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This paper presents a new Bayesian collaborative sparse regression method for linear unmixing of hyperspectral images. Our contribution is twofold; first, we propose a new Bayesian model for structured sparse regression in which the…

Computation · Statistics 2023-07-19 Yoann Altmann , Marcelo Pereyra , Jose Bioucas-Dias

Convex clustering is a well-regarded clustering method, resembling the similar centroid-based approach of Lloyd's $k$-means, without requiring a predefined cluster count. It starts with each data point as its centroid and iteratively merges…

Machine Learning · Statistics 2026-05-15 Shubhayan Pan , Kushal Bose , Debolina Paul , Saptarshi Chakraborty , Swagatam Das

Constraints are a natural choice for prior information in Bayesian inference. In various applications, the parameters of interest lie on the boundary of the constraint set. In this paper, we use a method that implicitly defines a…

Statistics Theory · Mathematics 2022-09-27 Jasper Marijn Everink , Yiqiu Dong , Martin Skovgaard Andersen

Common clustering methods, such as $k$-means and convex clustering, group similar vector-valued observations into clusters. However, with the increasing prevalence of matrix-valued observations, which often exhibit low rank characteristics,…

Optimization and Control · Mathematics 2024-12-24 Meixia Lin , Yangjing Zhang

The use of a finite mixture of normal distributions in model-based clustering allows to capture non-Gaussian data clusters. However, identifying the clusters from the normal components is challenging and in general either achieved by…

Methodology · Statistics 2016-06-21 Gertraud Malsiner-Walli , Sylvia Frühwirth-Schnatter , Bettina Grün

Clustering high-dimensional data often requires some form of dimensionality reduction, where clustered variables are separated from "noise-looking" variables. We cast this problem as finding a low-dimensional projection of the data which is…

Machine Learning · Statistics 2016-08-30 Nicolas Flammarion , Balamurugan Palaniappan , Francis Bach

The cumulative shrinkage process is an increasing shrinkage prior that can be employed within models in which additional terms are supposed to play a progressively negligible role. A natural application is to Gaussian factor models, where…

Computation · Statistics 2020-08-13 Sirio Legramanti

In this paper, we propose a scalable Bayesian method for sparse covariance matrix estimation by incorporating a continuous shrinkage prior with a screening procedure. In the first step of the procedure, the off-diagonal elements with small…

Methodology · Statistics 2023-11-22 Kyoungjae Lee , Seongil Jo , Kyeongwon Lee , Jaeyong Lee

In cluster analysis interest lies in probabilistically capturing partitions of individuals, items or observations into groups, such that those belonging to the same group share similar attributes or relational profiles. Bayesian posterior…

Methodology · Statistics 2017-03-23 Riccardo Rastelli , Nial Friel

As we aim at alleviating the curse of high-dimensionality, subspace learning is becoming more popular. Existing approaches use either information about global or local structure of the data, and few studies simultaneously focus on global…

Machine Learning · Computer Science 2015-10-20 Nan Zhou , Yangyang Xu , Hong Cheng , Jun Fang , Witold Pedrycz

Variable selection in cluster analysis is important yet challenging. It can be achieved by regularization methods, which realize a trade-off between the clustering accuracy and the number of selected variables by using a lasso-type penalty.…

Methodology · Statistics 2016-12-23 Marbac Matthieu , Sedki Mohammed

Sparse functional data frequently arise in real-world applications, posing significant challenges for accurate classification. To address this, we propose a novel classification method that integrates functional principal component analysis…

Computation · Statistics 2025-03-17 Ahmad Talafha

This paper develops a slice sampler for Bayesian linear regression models with arbitrary priors. The new sampler has two advantages over current approaches. One, it is faster than many custom implementations that rely on auxiliary latent…

Computation · Statistics 2018-06-18 P. Richard Hahn , Jingyu He , Hedibert Lopes

In the sparse normal means model, convergence of the Bayesian posterior distribution associated to spike and slab prior distributions is considered. The key sparsity hyperparameter is calibrated via marginal maximum likelihood empirical…

Statistics Theory · Mathematics 2018-10-17 Ismaël Castillo , Romain Mismer

Over the last decade, a large variety of clustering algorithms have been developed to detect coregulatory relationships among genes from microarray gene expression data. Model based clustering approaches have emerged as statistically well…

Quantitative Methods · Quantitative Biology 2008-01-15 Anagha Joshi , Yves Van de Peer , Tom Michoel

l1 reweighting algorithms are very popular in sparse signal recovery and compressed sensing, since in the practice they have been observed to outperform classical l1 methods. Nevertheless, the theoretical analysis of their convergence is a…

Machine Learning · Computer Science 2018-12-10 Sophie M. Fosson

Variable selection techniques have become increasingly popular amongst statisticians due to an increased number of regression and classification applications involving high-dimensional data where we expect some predictors to be unimportant.…

Methodology · Statistics 2010-09-20 Anthony Lee , Francois Caron , Arnaud Doucet , Chris Holmes

Sparse modelling or model selection with categorical data is challenging even for a moderate number of variables, because one parameter is roughly needed to encode one category or level. The Group Lasso is a well known efficient algorithm…

Methodology · Statistics 2022-11-14 Szymon Nowakowski , Piotr Pokarowski , Wojciech Rejchel , Agnieszka Sołtys

We develop a class of rules spanning the range between quadratic discriminant analysis and naive Bayes, through a path of sparse graphical models. A group lasso penalty is used to introduce shrinkage and encourage a similar pattern of…

Machine Learning · Statistics 2016-10-20 Ya Le , Trevor Hastie

Sparse Bayesian learning (SBL) is a popular approach to sparse signal recovery in compressed sensing (CS). In SBL, the signal sparsity information is exploited by assuming a sparsity-inducing prior for the signal that is then estimated…

Information Theory · Computer Science 2012-09-03 Zai Yang , Lihua Xie , Cishen Zhang