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The Bayesian Conjugate Gradient method (BayesCG) is a probabilistic generalization of the Conjugate Gradient method (CG) for solving linear systems with real symmetric positive definite coefficient matrices. Our CG-based implementation of…
The effective representation, precessing, analysis, and visualization of large-scale structured data over graphs are gaining a lot of attention. So far most of the literature has focused on real-valued signals. However, signals are often…
We propose in this paper a new method to compute the characteristic function (CF) of generalized Gaussian (GG) random variable in terms of the Fox H function. The CF of the sum of two independent GG random variables is then deduced. Based…
Previous work on symmetric group equivariant neural networks generally only considered the case where the group acts by permuting the elements of a single vector. In this paper we derive formulae for general permutation equivariant layers,…
We present a novel variational derivation of the Maxwell-GLM system, which augments the original vacuum Maxwell equations via a generalized Lagrangian multiplier approach (GLM) by adding two supplementary acoustic subsystems and which was…
In this paper, we introduce a class of improved estimators for the mean parameter matrix of a multivariate normal distribution with an unknown variance-covariance matrix. In particular, the main results of [D.Ch\'etelat and M. T.…
Feature extraction and selection in the presence of nonlinear dependencies among the data is a fundamental challenge in unsupervised learning. We propose using a Gram-Schmidt (GS) type orthogonalization process over function spaces to…
Generalized principal component analysis (GLM-PCA) facilitates dimension reduction of non-normally distributed data. We provide a detailed derivation of GLM-PCA with a focus on optimization. We also demonstrate how to incorporate…
We investigate the necessary and sufficient conditions in order that a unitary operator can amplify a pre-assigned component relative to a particular basis of a generic vector at the expense of the other components. This leads to a general…
Clustered and longitudinal data are pervasive in scientific studies, from prenatal health programs to clinical trials and public health surveillance. Such data often involve non-Gaussian responses--including binary, categorical, and count…
As the amount and complexity of available data increases, the need for robust statistical learning becomes more pressing. To enhance resilience against model misspecification, the generalized posterior inference method adjusts the…
In this paper we study a wide and flexible family of discrete distributions, the so-called generalized negative binomial (GNB) distributions that are mixed Poisson distributions in which the mixing laws belong to the class of generalized…
Transformed Gaussian Processes (TGPs) are stochastic processes specified by transforming samples from the joint distribution from a prior process (typically a GP) using an invertible transformation; increasing the flexibility of the base…
Tensor networks have found a wide use in a variety of applications in physics and computer science, recently leading to both theoretical insights as well as practical algorithms in machine learning. In this work we explore the connection…
The recent, counter-intuitive discovery that deep generative models (DGMs) can frequently assign a higher likelihood to outliers has implications for both outlier detection applications as well as our overall understanding of generative…
Scalable Gaussian process (GP) inference is essential for sequential decision-making tasks, yet improving GP scalability remains a challenging problem with many open avenues of research. This paper focuses on iterative GPs, where iterative…
Many popular Bayesian nonparametric priors can be characterized in terms of exchangeable species sampling sequences. However, in some applications, exchangeability may not be appropriate. We introduce a {novel and probabilistically coherent…
This research proposes a flexible Bayesian extension of the composite Gaussian process (CGP) model of Ba and Joseph (2012) for predicting (stationary or) non-stationary $y(\mathbf{x})$. The CGP generalizes the regression plus stationary…
We propose a new class of convex penalty functions, called \emph{variational Gram functions} (VGFs), that can promote pairwise relations, such as orthogonality, among a set of vectors in a vector space. These functions can serve as…
This paper shows that deep learning (DL) representations of data produced by generative adversarial nets (GANs) are random vectors which fall within the class of so-called \textit{concentrated} random vectors. Further exploiting the fact…