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In this paper we develop a novel approach for estimating large and sparse dynamic factor models using variational inference, also allowing for missing data. Inspired by Bayesian variable selection, we apply slab-and-spike priors onto the…

Methodology · Statistics 2022-10-14 Erik Spånberg

The standard approach to incorporate linguistic information to neural machine translation systems consists in maintaining separate vocabularies for each of the annotated features to be incorporated (e.g. POS tags, dependency relation…

Computation and Language · Computer Science 2021-02-18 Noe Casas , Jose A. R. Fonollosa , Marta R. Costa-jussà

Probabilistic Coalition Structure Generation (PCSG) is NP-hard and can be recast as an $l_0$-type sparse recovery problem by representing coalition structures as sparse coefficient vectors over a coalition-incidence design. A natural…

Computer Science and Game Theory · Computer Science 2026-01-12 Angshul Majumdar

In this paper, we derive Hybrid, Bayesian and Marginalized Cram\'{e}r-Rao lower bounds (HCRB, BCRB and MCRB) for the single and multiple measurement vector Sparse Bayesian Learning (SBL) problem of estimating compressible vectors and their…

Machine Learning · Computer Science 2015-06-04 Ranjitha Prasad , Chandra R. Murthy

Variational message passing (VMP), belief propagation (BP) and expectation propagation (EP) have found their wide applications in complex statistical signal processing problems. In addition to viewing them as a class of algorithms operating…

Information Theory · Computer Science 2021-01-20 Dan Zhang , Xiaohang Song , Wenjin Wang , Gerhard Fettweis , Xiqi Gao

It has been shown both experimentally and theoretically that sparse signal recovery can be significantly improved given that part of the signal's support is known \emph{a priori}. In practice, however, such prior knowledge is usually…

Information Theory · Computer Science 2014-10-21 Jun Fang , Yanning Shen , Fuwei Li , Hongbin Li

Federated learning (FL) is a promising framework that models distributed machine learning while protecting the privacy of clients. However, FL suffers performance degradation from heterogeneous and limited data. To alleviate the…

Machine Learning · Computer Science 2023-03-09 Xu Zhang , Wenpeng Li , Yunfeng Shao , Yinchuan Li

Distributed sparse block codes (SBCs) exhibit compact representations for encoding and manipulating symbolic data structures using fixed-width vectors. One major challenge however is to disentangle, or factorize, the distributed…

Computer Vision and Pattern Recognition · Computer Science 2024-05-29 Michael Hersche , Aleksandar Terzic , Geethan Karunaratne , Jovin Langenegger , Angéline Pouget , Giovanni Cherubini , Luca Benini , Abu Sebastian , Abbas Rahimi

A trend in compressed sensing (CS) is to exploit structure for improved reconstruction performance. In the basic CS model, exploiting the clustering structure among nonzero elements in the solution vector has drawn much attention, and many…

Computation · Statistics 2011-06-13 Zhilin Zhang , Bhaskar D. Rao

Recently a new adaptive path interpolation method has been developed as a simple and versatile scheme to calculate exactly the asymptotic mutual information of Bayesian inference problems defined on dense factor graphs. These include random…

Information Theory · Computer Science 2019-07-19 Jean Barbier , Chun Lam Chan , Nicolas Macris

Bayesian factor models are widely used for dimensionality reduction and pattern discovery in high-dimensional datasets across diverse fields. These models typically focus on imposing priors on factor loading to induce sparsity and improve…

Methodology · Statistics 2025-04-08 Yingjie Huang , Dafne Zorzetto , Roberta De Vito

Nonnegative matrix factorization (NMF) with group sparsity constraints is formulated as a probabilistic graphical model and, assuming some observed data have been generated by the model, a feasible variational Bayesian algorithm is derived…

Computer Vision and Pattern Recognition · Computer Science 2014-05-28 Ivan Ivek

Purpose: Localizing the sources of electrical activity from electroencephalographic (EEG) data has gained considerable attention over the last few years. In this paper, we propose an innovative source localization method for EEG, based on…

Quantitative Methods · Quantitative Biology 2015-01-21 Sajib Saha , Frank de Hoog , Ya. I. Nesterets , Rajib Rana , M. Tahtali , T. E. Gureyev

Gaussian Belief Propagation (BP) algorithm is one of the most important distributed algorithms in signal processing and statistical learning involving Markov networks. It is well known that the algorithm correctly computes marginal density…

Machine Learning · Statistics 2019-03-08 Zhaorong Zhang , Minyue Fu

Block sparsity is a widely exploited structure in sparse recovery, offering significant gains when signal blocks are known. Yet, practical signals often exhibit unknown block boundaries and isolated non-zero entries, which challenge…

Signal Processing · Electrical Eng. & Systems 2026-02-05 Yanbin He , Geethu Joseph

In this work, a new low complexity iterative algorithm for decoding data transmitted over strong phase noise channels is presented. The algorithm is based on the Sum & Product Algorithm (SPA) with phase noise messages modeled as Tikhonov…

Information Theory · Computer Science 2013-06-25 Shachar Shayovitz , Dan Rapaheli

Several structure learning algorithms have been proposed towards discovering causal or Bayesian Network (BN) graphs. The validity of these algorithms tends to be evaluated by assessing the relationship between the learnt and the ground…

Machine Learning · Computer Science 2020-09-03 Anthony C. Constantinou

Nonnegative matrix factorization (NMF) has become a ubiquitous tool for data analysis. An important variant is the sparse NMF problem which arises when we explicitly require the learnt features to be sparse. A natural measure of sparsity is…

Machine Learning · Computer Science 2013-03-20 Vamsi K. Potluru , Sergey M. Plis , Jonathan Le Roux , Barak A. Pearlmutter , Vince D. Calhoun , Thomas P. Hayes

In this paper we propose a new efficient message passing algorithm for decoding LDPC transmitted over a channel with strong phase noise. The algorithm performs approximate bayesian inference on a factor graph representation of the channel…

Information Theory · Computer Science 2012-04-13 Shachar Shayovitz , Dan Raphaeli

In underwater acoustics, shallow water environments act as modal dispersive waveguides when considering low-frequency sources. In this context, propagating signals can be described as a sum of few modal components, each of them propagating…

Signal Processing · Electrical Eng. & Systems 2020-12-01 Clément Dorffer , Thomas Paviet-Salomon , Gilles Le Chenadec , Angélique Drémeau