Related papers: Bayesian Masking: Sparse Bayesian Estimation with …

Sparse Blind Source Separation (sparse BSS) is a key method to analyze multichannel data in fields ranging from medical imaging to astrophysics. However, since it relies on seeking the solution of a non-convex penalized matrix factorization…

We consider Bayesian linear regression with sparsity-inducing prior and design efficient sampling algorithms leveraging posterior contraction properties. A quasi-likelihood with Gaussian spike-and-slab (that is favorable both statistically…

We propose a fast and theoretically grounded method for Bayesian variable selection and model averaging in latent variable regression models. Our framework addresses three interrelated challenges: (i) intractable marginal likelihoods, (ii)…

Face recognition (FR) is an important task in pattern recognition and computer vision. Sparse representation (SR) has been demonstrated to be a powerful framework for FR. In general, an SR algorithm treats each face in a training dataset as…

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…

In this paper, we propose a sparse recovery algorithm called detection-directed (DD) sparse estimation using Bayesian hypothesis test (BHT) and belief propagation (BP). In this framework, we consider the use of sparse-binary sensing…

There has been increased research interest in the subfield of sparse Bayesian factor analysis with shrinkage priors, which achieve additional sparsity beyond the natural parsimonity of factor models. In this spirit, we estimate the number…

Inspired by biological vision systems, the over-complete local features with huge cardinality are increasingly used for face recognition during the last decades. Accordingly, feature selection has become more and more important and plays a…

The popular Lasso approach for sparse estimation can be derived via marginalization of a joint density associated with a particular stochastic model. A different marginalization of the same probabilistic model leads to a different…

A nonparanormal graphical model is a semiparametric generalization of a Gaussian graphical model for continuous variables in which it is assumed that the variables follow a Gaussian graphical model only after some unknown smooth monotone…

We propose a new sparse estimation method, termed MIC (Minimum approximated Information Criterion), for generalized linear models (GLM) in fixed dimensions. What is essentially involved in MIC is the approximation of the $\ell_0$-norm with…

Variable selection over a potentially large set of covariates in a linear model is quite popular. In the Bayesian context, common prior choices can lead to a posterior expectation of the regression coefficients that is a sparse (or nearly…

A nonparametric Bayes approach is proposed for the problem of estimating a sparse sequence based on Gaussian random variables. We adopt the popular two-group prior with one component being a point mass at zero, and the other component being…

In Bayesian optimization, accounting for the importance of the output relative to the input is a crucial yet challenging exercise, as it can considerably improve the final result but often involves inaccurate and cumbersome entropy…

Variational inference is becoming more and more popular for approximating intractable posterior distributions in Bayesian statistics and machine learning. Meanwhile, a few recent works have provided theoretical justification and new…

Feature selection has been widely used to alleviate compute requirements during training, elucidate model interpretability, and improve model generalizability. We propose SLM -- Sparse Learnable Masks -- a canonical approach for end-to-end…

Due to its linear complexity, naive Bayes classification remains an attractive supervised learning method, especially in very large-scale settings. We propose a sparse version of naive Bayes, which can be used for feature selection. This…

We show that regularizing Bayesian predictive regressions provides a framework for prior sensitivity analysis. We develop a procedure that jointly regularizes expectations and variance-covariance matrices using a pair of shrinkage priors.…

Sharpness-Aware Minimization (SAM) is a recent training method that relies on worst-case weight perturbations which significantly improves generalization in various settings. We argue that the existing justifications for the success of SAM…

A general Bayesian framework for model selection on random network models regarding their features is considered. The goal is to develop a principle Bayesian model selection approach to compare different fittable, not necessarily nested,…