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Hierarchical models with gamma hyperpriors provide a flexible, sparse-promoting framework to bridge $L^1$ and $L^2$ regularizations in Bayesian formulations to inverse problems. Despite the Bayesian motivation for these models, existing…

Methodology · Statistics 2021-11-30 Shiv Agrawal , Hwanwoo Kim , Daniel Sanz-Alonso , Alexander Strang

We explore the use of generalized t priors on regression coefficients to help understand the nature of association signal within "hit regions" of genome-wide association studies. The particular generalized t distribution we adopt is a…

Applications · Statistics 2012-10-26 Anthony Lee , Francois Caron , Arnaud Doucet , Chris Holmes

In this paper, we introduce a new sparsity-promoting prior, namely, the "normal product" prior, and develop an efficient algorithm for sparse signal recovery under the Bayesian framework. The normal product distribution is the distribution…

Machine Learning · Statistics 2017-08-25 Zhou Zhou , Kaihui Liu , Jun Fang

Inverse problems, i.e., estimating parameters of physical models from experimental data, are ubiquitous in science and engineering. The Bayesian formulation is the gold standard because it alleviates ill-posedness issues and quantifies…

Machine Learning · Statistics 2024-05-28 Sharmila Karumuri , Ilias Bilionis

This work addresses the problem of high-dimensional classification by exploring the generalized Bayesian logistic regression method under a sparsity-inducing prior distribution. The method involves utilizing a fractional power of the…

Statistics Theory · Mathematics 2024-03-20 The Tien Mai

Denoising diffusion models have driven significant progress in the field of Bayesian inverse problems. Recent approaches use pre-trained diffusion models as priors to solve a wide range of such problems, only leveraging inference-time…

Machine Learning · Statistics 2025-02-06 Yazid Janati , Badr Moufad , Mehdi Abou El Qassime , Alain Durmus , Eric Moulines , Jimmy Olsson

Bayesian inference for inverse problems hinges critically on the choice of priors. In the absence of specific prior information, population-level distributions can serve as effective priors for parameters of interest. With the advent of…

Instrumentation and Methods for Astrophysics · Physics 2025-02-11 Gabriel Missael Barco , Alexandre Adam , Connor Stone , Yashar Hezaveh , Laurence Perreault-Levasseur

Formulating a statistical inverse problem as one of inference in a Bayesian model has great appeal, notably for what this brings in terms of coherence, the interpretability of regularisation penalties, the integration of all uncertainties,…

Statistics Theory · Mathematics 2012-12-19 Natalia A. Bochkina , Peter J. Green

This paper addresses the problem of identifying a lower dimensional space where observed data can be sparsely represented. This under-complete dictionary learning task can be formulated as a blind separation problem of sparse sources…

Methodology · Statistics 2010-08-30 Nicolas Dobigeon , Jean-Yves Tourneret

We consider a dictionary learning problem whose objective is to design a dictionary such that the signals admits a sparse or an approximate sparse representation over the learned dictionary. Such a problem finds a variety of applications…

Machine Learning · Computer Science 2015-03-10 Linxiao Yang , Jun Fang , Hong Cheng , Hongbin Li

We focus on Bayesian inverse problems with Gaussian likelihood, linear forward model, and priors that can be formulated as a Gaussian mixture. Such a mixture is expressed as an integral of Gaussian density functions weighted by a mixing…

Computation · Statistics 2024-08-30 Rafael Flock , Yiqiu Dong , Felipe Uribe , Olivier Zahm

Bayesian hierarchical models are commonly employed for inference in count datasets, as they account for multiple levels of variation by incorporating prior distributions for parameters at different levels. Examples include Beta-Binomial,…

Methodology · Statistics 2024-11-04 Yuexi Wang , Nicholas G. Polson

Posterior distributions arising in ill-posed Bayesian inverse problems are often both analytically intractable and highly sensitive to parameters of the chosen prior family. We aim to understand the sensitivity of intractable posterior…

Methodology · Statistics 2026-04-20 Yucong Liu , Zilai Si , Alexander Strang

The Bayesian approach to solving inverse problems relies on the choice of a prior. This critical ingredient allows the formulation of expert knowledge or physical constraints in a probabilistic fashion and plays an important role for the…

Machine Learning · Statistics 2022-11-08 Manuel Marschall , Gerd Wübbeler , Franko Schmähling , Clemens Elster

Sparse modeling for signal processing and machine learning has been at the focus of scientific research for over two decades. Among others, supervised sparsity-aware learning comprises two major paths paved by: a) discriminative methods and…

Machine Learning · Statistics 2022-11-23 Lei Cheng , Feng Yin , Sergios Theodoridis , Sotirios Chatzis , Tsung-Hui Chang

Inverse problems are ubiquitous in nature, arising in almost all areas of science and engineering ranging from geophysics and climate science to astrophysics and biomechanics. One of the central challenges in solving inverse problems is…

Machine Learning · Statistics 2022-09-21 Dhruv V Patel , Deep Ray , Assad A Oberai

Variable selection techniques have become increasingly popular amongst statisticians due to an increased number of regression and classification applications involving high-dimensional data where we expect some predictors to be unimportant.…

Methodology · Statistics 2010-09-20 Anthony Lee , Francois Caron , Arnaud Doucet , Chris Holmes

The formulation of Bayesian inverse problems involves choosing prior distributions; choices that seem equally reasonable may lead to significantly different conclusions. We develop a computational approach to better understand the impact of…

Computation · Statistics 2026-01-08 John E. Darges , Alen Alexanderian , Pierre A. Gremaud

Advances in sensing technology have made it possible to collect large volumes of high-dimensional time-series data. In fields like genetics and neuroscience, key questions concern whether directed relationships between variables can be…

Methodology · Statistics 2026-05-08 Sarah E. Heaps , Ian H. Jermyn , Yujiang Wang , Darren J. Wilkinson

Structured sparsity has recently emerged in statistics, machine learning and signal processing as a promising paradigm for learning in high-dimensional settings. All existing methods for learning under the assumption of structured sparsity…

Machine Learning · Statistics 2015-09-16 Nino Shervashidze , Francis Bach