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This paper discusses predictive densities under the Kullback--Leibler loss for high-dimensional Poisson sequence models under sparsity constraints. Sparsity in count data implies zero-inflation. We present a class of Bayes predictive…

Statistics Theory · Mathematics 2020-09-08 Keisuke Yano , Ryoya Kaneko , Fumiyasu Komaki

This paper tackles the problem of recovering a low-rank signal tensor with possibly correlated components from a random noisy tensor, or so-called spiked tensor model. When the underlying components are orthogonal, they can be recovered…

Machine Learning · Statistics 2023-03-20 Mohamed El Amine Seddik , Mohammed Mahfoud , Merouane Debbah

We propose tensor time series imputation when the missing pattern in the tensor data can be general, as long as any two data positions along a tensor fibre are both observed for enough time points. The method is based on a tensor time…

Statistics Theory · Mathematics 2024-09-17 Zetai Cen , Clifford Lam

As an alternative to variable selection or shrinkage in high dimensional regression, we propose to randomly compress the predictors prior to analysis. This dramatically reduces storage and computational bottlenecks, performing well when the…

Machine Learning · Statistics 2013-03-26 Rajarshi Guhaniyogi , David B. Dunson

Motivated by applications in unsourced random access, this paper develops a novel scheme for the problem of compressed sensing of binary signals. In this problem, the goal is to design a sensing matrix $A$ and a recovery algorithm, such…

Information Theory · Computer Science 2021-09-21 Elad Romanov , Or Ordentlich

Data tensors of orders 2 and greater are now routinely being generated. These data collections are increasingly huge and growing. Many scientific and medical data tensors are tensor fields (e.g., images, videos, geographic data) in which…

Machine Learning · Computer Science 2024-03-12 Taemin Heo , Chandrajit Bajaj

A stationary stochastic geometric model is proposed for analyzing the data compression method used in one-bit compressed sensing. The data set is an unconstrained stationary set, for instance all of $\mathbb{R}^n$ or a stationary Poisson…

Probability · Mathematics 2018-10-16 François Baccelli , Eliza O'Reilly

The recent low-rank prior based models solve the tensor completion problem efficiently. However, these models fail to exploit the local patterns of tensors, which compromises the performance of tensor completion. In this paper, we propose a…

Numerical Analysis · Mathematics 2021-04-13 Liyu Su

We introduce a Bayesian perspective for the structured matrix factorization problem. The proposed framework provides a probabilistic interpretation for existing geometric methods based on determinant minimization. We model input data…

Machine Learning · Computer Science 2023-02-17 Gokcan Tatli , Alper T. Erdogan

In many applications, it is of interest to study trends over time in relationships among categorical variables, such as age group, ethnicity, religious affiliation, political party and preference for particular policies. At each time point,…

Methodology · Statistics 2012-05-15 Tsuyoshi Kunihama , David B. Dunson

Zero-inflated count data arise in various fields, including health, biology, economics, and the social sciences. These data are often modelled using probabilistic distributions such as zero-inflated Poisson (ZIP), zero-inflated negative…

Methodology · Statistics 2025-03-31 Zahra AghahosseinaliShirazi , Pedro A. Rangel , Camila P. E. de Souza

Sparse matrix factorization is a popular tool to obtain interpretable data decompositions, which are also effective to perform data completion or denoising. Its applicability to large datasets has been addressed with online and randomized…

Machine Learning · Statistics 2017-11-15 Arthur Mensch , Julien Mairal , Bertrand Thirion , Gaël Varoquaux

We study the problem of factor modelling vector- and tensor-valued time series in the presence of heavy tails in the data, which produce extreme observations with non-negligible probability. We propose to combine a two-step procedure for…

Methodology · Statistics 2025-09-08 Matteo Barigozzi , Haeran Cho , Hyeyoung Maeng

In this letter, we propose a novel tensor-based modulation scheme for massive unsourced random access. The proposed modulation can be deemed as a summation of third-order tensors, of which the factors are representatives of subspaces. A…

Signal Processing · Electrical Eng. & Systems 2021-12-07 Zhenting Luan , Yuchi Wu , Shansuo Liang , Liping Zhang , Wei Han , Bo Bai

The problem of estimating the ratio of the means of a two-component Poisson mixture model is considered, when each component is subject to zero-inflation, i.e., excess zero counts. The. resulting {\it zero-inflated Poisson mixture (ZIPM)…

Statistics Theory · Mathematics 2022-03-31 Michael D. Perlman

This paper develops forecasting methodology and application of new classes of dynamic models for time series of non-negative counts. Novel univariate models synthesise dynamic generalized linear models for binary and conditionally Poisson…

Methodology · Statistics 2022-06-07 Lindsay Berry , Mike West

The Poisson distribution is often used as a standard model for count data. Quite often, however, such data sets are not well fit by a Poisson model because they have more zeros than are compatible with this model. For these situations, a…

Statistics Theory · Mathematics 2008-12-18 M. J. Bayarri , James O. Berger , Gauri S. Datta

Deep neural networks typically impose significant computational loads and memory consumption. Moreover, the large parameters pose constraints on deploying the model on edge devices such as embedded systems. Tensor decomposition offers a…

Computer Vision and Pattern Recognition · Computer Science 2024-08-30 Yaping He , Linhao Jiang , Di Wu

This paper proposes Bayesian mosaic, a parallelizable composite posterior, for scalable Bayesian inference on a broad class of multivariate discrete data models. Sampling is embarrassingly parallel since Bayesian mosaic is a multiplication…

Methodology · Statistics 2018-04-03 Ye Wang , David Dunson

Machine learning and data mining algorithms are becoming increasingly important in analyzing large volume, multi-relational and multi--modal datasets, which are often conveniently represented as multiway arrays or tensors. It is therefore…

Numerical Analysis · Computer Science 2017-09-12 A. Cichocki , N. Lee , I. V. Oseledets , A. -H. Phan , Q. Zhao , D. Mandic