Related papers: Adaptive Path Interpolation for Sparse Systems: Ap…
In recent years important progress has been achieved towards proving the validity of the replica predictions for the (asymptotic) mutual information (or "free energy") in Bayesian inference problems. The proof techniques that have emerged…
We establish exact asymptotic expressions for the normalized mutual information and minimum mean-square-error (MMSE) of sparse linear regression in the sub-linear sparsity regime. Our result is achieved by a generalization of the adaptive…
We consider scattered data approximation on product regions of equal and different dimensionality. On each of these regions, we assume quasi-uniform but unstructured data sites and construct optimal sparse grids for scattered data…
We rigorously derive a single-letter variational expression for the mutual information of the asymmetric two-groups stochastic block model in the dense graph regime. Existing proofs in the literature are indirect, as they involve mapping…
Deterministic interpolation and quadrature methods are often unsuitable to address Bayesian inverse problems depending on computationally expensive forward mathematical models. While interpolation may give precise posterior approximations,…
We propose new compressive parameter estimation algorithms that make use of polar interpolation to improve the estimator precision. Our work extends previous approaches involving polar interpolation for compressive parameter estimation in…
In this contribution we give a pedagogic introduction to the newly introduced adaptive interpolation method to prove in a simple and unified way replica formulas for Bayesian optimal inference problems. Many aspects of this method can…
This paper considers the problem of interpolating signals defined on graphs. A major presumption considered by many previous approaches to this problem has been lowpass/ band-limitedness of the underlying graph signal. However, inspired by…
In this paper, we adapt the geodesic distance-based recursive filter to the sparse data interpolation problem. The proposed technique is general and can be easily applied to any kind of sparse data. We demonstrate the superiority over other…
Image interpolation is a special case of image super-resolution, where the low-resolution image is directly down-sampled from its high-resolution counterpart without blurring and noise. Therefore, assumptions adopted in super-resolution…
For uncertainty propagation of highly complex and/or nonlinear problems, one must resort to sample-based non-intrusive approaches [1]. In such cases, minimizing the number of function evaluations required to evaluate the response surface is…
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…
The success of the compressed sensing paradigm has shown that a substantial reduction in sampling and storage complexity can be achieved in certain linear and non-adaptive estimation problems. It is therefore an advisable strategy for…
Motivated by distributed machine learning settings such as Federated Learning, we consider the problem of fitting a statistical model across a distributed collection of heterogeneous data sets whose similarity structure is encoded by a…
We study the Electrical Impedance Tomography Bayesian inverse problem for recovering the conductivity given noisy measurements of the voltage on some boundary surface electrodes. The uncertain conductivity depends linearly on a countable…
This work examines the problem of exact data interpolation via sparse (neuron count), infinitely wide, single hidden layer neural networks with leaky rectified linear unit activations. Using the atomic norm framework of [Chandrasekaran et…
In this paper we present a locally and dimension-adaptive sparse grid method for interpolation and integration of high-dimensional functions with discontinuities. The proposed algorithm combines the strengths of the generalised sparse grid…
We study the problem of estimating from data, a sparse approximation to the inverse covariance matrix. Estimating a sparsity constrained inverse covariance matrix is a key component in Gaussian graphical model learning, but one that is…
Approximate inference via information projection has been recently introduced as a general-purpose approach for efficient probabilistic inference given sparse variables. This manuscript goes beyond classical sparsity by proposing efficient…
In this paper we present an algorithm for adaptive sparse grid approximations of quantities of interest computed from discretized partial differential equations. We use adjoint-based a posteriori error estimates of the physical…