Related papers: A Divide and Conquer Strategy for High Dimensional…
We propose a distributed method for simultaneous inference for datasets with sample size much larger than the number of covariates, i.e., N >> p, in the generalized linear models framework. When such datasets are too big to be analyzed…
Although various distributed machine learning schemes have been proposed recently for pure linear models and fully nonparametric models, little attention has been paid on distributed optimization for semi-paramemetric models with…
We present a federated learning approach for Bayesian model-based clustering of large-scale binary and categorical datasets. We introduce a principled 'divide and conquer' inference procedure using variational inference with local merge and…
There has been considerable recent interest in Bayesian modeling of high-dimensional networks via latent space approaches. When the number of nodes increases, estimation based on Markov Chain Monte Carlo can be extremely slow and show poor…
We consider the problem of estimating high-dimensional covariance matrices of a particular structure, which is a summation of low rank and sparse matrices. This covariance structure has a wide range of applications including factor analysis…
We present a novel framework for concomitant dimension reduction and clustering. This framework is based on a novel class of Bayesian clustering factor models. These models assume a factor model structure where the vectors of common factors…
Unexpected stimuli induce "error" or "surprise" signals in the brain. The theory of predictive coding promises to explain these observations in terms of Bayesian inference by suggesting that the cortex implements variational inference in a…
We present an integrated approach for structure and parameter estimation in latent tree graphical models. Our overall approach follows a "divide-and-conquer" strategy that learns models over small groups of variables and iteratively merges…
Advances in information technology have led to extremely large datasets that are often kept in different storage centers. Existing statistical methods must be adapted to overcome the resulting computational obstacles while retaining…
In this paper, a new method is proposed for sparse PCA based on the recursive divide-and-conquer methodology. The main idea is to separate the original sparse PCA problem into a series of much simpler sub-problems, each having a closed-form…
We present a very fast algorithm for general matrix factorization of a data matrix for use in the statistical analysis of high-dimensional data via latent factors. Such data are prevalent across many application areas and generate an…
We consider the learning of algorithmic tasks by mere observation of input-output pairs. Rather than studying this as a black-box discrete regression problem with no assumption whatsoever on the input-output mapping, we concentrate on tasks…
This thesis responds to the challenges of using a large number, such as thousands, of features in regression and classification problems. There are two situations where such high dimensional features arise. One is when high dimensional…
This article focuses on covariance estimation for multi-study data. Popular approaches employ factor-analytic terms with shared and study-specific loadings that decompose the variance into (i) a shared low-rank component, (ii)…
This paper is motivated by a regression analysis of electroencephalography (EEG) neuroimaging data with high-dimensional correlated responses with multi-level nested correlations. We develop a divide-and-conquer procedure implemented in a…
We develop a fast and scalable computational framework to solve large-scale and high-dimensional Bayesian optimal experimental design problems. In particular, we consider the problem of optimal observation sensor placement for Bayesian…
Divide-and-conquer strategies for Monte Carlo algorithms are an increasingly popular approach to making Bayesian inference scalable to large data sets. In its simplest form, the data are partitioned across multiple computing cores and a…
The increased availability of massive data sets provides a unique opportunity to discover subtle patterns in their distributions, but also imposes overwhelming computational challenges. To fully utilize the information contained in big…
Factor and sparse models are two widely used methods to impose a low-dimensional structure in high-dimensions. However, they are seemingly mutually exclusive. We propose a lifting method that combines the merits of these two models in a…
The rapid emergence of massive datasets in various fields poses a serious challenge to traditional statistical methods. Meanwhile, it provides opportunities for researchers to develop novel algorithms. Inspired by the idea of…