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Feature selection with specific multivariate performance measures is the key to the success of many applications, such as image retrieval and text classification. The existing feature selection methods are usually designed for…

Machine Learning · Computer Science 2015-03-19 Qi Mao , Ivor W. Tsang

Bayesian neural networks perform variational inference over the weights however calculation of the posterior distribution remains a challenge. Our work builds on variational inference techniques for bayesian neural networks using the…

Machine Learning · Computer Science 2021-06-23 Abhinav Sagar

A density estimation method in a Bayesian nonparametric framework is presented when recorded data are not coming directly from the distribution of interest, but from a length biased version. From a Bayesian perspective, efforts to…

Statistics Theory · Mathematics 2015-10-23 Spyridon J. Hatjispyros , Theodoros Nicoleris , Stephen G. Walker

Occam's razor is a guiding principle that models should be simple enough to describe observed data. While Bayesian model selection (BMS) embodies it by the intrinsic regularization effect (IRE), how observed data scale the IRE has not been…

Data Analysis, Statistics and Probability · Physics 2022-12-07 Satoru Tokuda , Kenji Nagata , Masato Okada

Recently, a number of mostly $\ell_1$-norm regularized least squares type deterministic algorithms have been proposed to address the problem of \emph{sparse} adaptive signal estimation and system identification. From a Bayesian perspective,…

Modern neural networks are often massively overparameterized leading to high compute costs during training and at inference. One effective method to improve both the compute and energy efficiency of neural networks while maintaining good…

Machine Learning · Computer Science 2024-12-23 Dustin Wright , Christian Igel , Raghavendra Selvan

In the social sciences, it is often necessary to debias studies and surveys before valid conclusions can be drawn. Debiasing algorithms enable the computational removal of bias using sample weights. However, an issue arises when only a…

Machine Learning · Computer Science 2026-03-03 Tony Hauptmann , Stefan Kramer

In this paper we consider sparse and identifiable linear latent variable (factor) and linear Bayesian network models for parsimonious analysis of multivariate data. We propose a computationally efficient method for joint parameter and model…

Machine Learning · Statistics 2011-06-24 Ricardo Henao , Ole Winther

Sparse logistic regression is for classification and feature selection simultaneously. Although many studies have been done to solve $\ell_1$-regularized logistic regression, there is no equivalently abundant work on solving sparse logistic…

Machine Learning · Computer Science 2023-10-13 Mengyuan Zhang , Kai Liu

This paper investigates the high-dimensional linear regression with highly correlated covariates. In this setup, the traditional sparsity assumption on the regression coefficients often fails to hold, and consequently many model selection…

Methodology · Statistics 2019-03-26 Jianqing Fan , Bai Jiang , Qiang Sun

In this paper, we investigate a Bayesian sparse reconstruction algorithm called compressive sensing via Bayesian support detection (CS-BSD). This algorithm is quite robust against measurement noise and achieves the performance of a minimum…

Information Theory · Computer Science 2012-05-15 Jaewook Kang , Heung-No Lee , Kiseon Kim

Randomized benchmarking (RB) protocols are standard tools for characterizing quantum devices. Prior analyses of RB protocols have not provided a complete method for analyzing realistic data, resulting in a variety of ad-hoc methods. The…

Quantum Physics · Physics 2018-02-02 Ian Hincks , Joel J. Wallman , Chris Ferrie , Chris Granade , David G. Cory

Although sparse training has been successfully used in various resource-limited deep learning tasks to save memory, accelerate training, and reduce inference time, the reliability of the produced sparse models remains unexplored. Previous…

Machine Learning · Computer Science 2023-03-02 Bowen Lei , Ruqi Zhang , Dongkuan Xu , Bani Mallick

Using a collection of simulated an real benchmarks, we compare Bayesian and frequentist regularization approaches under a low informative constraint when the number of variables is almost equal to the number of observations on simulated and…

Methodology · Statistics 2015-03-17 Gilles Celeux , Mohammed El Anbari , Jean-Michel Marin , Christian P. Robert

In statistical machine learning, kernel methods allow to consider infinite dimensional feature spaces with a computational cost that only depends on the number of observations. This is usually done by solving an optimization problem…

Optimization and Control · Mathematics 2019-01-17 Guillaume Garrigos , Lorenzo Rosasco , Silvia Villa

Wavelet shrinkage estimators are widely applied in several fields of science for denoising data in wavelet domain by reducing the magnitudes of empirical coefficients. In nonparametric regression problem, most of the shrinkage rules are…

Methodology · Statistics 2021-09-14 Alex Rodrigo dos Santos Sousa , Nancy Lopes Garcia

We introduce a sparse estimation in the ordinary kriging for functional data. The functional kriging predicts a feature given as a function at a location where the data are not observed by a linear combination of data observed at other…

Methodology · Statistics 2025-10-28 Hidetoshi Matsui , Yuya Yamakawa

This paper addresses the task of estimating a covariance matrix under a patternless sparsity assumption. In contrast to existing approaches based on thresholding or shrinkage penalties, we propose a likelihood-based method that regularizes…

Methodology · Statistics 2021-09-13 Jason Xu , Kenneth Lange

In this paper, the use of the Generalized Beta Mixture (GBM) and Horseshoe distributions as priors in the Bayesian Compressive Sensing framework is proposed. The distributions are considered in a two-layer hierarchical model, making the…

Information Theory · Computer Science 2014-11-11 Zahra Sabetsarvestani , Hamidreza Amindavar

Simultaneous feature selection and non-linear function estimation is challenging in modeling, especially in high-dimensional settings where the number of variables exceeds the available sample size. In this article, we investigate the…

Machine Learning · Statistics 2026-01-05 Bin Luo , Susan Halabi