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Gaussian graphical models are of great interest in statistical learning. Because the conditional independencies between different nodes correspond to zero entries in the inverse covariance matrix of the Gaussian distribution, one can learn…

Machine Learning · Computer Science 2010-11-02 Katya Scheinberg , Shiqian Ma , Donald Goldfarb

This work introduces a sampling method capable of solving Bayesian inverse problems in function space. It does not assume the log-concavity of the likelihood, meaning that it is compatible with nonlinear inverse problems. The method…

Machine Learning · Statistics 2024-05-27 Lorenzo Baldassari , Ali Siahkoohi , Josselin Garnier , Knut Solna , Maarten V. de Hoop

We develop a method for reconstructing regulatory interconnection networks between variables evolving according to a linear dynamical system. The work is motivated by the problem of gene regulatory network inference, that is, finding causal…

Methodology · Statistics 2018-02-19 Atte Aalto , Jorge Goncalves

In this article, we study the binary classification problem with supervised data, in the case where the covariate-to-probability-of-success map is possibly spatially inhomogeneous. We devise nonparametric Bayesian procedures with…

Statistics Theory · Mathematics 2025-09-10 Matteo Giordano

Specifying a prior distribution is an essential part of solving Bayesian inverse problems. The prior encodes a belief on the nature of the solution and this regularizes the problem. In this article we completely characterize a Gaussian…

Numerical Analysis · Mathematics 2024-06-26 Kim Batselier

Exact-sparsity inducing prior distributions in Bayesian analysis typically lead to posterior distributions that are very challenging to handle by standard Markov Chain Monte Carlo (MCMC) methods, particular in high-dimensional models with…

Statistics Theory · Mathematics 2016-06-28 Yves F. Atchadé

Gaussian time-series models are often specified through their spectral density. Such models present several computational challenges, in particular because of the non-sparse nature of the covariance matrix. We derive a fast approximation of…

Computation · Statistics 2012-11-20 Nicolas Chopin , Judith Rousseau , Brunero Liseo

In this paper, we propose two algorithms for solving linear inverse problems when the observations are corrupted by Poisson noise. A proper data fidelity term (log-likelihood) is introduced to reflect the Poisson statistics of the noise. On…

Applications · Statistics 2011-03-14 François-Xavier Dupé , Jalal Fadili , Jean-Luc Starck

We study Bayesian estimation of mixture models and argue in favor of fitting the marginal posterior distribution over component assignments directly, rather than Gibbs sampling from the joint posterior on components and parameters as is…

Computation · Statistics 2025-11-03 M. E. J. Newman

Discrete mixture models are routinely used for density estimation and clustering. While conducting inferences on the cluster-specific parameters, current frequentist and Bayesian methods often encounter problems when clusters are placed too…

Methodology · Statistics 2012-09-21 Francesca Petralia , Vinayak Rao , David B. Dunson

By now Bayesian methods are routinely used in practice for solving inverse problems. In inverse problems the parameter or signal of interest is observed only indirectly, as an image of a given map, and the observations are typically further…

Statistics Theory · Mathematics 2023-11-02 Thibault Randrianarisoa , Botond Szabo

We present a survey of some of our recent results on Bayesian nonparametric inference for a multitude of stochastic processes. The common feature is that the prior distribution in the cases considered is on suitable sets of piecewise…

Statistics Theory · Mathematics 2024-06-04 Denis Belomestny , Frank van der Meulen , Peter Spreij

Integration over non-negative integrands is a central problem in machine learning (e.g. for model averaging, (hyper-)parameter marginalisation, and computing posterior predictive distributions). Bayesian Quadrature is a probabilistic…

Machine Learning · Statistics 2018-12-05 Ed Wagstaff , Saad Hamid , Michael Osborne

We discuss a Bayesian methodology for the solution of the inverse problem underlying the determination of parton distribution functions (PDFs). In our approach, Gaussian Processes (GPs) are used to model the PDF prior, while Bayes theorem…

High Energy Physics - Phenomenology · Physics 2024-07-03 Alessandro Candido , Luigi Del Debbio , Tommaso Giani , Giacomo Petrillo

We extend the work of Hahn and Carvalho (2015) and develop a doubly-regularized sparse regression estimator by synthesizing Bayesian regularization with penalized least squares within a decision-theoretic framework. In contrast to existing…

Methodology · Statistics 2025-02-04 Aihua Li , Surya T. Tokdar , Jason Xu

In this work, a method for obtaining pixel-wise error bounds in Bayesian regularization of inverse imaging problems is introduced. The proposed method employs estimates of the posterior variance together with techniques from conformal…

Computer Vision and Pattern Recognition · Computer Science 2024-08-01 Dominik Narnhofer , Andreas Habring , Martin Holler , Thomas Pock

Bayesian hierarchical models are commonly employed for inference in count datasets, as they account for multiple levels of variation by incorporating prior distributions for parameters at different levels. Examples include Beta-Binomial,…

Methodology · Statistics 2024-11-04 Yuexi Wang , Nicholas G. Polson

This paper proposes a binarization scheme for vectors of high dimension based on the recent concept of anti-sparse coding, and shows its excellent performance for approximate nearest neighbor search. Unlike other binarization schemes, this…

Computer Vision and Pattern Recognition · Computer Science 2011-10-27 Hervé Jégou , Teddy Furon , Jean-Jacques Fuchs

Multi-task learning models using Gaussian processes (GP) have been developed and successfully applied in various applications. The main difficulty with this approach is the computational cost of inference using the union of examples from…

Machine Learning · Computer Science 2012-11-29 Yuyang Wang , Roni Khardon

Sparse coding has shown its power as an effective data representation method. However, up to now, all the sparse coding approaches are limited within the single domain learning problem. In this paper, we extend the sparse coding to cross…

Computer Vision and Pattern Recognition · Computer Science 2013-11-28 Jim Jing-Yan Wang
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