Related papers: Dense Distributions from Sparse Samples: Improved …

Making predictions and quantifying their uncertainty when the input data is sequential is a fundamental learning challenge, recently attracting increasing attention. We develop SigGPDE, a new scalable sparse variational inference framework…

Latent Dirichlet allocation (LDA) obtains essential information from data by using Bayesian inference. It is applied to knowledge discovery via dimension reducing and clustering in many fields. However, its generalization error had not been…

The debiased estimator is a crucial tool in statistical inference for high-dimensional model parameters. However, constructing such an estimator involves estimating the high-dimensional inverse Hessian matrix, incurring significant…

This work studies the theoretical rules of feature selection in linear discriminant analysis (LDA), and a new feature selection method is proposed for sparse linear discriminant analysis. An $l_1$ minimization method is used to select the…

A new method for analyzing high-dimensional categorical data, Linear Latent Structure (LLS) analysis, is presented. LLS models belong to the family of latent structure models, which are mixture distribution models constrained to satisfy the…

In this paper we develop inference for high dimensional linear models, with serially correlated errors. We examine Lasso under the assumption of strong mixing in the covariates and error process, allowing for fatter tails in their…

We develop a fully discriminative learning approach for supervised Latent Dirichlet Allocation (LDA) model using Back Propagation (i.e., BP-sLDA), which maximizes the posterior probability of the prediction variable given the input…

The discovery of Partial Differential Equations (PDEs) is an essential task for applied science and engineering. However, data-driven discovery of PDEs is generally challenging, primarily stemming from the sensitivity of the discovered…

A brain computer interface (BCI) is a system which provides direct communication between the mind of a person and the outside world by using only brain activity (EEG). The event-related potential (ERP)-based BCI problem consists of a binary…

We study methods for simultaneous analysis of many noisy and biased estimates, each paired with an even noisier estimate of its own bias. The analyst's goal is to construct short calibrated intervals for each parameter. The standard…

We present a new algorithm for amortized inference in sparse probabilistic graphical models (PGMs), which we call $\Delta$-amortized inference ($\Delta$-AI). Our approach is based on the observation that when the sampling of variables in a…

Nowadays an increasing amount of data is available and we have to deal with models in high dimension (number of covariates much larger than the sample size). Under sparsity assumption it is reasonable to hope that we can make a good…

Latent Gaussian models (LGMs) are perhaps the most commonly used class of models in statistical applications. Nevertheless, in areas ranging from longitudinal studies in biostatistics to geostatistics, it is easy to find datasets that…

We consider the problem of estimating complex statistical latent variable models using variational Bayes methods. These methods are used when exact posterior inference is either infeasible or computationally expensive, and they approximate…

Latent Dirichlet Allocation (LDA) is a probabilistic model used to uncover latent topics in a corpus of documents. Inference is often performed using variational Bayes (VB) algorithms, which calculate a lower bound to the posterior…

The most widely used technology to identify the proteins present in a complex biological sample is tandem mass spectrometry, which quickly produces a large collection of spectra representative of the peptides (i.e., protein subsequences)…

We develop a scalable algorithmic framework for sparse convex quantile regression (SCQR), addressing key computational challenges in the literature. Enhancing the classical CQR model, we introduce L2-norm regularization and an…

Training neural network models with discrete (categorical or structured) latent variables can be computationally challenging, due to the need for marginalization over large or combinatorial sets. To circumvent this issue, one typically…

We propose new methods for multivariate linear regression when the regression coefficient matrix is sparse and the error covariance matrix is dense. We assume that the error covariance matrix has equicorrelation across the response…

Recent studies in the literature have paid much attention to the sparsity in linear classification tasks. One motivation of imposing sparsity assumption on the linear discriminant direction is to rule out the noninformative features, making…