Related papers: Discussion of "Fast Approximate Inference for Arbi…
For the problem of binary linear classification and feature selection, we propose algorithmic approaches to classifier design based on the generalized approximate message passing (GAMP) algorithm, recently proposed in the context of…
This study presents a novel model for invertible sentence embeddings using a residual recurrent network trained on an unsupervised encoding task. Rather than the probabilistic outputs common to neural machine translation models, our…
We design iterative receiver schemes for a generic wireless communication system by treating channel estimation and information decoding as an inference problem in graphical models. We introduce a recently proposed inference framework that…
Bayesian neural networks (BNNs) offer the potential for reliable uncertainty quantification and interpretability, which are critical for trustworthy AI in high-stakes domains. However, existing methods often struggle with issues such as…
Transfer learning techniques aim to leverage information from multiple related datasets to enhance prediction quality against a target dataset. Such methods have been adopted in the context of high-dimensional sparse regression, and some…
Approximate message passing algorithm enjoyed considerable attention in the last decade. In this paper we introduce a variant of the AMP algorithm that takes into account glassy nature of the system under consideration. We coin this…
A new sparse semiparametric model is proposed, which incorporates the influence of two functional random variables in a scalar response in a flexible and interpretable manner. One of the functional covariates is included through a…
We study the problem of identifying change points in high-dimensional generalized linear models, and propose an approach based on sample-weighted empirical risk minimization. Our method, Weighted ERM, encodes priors on the change points via…
We study deep neural networks and their use in semiparametric inference. We establish novel rates of convergence for deep feedforward neural nets. Our new rates are sufficiently fast (in some cases minimax optimal) to allow us to establish…
It is a correction paper on "P.J. Wan and C.W. Yi, "Coverage by Randomly Deployed Wireless Sensor Networks", IEEE Transaction On Information Theory, vol.52, No.6, June 2006." In the above paper, Lemma (4), on page 2659 play the key role for…
The standard linear regression (SLR) problem is to recover a vector $\mathbf{x}^0$ from noisy linear observations $\mathbf{y}=\mathbf{Ax}^0+\mathbf{w}$. The approximate message passing (AMP) algorithm recently proposed by Donoho, Maleki,…
Automatic Differentiation Variational Inference (ADVI) is efficient in learning probabilistic models. Classic ADVI relies on the parametric approach to approximate the posterior. In this paper, we develop a spline-based nonparametric…
We introduce an iterative optimization scheme for convex objectives consisting of a linear loss and a non-separable penalty, based on the expectation-consistent approximation and the vector approximate message-passing (VAMP) algorithm.…
Approximate message passing (AMP) algorithms have shown great promise in sparse signal reconstruction due to their low computational requirements and fast convergence to an exact solution. Moreover, they provide a probabilistic framework…
Many statistical estimands of interest (e.g., in regression or causality) are functions of the joint distribution of multiple random variables. But in some applications, data is not available that measures all random variables on each…
Belief Propagation has been widely used for marginal inference, however it is slow on problems with large-domain variables and high-order factors. Previous work provides useful approximations to facilitate inference on such models, but…
Deep generative networks provide a powerful tool for modeling complex data in a wide range of applications. In inverse problems that use these networks as generative priors on data, one must often perform inference of the inputs of the…
Generative models provide a powerful framework for probabilistic reasoning. However, in many domains their use has been hampered by the practical difficulties of inference. This is particularly the case in computer vision, where models of…
Discussion of ``Least angle regression'' by Efron et al. [math.ST/0406456]
Discussion of ``Least angle regression'' by Efron et al. [math.ST/0406456]