables are probabilistic models which can automatically identify complex stochastic patterns in the data. We describe and study in these models a decomposition of predictive uncertainty into…

Machine Learning · Statistics 2017-11-15 Stefan Depeweg , José Miguel Hernández-Lobato , Finale Doshi-Velez , Steffen Udluft

Large Language Models usually put more emphasis on accuracy and therefore, will guess even when not certain about the prediction, which is especially severe when fine-tuned on small datasets due to the inherent tendency toward…

Artificial Intelligence · Computer Science 2026-04-16 Moule Lin , Shuhao Guan , Andrea Patane , David Gregg , Goetz Botterweck

Graphical models are powerful tools for modeling high-dimensional data, but learning graphical models in the presence of latent variables is well-known to be difficult. In this work we give new results for learning Restricted Boltzmann…

Machine Learning · Computer Science 2020-07-28 Surbhi Goel , Adam Klivans , Frederic Koehler

Sparse signal reconstruction algorithms have attracted research attention due to their wide applications in various fields. In this paper, we present a simple Bayesian approach that utilizes the sparsity constraint and a priori statistical…

Statistics Theory · Mathematics 2015-06-05 Ahmed A. Quadeer , Tareq Y. Al-Naffouri

Reduced-rank (RR) regression may be interpreted as a dimensionality reduction technique able to reveal complex relationships among the data parsimoniously. However, RR regression models typically overlook any potential group structure among…

Methodology · Statistics 2024-06-26 Maria F. Pintado , Matteo Iacopini , Luca Rossini , Alexander Y. Shestopaloff

We consider the problem of recovering low-rank matrices from random rank-one measurements, which spans numerous applications including covariance sketching, phase retrieval, quantum state tomography, and learning shallow polynomial neural…

Information Theory · Computer Science 2018-12-04 Yuanxin Li , Cong Ma , Yuxin Chen , Yuejie Chi

In this paper we address the problem of learning the structure of a Bayesian network in domains with continuous variables. This task requires a procedure for comparing different candidate structures. In the Bayesian framework, this is done…

Artificial Intelligence · Computer Science 2013-01-18 Nir Friedman , Iftach Nachman

Factor analysis models are widely utilized in social and behavioral sciences, such as psychology, education, and marketing, to measure unobservable latent traits. In this article, we introduce a nonlinear structured latent factor analysis…

Methodology · Statistics 2025-01-07 Yimang Zhang , Xiaorui Wang , Jian Qing Shi

Established methods for unsupervised representation learning such as variational autoencoders produce none or poorly calibrated uncertainty estimates making it difficult to evaluate if learned representations are stable and reliable. In…

Machine Learning · Computer Science 2022-08-24 Marco Miani , Frederik Warburg , Pablo Moreno-Muñoz , Nicke Skafte Detlefsen , Søren Hauberg

Deep linear networks trained with gradient descent yield low rank solutions, as is typically studied in matrix factorization. In this paper, we take a step further and analyze implicit rank regularization in autoencoders. We show greedy…

Machine Learning · Computer Science 2021-07-06 Shih-Yu Sun , Vimal Thilak , Etai Littwin , Omid Saremi , Joshua M. Susskind

We study the problem of estimating low-rank matrices from linear measurements (a.k.a., matrix sensing) through nonconvex optimization. We propose an efficient stochastic variance reduced gradient descent algorithm to solve a nonconvex…

Machine Learning · Statistics 2017-01-17 Xiao Zhang , Lingxiao Wang , Quanquan Gu

In this paper we study the problem of reconstruction of a low-rank matrix observed with additive Gaussian noise. First we show that under mild assumptions (about the prior distribution of the signal matrix) we can restrict our attention to…

Methodology · Statistics 2010-07-26 Andrey Shabalin , Andrew Nobel

This paper gives two theoretical results on estimating low-rank parameter matrices for linear models with multivariate responses. We first focus on robust parameter estimation of low-rank multi-task learning with heavy-tailed data and…

Statistics Theory · Mathematics 2023-05-24 Kangqiang Li , Yuxuan Wang

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
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