Related papers: Distributed Bayesian Matrix Factorization with Lim…

Non-negative matrix factorization (NMF) is a common method for generating topic models from text data. NMF is widely accepted for producing good results despite its relative simplicity of implementation and ease of computation. One…

Bayesian learning in undirected graphical models|computing posterior distributions over parameters and predictive quantities is exceptionally difficult. We conjecture that for general undirected models, there are no tractable MCMC (Markov…

Recent developments in big data and analytics research have produced an abundance of large data sets that are too big to be analyzed in their entirety, due to limits on computer memory or storage capacity. To address these issues,…

Posterior sampling is a task of central importance in Bayesian inference. For many applications in Bayesian meta-analysis and Bayesian transfer learning, the prior distribution is unknown and needs to be estimated from samples. In practice,…

We introduce a novel combination of Bayesian Models (BMs) and Neural Networks (NNs) for making predictions with a minimum expected risk. Our approach combines the best of both worlds, the data efficiency and interpretability of a BM with…

Multiresolution Matrix Factorization (MMF) was recently introduced as an alternative to the dominant low-rank paradigm in order to capture structure in matrices at multiple different scales. Using ideas from multiresolution analysis (MRA),…

This work considers Bayesian inference under misspecification for complex statistical models comprised of simpler submodels, referred to as modules, that are coupled together. Such ``multi-modular" models often arise when combining…

Factorial hidden Markov models (FHMMs) are powerful tools of modeling sequential data. Learning FHMMs yields a challenging simultaneous model selection issue, i.e., selecting the number of multiple Markov chains and the dimensionality of…

Data often comes in the form of an array or matrix. Matrix factorization techniques attempt to recover missing or corrupted entries by assuming that the matrix can be written as the product of two low-rank matrices. In other words, matrix…

We tackle the problem of multiscale regression for predictors that are spatially or temporally indexed, or with a pre-specified multiscale structure, with a Bayesian modular approach. The regression function at the finest scale is expressed…

Matrix factorization is one of the best approaches for collaborative filtering, because of its high accuracy in presenting users and items latent factors. The main disadvantages of matrix factorization are its complexity, and being very…

While Bayesian methods are extremely popular in statistics and machine learning, their application to massive datasets is often challenging, when possible at all. Indeed, the classical MCMC algorithms are prohibitively slow when both the…

Computer vision tasks are difficult because of the large variability in the data that is induced by changes in light, background, partial occlusion as well as the varying pose, texture, and shape of objects. Generative approaches to…

In recent years dynamical modelling has been provided with a range of breakthrough methods to perform exact Bayesian inference. However it is often computationally unfeasible to apply exact statistical methodologies in the context of large…

The last decade has witnessed an explosion in the development of models, theory and computational algorithms for "big data" analysis. In particular, distributed computing has served as a natural and dominating paradigm for statistical…

Matrix factorization is a popular approach to solving matrix estimation problems based on partial observations. Existing matrix factorization is based on least squares and aims to yield a low-rank matrix to interpret the conditional sample…

Neural networks are popular state-of-the-art models for many different tasks.They are often trained via back-propagation to find a value of the weights that correctly predicts the observed data. Although back-propagation has shown good…

Bayesian inference provides a principled framework for probabilistic reasoning. If inference is performed in two steps, uncertainty propagation plays a crucial role in accounting for all sources of uncertainty and variability. This becomes…

In the Bayesian approach to inverse problems, data are often informative, relative to the prior, only on a low-dimensional subspace of the parameter space. Significant computational savings can be achieved by using this subspace to…

In this paper, we propose a new Bayesian inference method for a high-dimensional sparse factor model that allows both the factor dimensionality and the sparse structure of the loading matrix to be inferred. The novelty is to introduce a…