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We consider probabilistic multinomial probit classification using Gaussian process (GP) priors. The challenges with the multiclass GP classification are the integration over the non-Gaussian posterior distribution, and the increase of the…

Machine Learning · Statistics 2013-03-28 Jaakko Riihimäki , Pasi Jylänki , Aki Vehtari

We propose a general algorithmic framework for Bayesian model selection. A spike-and-slab Laplacian prior is introduced to model the underlying structural assumption. Using the notion of effective resistance, we derive an EM-type algorithm…

Methodology · Statistics 2020-06-19 Youngseok Kim , Chao Gao

Exponential family distributions are highly useful in machine learning since their calculation can be performed efficiently through natural parameters. The exponential family has recently been extended to the t-exponential family, which…

Machine Learning · Statistics 2017-05-30 Futoshi Futami , Issei Sato , Masashi Sugiyama

We investigate a turbo soft detector based on the expectation propagation (EP) algorithm for large-scale multiple-input multiple-output (MIMO) systems. Optimal detection in MIMO systems becomes computationally unfeasible for high-order…

Signal Processing · Electrical Eng. & Systems 2019-01-11 Irene Santos , Juan José Murillo-Fuentes

We propose an efficient nonparametric strategy for learning a message operator in expectation propagation (EP), which takes as input the set of incoming messages to a factor node, and produces an outgoing message as output. This learned…

The fundamental problem of line spectral estimation (LSE) using the expectation propagation (EP) method is studied. Previous approaches estimate the model order sequentially, limiting their practical utility in scenarios with large…

Information Theory · Computer Science 2025-02-24 Jiang Zhu , Xupeng Lei , Mihai Alin-Badiu , Fengzhong Qu

This paper presents a new deterministic approximation technique in Bayesian networks. This method, "Expectation Propagation", unifies two previous techniques: assumed-density filtering, an extension of the Kalman filter, and loopy belief…

Artificial Intelligence · Computer Science 2013-01-14 Thomas P. Minka

In this paper we propose a smoothing turbo equalizer based on the expectation propagation (EP) algorithm with quite improved performance compared to the Kalman smoother, at similar complexity. In scenarios where high-order modulations…

Signal Processing · Electrical Eng. & Systems 2019-02-05 Irene Santos , Juan José Murillo-Fuentes , Eva Arias-de-Reyna

Deep directed generative models have attracted much attention recently due to their expressive representation power and the ability of ancestral sampling. One major difficulty of learning directed models with many latent variables is the…

Machine Learning · Computer Science 2015-06-16 Siqi Nie , Qiang Ji

Bayesian variable selection methods are powerful techniques for fitting and inferring on sparse high-dimensional linear regression models. However, many are computationally intensive or require restrictive prior distributions on model…

Methodology · Statistics 2023-10-10 Alexander C. McLain , Anja Zgodic , Howard Bondell

We describe expectation propagation for approximate inference in dynamic Bayesian networks as a natural extension of Pearl s exact belief propagation.Expectation propagation IS a greedy algorithm, converges IN many practical cases, but NOT…

Artificial Intelligence · Computer Science 2013-01-07 Tom Heskes , Onno Zoeter

The smoothing distribution of dynamic probit models with Gaussian state dynamics was recently proved to belong to the unified skew-normal family. Although this is computationally tractable in small-to-moderate settings, it may become…

Computation · Statistics 2023-09-06 Niccolò Anceschi , Augusto Fasano , Giovanni Rebaudo

In recent years there has been a flurry of works on learning Bayesian networks from data. One of the hard problems in this area is how to effectively learn the structure of a belief network from incomplete data- that is, in the presence of…

Machine Learning · Computer Science 2013-02-01 Nir Friedman

Incomplete data are a common feature in many domains, from clinical trials to industrial applications. Bayesian networks (BNs) are often used in these domains because of their graphical and causal interpretations. BN parameter learning from…

Machine Learning · Statistics 2025-01-13 Andrea Ruggieri , Francesco Stranieri , Fabio Stella , Marco Scutari

Equilibrium Propagation (EP) is an algorithm intrinsically adapted to the training of physical networks, thanks to the local updates of weights given by the internal dynamics of the system. However, the construction of such a hardware…

Neural and Evolutionary Computing · Computer Science 2021-04-20 Jérémie Laydevant , Maxence Ernoult , Damien Querlioz , Julie Grollier

We investigate an existing distributed algorithm for learning sparse signals or data over networks. The algorithm is iterative and exchanges intermediate estimates of a sparse signal over a network. This learning strategy using exchange of…

Machine Learning · Statistics 2017-09-25 Ahmed Zaki , Partha P. Mitra , Lars K. Rasmussen , Saikat Chatterjee

Sparse deep learning aims to address the challenge of huge storage consumption by deep neural networks, and to recover the sparse structure of target functions. Although tremendous empirical successes have been achieved, most sparse deep…

Machine Learning · Statistics 2020-11-17 Jincheng Bai , Qifan Song , Guang Cheng

In distributed learning, the goal is to perform a learning task over data distributed across multiple nodes with minimal (expensive) communication. Prior work (Daume III et al., 2012) proposes a general model that bounds the communication…

Machine Learning · Computer Science 2012-04-17 Hal Daume , Jeff M. Phillips , Avishek Saha , Suresh Venkatasubramanian

In this paper, Bayesian parameter estimation through the consideration of the Maximum A Posteriori (MAP) criterion is revisited under the prism of the Expectation-Maximization (EM) algorithm. By incorporating a sparsity-promoting penalty…

Systems and Control · Computer Science 2015-08-06 Rodrigo Carvajal , Juan C. Agüero , Boris I. Godoy , Dimitrios Katselis

We propose a novel algorithm to solve the expectation propagation relaxation of Bayesian inference for continuous-variable graphical models. In contrast to most previous algorithms, our method is provably convergent. By marrying convergent…

Machine Learning · Statistics 2010-12-17 Matthias W. Seeger , Hannes Nickisch