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We introduce efficient $(1+\varepsilon)$-approximation algorithms for the binary matrix factorization (BMF) problem, where the inputs are a matrix $\mathbf{A}\in\{0,1\}^{n\times d}$, a rank parameter $k>0$, as well as an accuracy parameter…

Data Structures and Algorithms · Computer Science 2023-06-06 Ameya Velingker , Maximilian Vötsch , David P. Woodruff , Samson Zhou

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…

Matrix factorization techniques have been widely used as a method for collaborative filtering for recommender systems. In recent times, different variants of deep learning algorithms have been explored in this setting to improve the task of…

Machine Learning · Computer Science 2019-03-26 Vaibhav Krishna , Tian Guo , Nino Antulov-Fantulin

Multilevel models (MLMs) are a central building block of the Bayesian workflow. They enable joint, interpretable modeling of data across hierarchical levels and provide a fully probabilistic quantification of uncertainty. Despite their…

We develop a Bayesian methodology aimed at simultaneously estimating low-rank and row-sparse matrices in a high-dimensional multiple-response linear regression model. We consider a carefully devised shrinkage prior on the matrix of…

Methodology · Statistics 2019-04-10 Antik Chakraborty , Anirban Bhattacharya , Bani K. Mallick

Bayesian variable selection regression (BVSR) is able to jointly analyze genome-wide genetic datasets, but the slow computation via Markov chain Monte Carlo (MCMC) hampered its wide-spread usage. Here we present a novel iterative method to…

Computation · Statistics 2018-07-31 Quan Zhou , Yongtao Guan

A general Bayesian framework for model selection on random network models regarding their features is considered. The goal is to develop a principle Bayesian model selection approach to compare different fittable, not necessarily nested,…

Methodology · Statistics 2020-04-30 Papamichalis Marios

Bi-clustering is a useful approach in analyzing biological data when observations come from heterogeneous groups and have a large number of features. We outline a general Bayesian approach in tackling bi-clustering problems in moderate to…

Applications · Statistics 2021-02-11 Han Yan , Jiexing Wu , Yang Li , Jun S. Liu

Many matrices associated with fast transforms posess a certain low-rank property characterized by the existence of several block partitionings of the matrix, where each block is of low rank. Provided that these partitionings are known,…

Numerical Analysis · Mathematics 2023-07-04 Léon Zheng , Gilles Puy , Elisa Riccietti , Patrick Pérez , Rémi Gribonval

We propose a novel approach to perform approximate Bayesian inference in complex models such as Bayesian neural networks. The approach is more scalable to large data than Markov Chain Monte Carlo, it embraces more expressive models than…

Machine Learning · Statistics 2022-09-07 Joel Janek Dabrowski , Daniel Edward Pagendam

We present a novel Bayesian model and a corresponding robust, probabilistic calibration procedure for the CORSAIR polarimeter that can be applied to other polarimeters. Our calibration procedure combines existing Mueller matrix…

Solar and Stellar Astrophysics · Physics 2026-05-28 Alan Hsu , Jenna Samra , Steven Tomczyk , Maxim Kramar

Bayesian models often involve a small set of hyperparameters determined by maximizing the marginal likelihood. Bayesian optimization is a popular iterative method where a Gaussian process posterior of the underlying function is sequentially…

Computation · Statistics 2022-08-18 Oskar Gustafsson , Mattias Villani , Pär Stockhammar

Nonnegative matrix factorization (NMF) is a powerful tool for data mining. However, the emergence of `big data' has severely challenged our ability to compute this fundamental decomposition using deterministic algorithms. This paper…

Machine Learning · Statistics 2018-05-02 N. Benjamin Erichson , Ariana Mendible , Sophie Wihlborn , J. Nathan Kutz

Our paper deals with inferring simulator-based statistical models given some observed data. A simulator-based model is a parametrized mechanism which specifies how data are generated. It is thus also referred to as generative model. We…

Machine Learning · Statistics 2016-01-01 Michael U. Gutmann , Jukka Corander

Motivated by the connections between collaborative filtering and network clustering, we consider a network-based approach to improving rating prediction in recommender systems. We propose a novel Bipartite Mixed-Membership Stochastic Block…

Methodology · Statistics 2023-05-10 Jie Liu , Zifeng Ye , Kun Chen , Panpan Zhang

In many domains, we are interested in analyzing the structure of the underlying distribution, e.g., whether one variable is a direct parent of the other. Bayesian model-selection attempts to find the MAP model and use its structure to…

Machine Learning · Computer Science 2013-01-18 Nir Friedman , Daphne Koller

A common approach to analyze a covariate-sample count matrix, an element of which represents how many times a covariate appears in a sample, is to factorize it under the Poisson likelihood. We show its limitation in capturing the tendency…

Methodology · Statistics 2017-10-06 Mingyuan Zhou

The key distinguishing property of a Bayesian approach is marginalization instead of optimization, not the prior, or Bayes rule. Bayesian inference is especially compelling for deep neural networks. (1) Neural networks are typically…

Machine Learning · Computer Science 2020-01-30 Andrew Gordon Wilson

The is no other model or hypothesis verification tool in Bayesian statistics that is as widely used as the Bayes factor. We focus on generative models that are likelihood-free and, therefore, render the computation of Bayes factors…

Methodology · Statistics 2024-12-30 Jungeum Kim , Veronika Rockova

Gathering labeled data to train well-performing machine learning models is one of the critical challenges in many applications. Active learning aims at reducing the labeling costs by an efficient and effective allocation of costly labeling…

Machine Learning · Computer Science 2020-06-03 Daniel Kottke , Marek Herde , Christoph Sandrock , Denis Huseljic , Georg Krempl , Bernhard Sick