Related papers: LS-SVR as a Bayesian RBF network
This study examines the optimal selections of bandwidth and semi-metric for a functional partial linear model. Our proposed method begins by estimating the unknown error density using a kernel density estimator of residuals, where the…
Recent progress in variational inference has paid much attention to the flexibility of variational posteriors. One promising direction is to use implicit distributions, i.e., distributions without tractable densities as the variational…
Stein variational gradient descent (SVGD) and its variants have shown promising successes in approximate inference for complex distributions. In practice, we notice that the kernel used in SVGD-based methods has a decisive effect on the…
We challenge the longstanding assumption that the mean-field approximation for variational inference in Bayesian neural networks is severely restrictive, and show this is not the case in deep networks. We prove several results indicating…
This paper introduces two novel approaches for Online Multi-Task Learning (MTL) Regression Problems. We employ a high performance graph-based MTL formulation and develop two alternative recursive versions based on the Weighted Recursive…
We propose a scalable inference algorithm for Bayes posteriors defined on a reproducing kernel Hilbert space (RKHS). Given a likelihood function and a Gaussian random element representing the prior, the corresponding Bayes posterior measure…
We develop a fully Bayesian framework for function-on-scalars regression with many predictors. The functional data response is modeled nonparametrically using unknown basis functions, which produces a flexible and data-adaptive functional…
We propose a novel Bayesian methodology for inference in functional linear and logistic regression models based on the theory of reproducing kernel Hilbert spaces (RKHS's). We introduce general models that build upon the RKHS generated by…
In an educational setting, a teacher plays a crucial role in various classroom teaching patterns. Similarly, mirroring this aspect of human learning, the learning using privileged information (LUPI) paradigm introduces additional…
We undertake Bayesian learning of the high-dimensional functional relationship between a system parameter vector and an observable, that is in general tensor-valued. The ultimate aim is Bayesian inverse prediction of the system parameters,…
Support vector regression (SVR) is one of the most popular machine learning algorithms aiming to generate the optimal regression curve through maximizing the minimal margin of selected training samples, i.e., support vectors. Recent…
Due to its causal semantics, Bayesian networks (BN) have been widely employed to discover the underlying data relationship in exploratory studies, such as brain research. Despite its success in modeling the probability distribution of…
In this work, we study scaling limits of shallow Bayesian neural networks (BNNs) via their connection to Gaussian processes (GPs), with an emphasis on statistical modeling, identifiability, and scalable inference. We first establish a…
The typical approach for recovery of spatially correlated signals is regularized least squares with a coupled regularization term. In the Bayesian framework, this algorithm is seen as a maximum-a-posterior estimator whose postulated prior…
We consider the optimal approximate posterior over the top-layer weights in a Bayesian neural network for regression, and show that it exhibits strong dependencies on the lower-layer weights. We adapt this result to develop a correlated…
Analysis of brain imaging scans is critical to understanding the way the human brain functions, which can be leveraged to treat injuries and conditions that affect the quality of life for a significant portion of the human population. In…
Nonparametric regression subject to convexity or concavity constraints is increasingly popular in economics, finance, operations research, machine learning, and statistics. However, the conventional convex regression based on the least…
The paper presents a new framework for complex Support Vector Regression as well as Support Vector Machines for quaternary classification. The method exploits the notion of widely linear estimation to model the input-out relation for…
Bayesian deep learning (BDL) has emerged as a principled approach to produce reliable uncertainty estimates by integrating deep neural networks with Bayesian inference, and the selection of informative prior distributions remains a…
Regularized linear regression is central to machine learning, yet its high-dimensional behavior with informative priors remains poorly understood. We provide the first exact asymptotic characterization of training and test risks for maximum…