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We introduce a novel Bayesian approach for both covariate selection and sparse precision matrix estimation in the context of high-dimensional Gaussian graphical models involving multiple responses. Our approach provides a sparse estimation…

Methodology · Statistics 2024-09-25 Anwesha Chakravarti , Naveen N. Narishetty , Feng Liang

A greedy algorithm is proposed for sparse-sensor selection in reduced-order sensing that contains correlated noise in measurement. The sensor selection is carried out by maximizing the determinant of the Fisher information matrix in a…

Optimization and Control · Mathematics 2021-04-28 Keigo Yamada , Yuji Saito , Koki Nankai , Taku Nonomura , Keisuke Asai , Daisuke Tsubakino

This paper presents a novel variational inference framework for deriving a family of Bayesian sparse Gaussian process regression (SGPR) models whose approximations are variationally optimal with respect to the full-rank GPR model enriched…

Machine Learning · Computer Science 2019-03-25 Haibin Yu , Trong Nghia Hoang , Kian Hsiang Low , Patrick Jaillet

This paper extends the idea of decoupling shrinkage and sparsity for continuous priors to Bayesian Quantile Regression (BQR). The procedure follows two steps: In the first step, we shrink the quantile regression posterior through state of…

Econometrics · Economics 2021-07-20 David Kohns , Tibor Szendrei

In the literature surrounding Bayesian penalized regression, the two primary choices of prior distribution on the regression coefficients are zero-mean Gaussian and Laplace. While both have been compared numerically and theoretically, there…

Methodology · Statistics 2010-01-26 Luke Bornn , Raphael Gottardo , Arnaud Doucet

Penalized regression methods, such as $L_1$ regularization, are routinely used in high-dimensional applications, and there is a rich literature on optimality properties under sparsity assumptions. In the Bayesian paradigm, sparsity is…

Statistics Theory · Mathematics 2012-12-27 Anirban Bhattacharya , Debdeep Pati , Natesh S. Pillai , David B. Dunson

The information bottleneck framework provides a systematic approach to learning representations that compress nuisance information in the input and extract semantically meaningful information about predictions. However, the choice of a…

We propose a new method, {\it binary fused compressive sensing} (BFCS), to recover sparse piece-wise smooth signals from 1-bit compressive measurements. The proposed algorithm is a modification of the previous {\it binary iterative hard…

Computer Vision and Pattern Recognition · Computer Science 2014-02-21 Xiangrong Zeng , Mário A. T. Figueiredo

The behavior of many Bayesian models used in machine learning critically depends on the choice of prior distributions, controlled by some hyperparameters that are typically selected by Bayesian optimization or cross-validation. This…

Machine Learning · Statistics 2023-10-09 Eliezer de Souza da Silva , Tomasz Kuśmierczyk , Marcelo Hartmann , Arto Klami

This paper shows how sparse, high-dimensional probability distributions could be represented by neurons with exponential compression. The representation is a novel application of compressive sensing to sparse probability distributions…

Neurons and Cognition · Quantitative Biology 2012-06-11 Xaq Pitkow

The deep image prior was recently introduced as a prior for natural images. It represents images as the output of a convolutional network with random inputs. For "inference", gradient descent is performed to adjust network parameters to…

Computer Vision and Pattern Recognition · Computer Science 2019-04-17 Zezhou Cheng , Matheus Gadelha , Subhransu Maji , Daniel Sheldon

Sparsity priors are commonly used in denoising and image reconstruction. For analysis-type priors, a dictionary defines a representation of signals that is likely to be sparse. In most situations, this dictionary is not known, and is to be…

Optimization and Control · Mathematics 2021-12-16 Hashem Ghanem , Joseph Salmon , Nicolas Keriven , Samuel Vaiter

This paper proposes a Bayesian method for estimating the parameters of a normal distribution when only limited summary statistics (sample mean, minimum, maximum, and sample size) are available. To estimate the parameters of a normal…

Methodology · Statistics 2024-11-21 Tomoki Matsumoto

The random dot product graph is a popular model for network data with extensions that accommodate dynamic (time-varying) networks. However, two significant deficiencies exist in the dynamic random dot product graph literature: (1) no…

Methodology · Statistics 2025-09-25 Joshua Daniel Loyal

Bayesian inference is known to provide a general framework for incorporating prior knowledge or specific properties into machine learning models via carefully choosing a prior distribution. In this work, we propose a new type of prior…

Machine Learning · Statistics 2019-02-20 Andrei Atanov , Arsenii Ashukha , Kirill Struminsky , Dmitry Vetrov , Max Welling

We present a sparse estimation and dictionary learning framework for compressed fiber sensing based on a probabilistic hierarchical sparse model. To handle severe dictionary coherence, selective shrinkage is achieved using a Weibull prior,…

Machine Learning · Statistics 2016-10-24 Christian Weiss , Abdelhak M. Zoubir

In underwater acoustics, shallow water environments act as modal dispersive waveguides when considering low-frequency sources. In this context, propagating signals can be described as a sum of few modal components, each of them propagating…

Signal Processing · Electrical Eng. & Systems 2020-12-01 Clément Dorffer , Thomas Paviet-Salomon , Gilles Le Chenadec , Angélique Drémeau

This paper concerns the problem of 1-bit compressed sensing, where the goal is to estimate a sparse signal from a few of its binary measurements. We study a non-convex sparsity-constrained program and present a novel and concise analysis…

Machine Learning · Computer Science 2020-07-10 Jie Shen

Sampling from the posterior is a key technical problem in Bayesian statistics. Rigorous guarantees are difficult to obtain for Markov Chain Monte Carlo algorithms of common use. In this paper, we study an alternative class of algorithms…

Statistics Theory · Mathematics 2024-08-26 Andrea Montanari , Yuchen Wu

Compressed sensing provides an efficient framework for reconstructing wave signals from reduced measurements. For multi-channel buoy data, the three displacement components exhibit intrinsic correlations, as wave motion contributes…

Geophysics · Physics 2026-05-26 Qingyu Jiang , Henrik Kalisch , Michel Benoit , Karoline Holand , Patrick Sprenger
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