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Gaussian processes (GPs) provide a framework for Bayesian inference that can offer principled uncertainty estimates for a large range of problems. For example, if we consider regression problems with Gaussian likelihoods, a GP model enjoys…

Machine Learning · Computer Science 2022-12-21 Felix Leibfried , Vincent Dutordoir , ST John , Nicolas Durrande

This paper describes a hierarchical learning strategy for generating sparse representations of multivariate datasets. The hierarchy arises from approximation spaces considered at successively finer scales. A detailed analysis of stability,…

Machine Learning · Statistics 2019-10-23 Prashant Shekhar , Abani Patra

It is not always clear how to adjust for control data in causal inference, balancing the goals of reducing bias and variance. We show how, in a setting with repeated experiments, Bayesian hierarchical modeling yields an adaptive procedure…

Methodology · Statistics 2025-01-23 Andrew Gelman , Matthijs Vákár

Many inverse problems arising in applications come from continuum models where the unknown parameter is a field. In practice the unknown field is discretized resulting in a problem in $\mathbb{R}^N$, with an understanding that refining the…

Statistics Theory · Mathematics 2014-07-16 Sergios Agapiou , Johnathan M. Bardsley , Omiros Papaspiliopoulos , Andrew M. Stuart

The challenges for non-intrusive methods for Polynomial Chaos modeling lie in the computational efficiency and accuracy under a limited number of model simulations. These challenges can be addressed by enforcing sparsity in the series…

Machine Learning · Statistics 2020-06-24 Panagiotis Tsilifis , Iason Papaioannou , Daniel Straub , Fabio Nobile

Bayesian hierarchical models are commonly employed for inference in count datasets, as they account for multiple levels of variation by incorporating prior distributions for parameters at different levels. Examples include Beta-Binomial,…

Methodology · Statistics 2024-11-04 Yuexi Wang , Nicholas G. Polson

Regularization is a common tool in variational inverse problems to impose assumptions on the parameters of the problem. One such assumption is sparsity, which is commonly promoted using lasso and total variation-like regularization.…

Statistics Theory · Mathematics 2023-02-15 Jasper Marijn Everink , Yiqiu Dong , Martin Skovgaard Andersen

We consider the problem of recovering block-sparse signals whose structures are unknown \emph{a priori}. Block-sparse signals with nonzero coefficients occurring in clusters arise naturally in many practical scenarios. However, the…

Information Theory · Computer Science 2013-11-12 Jun Fang , Yanning Shen , Hongbin Li , Pu Wang

Nonnegative matrix factorization (NMF) with group sparsity constraints is formulated as a probabilistic graphical model and, assuming some observed data have been generated by the model, a feasible variational Bayesian algorithm is derived…

Computer Vision and Pattern Recognition · Computer Science 2014-05-28 Ivan Ivek

Large-scale Gaussian process inference has long faced practical challenges due to time and space complexity that is superlinear in dataset size. While sparse variational Gaussian process models are capable of learning from large-scale data,…

Machine Learning · Statistics 2018-01-23 Ching-An Cheng , Byron Boots

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

Existing methods for sparse channel estimation typically provide an estimate computed as the solution maximizing an objective function defined as the sum of the log-likelihood function and a penalization term proportional to the l1-norm of…

Machine Learning · Statistics 2012-04-04 Niels Lovmand Pedersen , Carles Navarro Manchón , Dmitriy Shutin , Bernard Henri Fleury

We propose a novel Bayesian nonparametric method for hierarchical modelling on a set of related density functions, where grouped data in the form of samples from each density function are available. Borrowing strength across the groups is a…

Computation · Statistics 2014-10-31 G. S. Rodrigues , David J. Nott , S. A. Sisson

In dictionary learning, also known as sparse coding, the algorithm is given samples of the form $y = Ax$ where $x\in \mathbb{R}^m$ is an unknown random sparse vector and $A$ is an unknown dictionary matrix in $\mathbb{R}^{n\times m}$…

Data Structures and Algorithms · Computer Science 2014-01-06 Sanjeev Arora , Aditya Bhaskara , Rong Ge , Tengyu Ma

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,…

We consider the problem of robust compressed sensing whose objective is to recover a high-dimensional sparse signal from compressed measurements corrupted by outliers. A new sparse Bayesian learning method is developed for robust compressed…

Machine Learning · Statistics 2016-10-24 Qian Wan , Huiping Duan , Jun Fang , Hongbin Li

This paper introduces a new sparse Bayesian learning (SBL) algorithm that jointly recovers a temporal sequence of edge maps from noisy and under-sampled Fourier data. The new method is cast in a Bayesian framework and uses a prior that…

Applications · Statistics 2023-03-01 Yao Xiao , Anne Gelb , Guohui Song

Sparse signal representations based on linear combinations of learned atoms have been used to obtain state-of-the-art results in several practical signal processing applications. Approximation methods are needed to process high-dimensional…

Machine Learning · Computer Science 2020-02-17 Fredrik Sandin , Sergio Martin-del-Campo

In this paper, we introduce a new sparsity-promoting prior, namely, the "normal product" prior, and develop an efficient algorithm for sparse signal recovery under the Bayesian framework. The normal product distribution is the distribution…

Machine Learning · Statistics 2017-08-25 Zhou Zhou , Kaihui Liu , Jun Fang

In a sparse representation based recognition scheme, it is critical to learn a desired dictionary, aiming both good representational power and discriminative performance. In this paper, we propose a new dictionary learning model for…

Computer Vision and Pattern Recognition · Computer Science 2016-11-29 Xinglin Piao , Yongli Hu , Yanfeng Sun , Junbin Gao , Baocai Yin