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We study Bayesian estimation of finite mixture models in a general setup where the number of components is unknown and allowed to grow with the sample size. An assumption on growing number of components is a natural one as the degree of…

Statistics Theory · Mathematics 2022-03-18 Ilsang Ohn , Lizhen Lin

We propose novel Bayesian Dynamic Clustering Factor Models (BDCFM) for the analysis of multivariate longitudinal data. BDCFM combines factor models with hidden Markov models to concomitantly perform dimension reduction, clustering, and…

Methodology · Statistics 2025-05-28 Tsering Dolkar , Marco A. R. Ferreira , Hwasoo Shin , Allison N. Tegge

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

Time-delayed differential equations (TDDEs) are widely used to model complex dynamic systems where future states depend on past states with a delay. However, inferring the underlying TDDEs from observed data remains a challenging problem…

Machine Learning · Statistics 2025-01-07 Debangshu Chowdhury , Souvik Chakraborty

Deep Neural Networks (DNNs) have aroused great attention in Compressed Sensing (CS) restoration. However, the working mechanism of DNNs is not explainable, thereby it is unclear that how to design an optimal DNNs for CS restoration. In this…

Signal Processing · Electrical Eng. & Systems 2019-02-26 Xinjie Lan , Xin Guo , Kenneth E. Barner

We investigate an empirical Bayesian nonparametric approach to a family of linear inverse problems with Gaussian prior and Gaussian noise. We consider a class of Gaussian prior probability measures with covariance operator indexed by a…

Statistics Theory · Mathematics 2021-02-23 Junxiong Jia , Jigen Peng , Jinghuai Gao

Data compression plays an important role to deal with high volumes of DNA sequences in the field of Bioinformatics. Again data compression techniques directly affect the alignment of DNA sequences. So the time needed to decompress a…

Computational Engineering, Finance, and Science · Computer Science 2012-11-13 Subhankar Roy , Sunirmal Khatua , Sudipta Roy , Samir K. Bandyopadhyay

Compressed sensing (CS) with prior information concerns the problem of reconstructing a sparse signal with the aid of a similar signal which is known beforehand. We consider a new approach to integrate the prior information into CS via…

Information Theory · Computer Science 2017-05-23 Xu Zhang , Wei Cui , Yulong Liu

The use of Bayesian methods in large-scale data settings is attractive because of the rich hierarchical models, uncertainty quantification, and prior specification they provide. Standard Bayesian inference algorithms are computationally…

Computation · Statistics 2017-02-07 Jonathan H. Huggins , Trevor Campbell , Tamara Broderick

We study how the posterior contraction rate under a Gaussian process (GP) prior depends on the intrinsic dimension of the predictors and the smoothness of the regression function. An open question is whether a generic GP prior that does not…

Statistics Theory · Mathematics 2025-06-26 Tao Tang , Nan Wu , Xiuyuan Cheng , David Dunson

Approximate Bayesian computation (ABC) is a set of techniques for Bayesian inference when the likelihood is intractable but sampling from the model is possible. This work presents a simple yet effective ABC algorithm based on the…

Computation · Statistics 2019-03-01 Yanzhi Chen , Michael U. Gutmann

Bayesian methods in machine learning, such as Gaussian processes, have great advantages com-pared to other techniques. In particular, they provide estimates of the uncertainty associated with a prediction. Extending the Bayesian approach to…

Quantum Physics · Physics 2019-05-20 Zhikuan Zhao , Alejandro Pozas-Kerstjens , Patrick Rebentrost , Peter Wittek

To find New Physics or to refine our knowledge of the Standard Model at the LHC is an enterprise that involves many factors. We focus on taking advantage of available information and pour our effort in re-thinking the usual data-driven ABCD…

High Energy Physics - Phenomenology · Physics 2024-09-26 Ezequiel Alvarez , Leandro Da Rold , Manuel Szewc , Alejandro Szynkman , Santiago A. Tanco , Tatiana Tarutina

Telehealth and wearable equipment can deliver personal healthcare and necessary treatment remotely. One major challenge is transmitting large amount of biosignals through wireless networks. The limited battery life calls for low-power data…

Information Theory · Computer Science 2013-11-19 Benyuan Liu , Zhilin Zhang , Hongqi Fan , Qiang Fu

Current causal discovery approaches require restrictive model assumptions in the absence of interventional data to ensure structure identifiability. These assumptions often do not hold in real-world applications leading to a loss of…

Machine Learning · Statistics 2025-06-25 Anish Dhir , Ruby Sedgwick , Avinash Kori , Ben Glocker , Mark van der Wilk

Bayesian inference allows machine learning models to express uncertainty. Current machine learning models use only a single learnable parameter combination when making predictions, and as a result are highly overconfident when their…

Machine Learning · Computer Science 2022-02-23 Andrew Wood , Moshik Hershcovitch , Daniel Waddington , Sarel Cohen , Peter Chin

Machine learning models have achieved human-level performance on various tasks. This success comes at a high cost of computation and storage overhead, which makes machine learning algorithms difficult to deploy on edge devices. Typically,…

Machine Learning · Computer Science 2021-11-12 Giuseppina Carannante , Dimah Dera , Ghulam Rasool , Nidhal C. Bouaynaya

One of the major challenges in the Bayesian solution of inverse problems governed by partial differential equations (PDEs) is the computational cost of repeatedly evaluating numerical PDE models, as required by Markov chain Monte Carlo…

Computation · Statistics 2016-05-03 Tiangang Cui , Youssef M. Marzouk , Karen E. Willcox

Prior information often takes the form of parameter constraints. Bayesian methods include such information through prior distributions having constrained support. By using posterior sampling algorithms, one can quantify uncertainty without…

Methodology · Statistics 2018-09-25 Leo L Duan , Alexander L Young , Akihiko Nishimura , David B Dunson

Using quasi-Newton methods in stochastic optimization is not a trivial task given the difficulty of extracting curvature information from the noisy gradients. Moreover, pre-conditioning noisy gradient observations tend to amplify the noise.…

Optimization and Control · Mathematics 2024-04-02 Andre Carlon , Luis Espath , Raul Tempone