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Sparse Bayesian learning (SBL) is a powerful framework for tackling the sparse coding problem. However, the most popular inference algorithms for SBL become too expensive for high-dimensional settings, due to the need to store and compute a…

Signal Processing · Electrical Eng. & Systems 2022-02-28 Alexander Lin , Andrew H. Song , Berkin Bilgic , Demba Ba

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…

Information Theory · Computer Science 2023-04-11 Lan V. Truong

We consider machine learning techniques to develop low-latency approximate solutions to a class of inverse problems. More precisely, we use a probabilistic approach for the problem of recovering sparse stochastic signals that are members of…

Information Theory · Computer Science 2016-09-06 Steffen Limmer , Sławomir Stańczak

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

We present a novel approach to the formulation and the resolution of sparse Linear Discriminant Analysis (LDA). Our proposal, is based on penalized Optimal Scoring. It has an exact equivalence with penalized LDA, contrary to the multi-class…

Machine Learning · Computer Science 2012-07-03 Luis Francisco Sanchez Merchante , Yves Grandvalet , Gerrad Govaert

We consider the problem of modeling multivariate time series with parsimonious dynamical models which can be represented as sparse dynamic Bayesian networks with few latent nodes. This structure translates into a sparse plus low rank model.…

Optimization and Control · Mathematics 2015-09-29 Mattia Zorzi , Alessandro Chiuso

Recent studies have utilized sparse classifications to predict categorical variables from high-dimensional brain activity signals to expose human's intentions and mental states, selecting the relevant features automatically in the model…

Machine Learning · Computer Science 2025-08-07 Yuanhao Li , Badong Chen , Yuxi Shi , Natsue Yoshimura , Yasuharu Koike

Gaussian graphical models are widely used to infer dependence structures. Bayesian methods are appealing to quantify uncertainty associated with structural learning, i.e., the plausibility of conditional independence statements given the…

Methodology · Statistics 2025-11-05 Deborah Sulem , Jack Jewson , David Rossell

Sparse regression is frequently employed in diverse scientific settings as a feature selection method. A pervasive aspect of scientific data that hampers both feature selection and estimation is the presence of strong correlations between…

Methodology · Statistics 2021-03-25 Ankit Kumar , Sharmodeep Bhattacharyya , Kristofer Bouchard

In the context of Gaussian process regression with functional inputs, it is common to treat the input as a vector. The parameter space becomes prohibitively complex as the number of functional points increases, effectively becoming a…

Methodology · Statistics 2022-09-02 Luis Damiano , Margaret Johnson , Joaquim Teixeira , Max D. Morris , Jarad Niemi

Sparse training reduces the memory and computational costs of deep neural networks. However, sparse optimization methods, e.g., those adding an $\ell_1$ penalty, often control sparsity only indirectly through a regularization parameter…

Machine Learning · Computer Science 2026-05-21 Ahmad Aloradi , Tim Roith , Emanuël A. P. Habets , Daniel Tenbrinck

This paper treats the problem of minimizing a general continuously differentiable function subject to sparsity constraints. We present and analyze several different optimality criteria which are based on the notions of stationarity and…

Information Theory · Computer Science 2012-03-22 Amir Beck , Yonina C. Eldar

Sparse learning has been widely studied to capture critical information from enormous data sources in the filed of system identification. Often, it is essential to understand internal working mechanisms of unknown systems (e.g. biological…

Signal Processing · Electrical Eng. & Systems 2020-08-11 Junlin Li , Wei Zhou , Cheng Cheng

A nonparanormal graphical model is a semiparametric generalization of a Gaussian graphical model for continuous variables in which it is assumed that the variables follow a Gaussian graphical model only after some unknown smooth monotone…

Methodology · Statistics 2021-02-23 Jami J. Mulgrave , Subhashis Ghosal

Although sparse training has been successfully used in various resource-limited deep learning tasks to save memory, accelerate training, and reduce inference time, the reliability of the produced sparse models remains unexplored. Previous…

Machine Learning · Computer Science 2023-03-02 Bowen Lei , Ruqi Zhang , Dongkuan Xu , Bani Mallick

We propose a new approach for metric learning by framing it as learning a sparse combination of locally discriminative metrics that are inexpensive to generate from the training data. This flexible framework allows us to naturally derive…

Machine Learning · Computer Science 2019-01-25 Yuan Shi , Aurélien Bellet , Fei Sha

In high-dimensional data, many sparse regression methods have been proposed. However, they may not be robust against outliers. Recently, the use of density power weight has been studied for robust parameter estimation and the corresponding…

Methodology · Statistics 2018-02-14 Takayuki Kawashima , Hironori Fujisawa

This article proposes diffusion LMS strategies for distributed estimation over adaptive networks that are able to exploit sparsity in the underlying system model. The approach relies on convex regularization, common in compressive sensing,…

Machine Learning · Computer Science 2015-06-05 Paolo Di Lorenzo , Ali H. Sayed

This work considers variational Bayesian inference as an inexpensive and scalable alternative to a fully Bayesian approach in the context of sparsity-promoting priors. In particular, the priors considered arise from scale mixtures of Normal…

Computation · Statistics 2022-11-01 Kody J. H. Law , Vitaly Zankin

We introduce a general framework that extends Bayesian inference by allowing the researcher to explicitly encode confidence in each source of uncertainty within the model. This mechanism provides a new handle for model design and…

Methodology · Statistics 2026-05-06 Rafael Mouallem Rosa , Julyan Arbel , Hien Duy Nguyen
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