English
Related papers

Related papers: Bayesian Compressive Sensing Using Normal Product …

200 papers

Due to its self-regularizing nature and its ability to quantify uncertainty, the Bayesian approach has achieved excellent recovery performance across a wide range of sparse signal recovery applications. However, most existing methods are…

Signal Processing · Electrical Eng. & Systems 2022-09-07 Zonglong Bai , Liming Shi , Jinwei Sun , Mads Græsbøll Christensen

Advances in compressive sensing provided reconstruction algorithms of sparse signals from linear measurements with optimal sample complexity, but natural extensions of this methodology to nonlinear inverse problems have been met with…

Information Theory · Computer Science 2020-08-25 Paul Hand , Oscar Leong , Vladislav Voroninski

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

In the first part of the series papers, we set out to answer the following question: given specific restrictions on a set of samplers, what kind of signal can be uniquely represented by the corresponding samples attained, as the foundation…

Information Theory · Computer Science 2021-08-25 Hanshen Xiao , Yaowen Zhang , Guoqiang Xiao

Sparsity-promoting priors have become increasingly popular over recent years due to an increased number of regression and classification applications involving a large number of predictors. In time series applications where observations are…

Methodology · Statistics 2012-03-02 François Caron , Luke Bornn , Arnaud Doucet

Variational Bayesian Inference is a popular methodology for approximating posterior distributions over Bayesian neural network weights. Recent work developing this class of methods has explored ever richer parameterizations of the…

Distributed inference/estimation in Bayesian framework in the context of sensor networks has recently received much attention due to its broad applicability. The variational Bayesian (VB) algorithm is a technique for approximating…

Machine Learning · Statistics 2020-11-30 Junhao Hua , Chunguang Li

We introduce an approach for efficient Markov chain Monte Carlo (MCMC) sampling for challenging high-dimensional distributions in sparse Bayesian learning (SBL). The core innovation involves using hierarchical prior-normalizing transport…

Numerical Analysis · Mathematics 2025-05-30 Jan Glaubitz , Youssef Marzouk

A product of two Gaussians (or normal distributions) is another Gaussian. That's a valuable and useful fact! Here we use it to derive a refactoring of a common product of multivariate Gaussians: The product of a Gaussian likelihood times a…

Computation · Statistics 2020-06-01 David W. Hogg , Adrian M. Price-Whelan , Boris Leistedt

Sparse signal reconstruction algorithms have attracted research attention due to their wide applications in various fields. In this paper, we present a simple Bayesian approach that utilizes the sparsity constraint and a priori statistical…

Statistics Theory · Mathematics 2015-06-05 Ahmed A. Quadeer , Tareq Y. Al-Naffouri

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…

Machine Learning · Statistics 2023-05-31 Ilsang Ohn , Lizhen Lin , Yongdai Kim

The fused lasso penalizes a loss function by the $L_1$ norm for both the regression coefficients and their successive differences to encourage sparsity of both. In this paper, we propose a Bayesian generalized fused lasso modeling based on…

Methodology · Statistics 2019-07-15 Kaito Shimamura , Masao Ueki , Shuichi Kawano , Sadanori Konishi

To strike a balance between energy efficiency and data quality control, this paper proposes a sensor censoring scheme for distributed sparse signal recovery via compressive-sensing based wireless sensor networks. In the proposed approach,…

Information Theory · Computer Science 2018-01-16 Jwo-Yuh Wu , Ming-Hsun Yang , Tsang-Yi Wang

In all areas of human knowledge, datasets are increasing in both size and complexity, creating the need for richer statistical models. This trend is also true for economic data, where high-dimensional and nonlinear/nonparametric inference…

Econometrics · Economics 2021-12-23 Dimitris Korobilis , Kenichi Shimizu

Compressed sensing allows perfect recovery of sparse signals (or signals sparse in some basis) using only a small number of random measurements. Existing results in compressed sensing literature have focused on characterizing the achievable…

Information Theory · Computer Science 2015-05-18 Dmitry Malioutov , Sujay Sanghavi , Alan Willsky

We present a hierarchical Bayesian learning approach to infer jointly sparse parameter vectors from multiple measurement vectors. Our model uses separate conditionally Gaussian priors for each parameter vector and common gamma-distributed…

Machine Learning · Statistics 2024-05-27 Jan Glaubitz , Anne Gelb

In sparse Bayesian learning (SBL), Gaussian scale mixtures (GSMs) have been used to model sparsity-inducing priors that realize a class of concave penalty functions for the regression task in real-valued signal models. Motivated by the…

In one-bit compressed sensing, previous results state that sparse signals may be robustly recovered when the measurements are taken using Gaussian random vectors. In contrast to standard compressed sensing, these results are not extendable…

Information Theory · Computer Science 2013-04-10 Albert Ai , Alex Lapanowski , Yaniv Plan , Roman Vershynin

Priors in Bayesian analyses often encode informative domain knowledge that can be useful in making the inference process more efficient. Occasionally, however, priors may be unrepresentative of the parameter values for a given dataset,…

Computation · Statistics 2022-07-05 Xi Chen , Farhan Feroz , Michael Hobson

Compression and computational efficiency in deep learning have become a problem of great significance. In this work, we argue that the most principled and effective way to attack this problem is by adopting a Bayesian point of view, where…

Machine Learning · Statistics 2017-11-07 Christos Louizos , Karen Ullrich , Max Welling