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We propose an L1-penalized algorithm for fitting high-dimensional generalized linear mixed models. Generalized linear mixed models (GLMMs) can be viewed as an extension of generalized linear models for clustered observations. This…

Computation · Statistics 2014-06-03 Jürg Schelldorfer , Lukas Meier , Peter Bühlmann

The generalised linear model (GLM) is a very important tool for analysing real data in biology, sociology, agriculture, engineering and many other application domain where the relationship between the response and explanatory variables may…

Methodology · Statistics 2016-07-04 Abhik Ghosh , Ayanendranath Basu

Bayesian inverse problems often involve sampling posterior distributions on infinite-dimensional function spaces. Traditional Markov chain Monte Carlo (MCMC) algorithms are characterized by deteriorating mixing times upon mesh-refinement,…

Computation · Statistics 2017-03-08 Alexandros Beskos , Mark Girolami , Shiwei Lan , Patrick E. Farrell , Andrew M. Stuart

All discretized numerical models contain modelling errors - this reality is amplified when reduced-order models are used. The ability to accurately approximate modelling errors informs statistics on model confidence and improves…

Computational Physics · Physics 2021-03-17 Danny Smyl , Tyler N. Tallman , Jonathan A. Black , Andreas Hauptmann , Dong Liu

High-dimensional linear and nonlinear models have been extensively used to identify associations between response and explanatory variables. The variable selection problem is commonly of interest in the presence of massive and complex data.…

Methodology · Statistics 2017-08-10 Vitara Pungpapong , Min Zhang , Dabao Zhang

A novel Gaussian mixture model (GMM) aided sparse Bayesian learning (SBL) framework is proposed for channel state information (CSI) estimation in orthogonal time-frequency space (OTFS) modulated systems. The key attribute of the proposed…

Signal Processing · Electrical Eng. & Systems 2026-03-31 Surbhi Gehlot , Suraj Srivastava , Sandeep Kumar Yadav , Lajos Hanzo

Generalized linear models (GLMs) arise in high-dimensional machine learning, statistics, communications and signal processing. In this paper we analyze GLMs when the data matrix is random, as relevant in problems such as compressed sensing,…

Information Theory · Computer Science 2019-04-01 Jean Barbier , Florent Krzakala , Nicolas Macris , Léo Miolane , Lenka Zdeborová

We introduce a new approach to a linear-circular regression problem that relates multiple linear predictors to a circular response. We follow a modeling approach of a wrapped normal distribution that describes angular variables and angular…

Methodology · Statistics 2019-09-17 Ali Esmaieeli Sikaroudi , Chiwoo Park

Scaling hyperparameter optimisation to very large datasets remains an open problem in the Gaussian process community. This paper focuses on iterative methods, which use linear system solvers, like conjugate gradients, alternating…

Machine Learning · Computer Science 2025-01-14 Jihao Andreas Lin , Shreyas Padhy , Bruno Mlodozeniec , Javier Antorán , José Miguel Hernández-Lobato

This paper aims to solve numerically the two-dimensional inverse medium scattering problem with far-field data. This is a challenging task due to the severe ill-posedness and strong nonlinearity of the inverse problem. As already known, it…

Numerical Analysis · Mathematics 2025-09-25 Kai Li , Bo Zhang , Haiwen Zhang

Stochastic processes are a flexible and widely used family of models for statistical modeling. While stochastic processes offer attractive properties such as inclusion of uncertainty properties, their inference is typically intractable,…

Methodology · Statistics 2026-02-10 Teemu Härkönen , Simo Särkkä

Meta-learning that uses implicit gradient have provided an exciting alternative to standard techniques which depend on the trajectory of the inner loop training. Implicit meta-learning (IML), however, require computing $2^{nd}$ order…

Machine Learning · Computer Science 2023-10-31 Fady Rezk

In this paper, we provide a novel method for the estimation of unknown parameters of the Gaussian Mixture Model (GMM) in Positron Emission Tomography (PET). A vast majority of PET imaging methods are based on reconstruction model that is…

Signal Processing · Electrical Eng. & Systems 2023-06-30 Tomislav Matulić , Damir Seršić

In randomized trials, repeated measures of the outcome are routinely collected. The mixed model for repeated measures (MMRM) leverages the information from these repeated outcome measures, and is often used for the primary analysis to…

Methodology · Statistics 2023-07-20 Bingkai Wang , Yu Du

Deep neural network approaches to inverse imaging problems have produced impressive results in the last few years. In this paper, we consider the use of generative models in a variational regularisation approach to inverse problems. The…

Image and Video Processing · Electrical Eng. & Systems 2022-06-22 Margaret Duff , Neill D. F. Campbell , Matthias J. Ehrhardt

Monte Carlo maximum likelihood (MCML) provides an elegant approach to find maximum likelihood estimators (MLEs) for latent variable models. However, MCML algorithms are computationally expensive when the latent variables are…

Computation · Statistics 2020-08-05 Jaewoo Park , Murali Haran

This work addresses the fundamental linear inverse problem in compressive sensing (CS) by introducing a new type of regularizing generative prior. Our proposed method utilizes ideas from classical dictionary-based CS and, in particular,…

Machine Learning · Statistics 2024-11-15 Benedikt Böck , Sadaf Syed , Wolfgang Utschick

In this paper, we study the inverse acoustic medium scattering problem to reconstruct the unknown inhomogeneous medium from far field patterns of scattered waves. We propose the reconstruction scheme based on the Kalman filter, which…

Analysis of PDEs · Mathematics 2021-10-19 Takashi Furuya , Roland Potthast

The envelope model provides a dimension-reduction framework for multivariate linear regression. However, existing envelope methods typically assume normally distributed random errors and do not accommodate repeated measures in longitudinal…

Methodology · Statistics 2025-12-11 Peng Zeng , Yushan Mu

Ill-posed linear inverse problems arise frequently in various applications, from computational photography to medical imaging. A recent line of research exploits Bayesian inference with informative priors to handle the ill-posedness of such…

Machine Learning · Statistics 2023-10-27 Gabriel Cardoso , Yazid Janati El Idrissi , Sylvain Le Corff , Eric Moulines