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I present an analytic method for estimating the errors in fitting a distribution. A well-known theorem from statistics gives the minimum variance bound (MVB) for the uncertainty in estimating a set of parameters $\l_i$, when a distribution…

Bayesian variable selection is a powerful tool for data analysis, as it offers a principled method for variable selection that accounts for prior information and uncertainty. However, wider adoption of Bayesian variable selection has been…

Recent variational Bayes methods for geospatial regression, proposed as an alternative to computationally expensive Markov chain Monte Carlo (MCMC) sampling, have leveraged Nearest Neighbor Gaussian processes (NNGP) to achieve scalability.…

Mean-field variational methods are widely used for approximate posterior inference in many probabilistic models. In a typical application, mean-field methods approximately compute the posterior with a coordinate-ascent optimization…

We propose a new approach to Bayesian prediction that caters for models with a large number of parameters and is robust to model misspecification. Given a class of high-dimensional (but parametric) predictive models, this new approach…

Models with a large number of latent variables are often used to fully utilize the information in big or complex data. However, they can be difficult to estimate using standard approaches, and variational inference methods are a popular…

Variational Bayes (VB) is a critical method in machine learning and statistics, underpinning the recent success of Bayesian deep learning. The natural gradient is an essential component of efficient VB estimation, but it is prohibitively…

Variational inference (VI) is a technique to approximate difficult to compute posteriors by optimization. In contrast to MCMC, VI scales to many observations. In the case of complex posteriors, however, state-of-the-art VI approaches often…

We have utilized the non-conjugate Variational Bayesian (VB) method for the problem of the sparse Poisson regression model. To provide approximate conjugacy in the model, the likelihood is approximated by a quadratic function, yielding…

In this paper, a novel linear method for shape reconstruction is proposed based on the generalized multiple measurement vectors (GMMV) model. Finite difference frequency domain (FDFD) is applied to discretized Maxwell's equations, and the…

Variational Bayes (VB), also known as independent mean-field approximation, has become a popular method for Bayesian network inference in recent years. Its application is vast, e.g. in neural network, compressed sensing, clustering, etc. to…

We study empirical Bayes estimation in high-dimensional linear regression. To facilitate computationally efficient estimation of the underlying prior, we adopt a variational empirical Bayes approach, introduced originally in Carbonetto and…

Hierarchical parametric models consisting of observable and latent variables are widely used for unsupervised learning tasks. For example, a mixture model is a representative hierarchical model for clustering. From the statistical point of…

Linear mixed models are a versatile statistical tool to study data by accounting for fixed effects and random effects from multiple sources of variability. In many situations, a large number of candidate fixed effects is available and it is…

Bayesian approaches to variable selection have been widely used for quantitative trait locus (QTL) mapping. The Markov chain Monte Carlo (MCMC) algorithms for that aim are often difficult to be implemented for high-dimensional variable…

Random feature latent variable models (RFLVMs) represent the state-of-the-art in latent variable models, capable of handling non-Gaussian likelihoods and effectively uncovering patterns in high-dimensional data. However, their heavy…

Through the Bayesian lens of data assimilation, uncertainty on model parameters is traditionally quantified through the posterior covariance matrix. However, in modern settings involving high-dimensional and computationally expensive…

Variational Bayesian posterior inference often requires simplifying approximations such as mean-field parametrisation to ensure tractability. However, prior work has associated the variational mean-field approximation for Bayesian neural…

We introduce Group Spike-and-slab Variational Bayes (GSVB), a scalable method for group sparse regression. A fast co-ordinate ascent variational inference (CAVI) algorithm is developed for several common model families including Gaussian,…

We propose a general framework for non-normal multivariate data analysis called multivariate covariance generalized linear models (McGLMs), designed to handle multivariate response variables, along with a wide range of temporal and spatial…