Related papers: Covariance-Free Sparse Bayesian Learning

Given a sample covariance matrix, we examine the problem of maximizing the variance explained by a linear combination of the input variables while constraining the number of nonzero coefficients in this combination. This is known as sparse…

Sparse coding algorithm is an learning algorithm mainly for unsupervised feature for finding succinct, a little above high - level Representation of inputs, and it has successfully given a way for Deep learning. Our objective is to use High…

A novel Gaussian mixture model (GMM) aided sparse Bayesian learning (SBL) framework is proposed for channel state information (CSI) estimation in orthogonal time-frequency space (OTFS) modulated systems. The key attribute of the proposed…

This chapter provides a self-contained introduction to the use of Bayesian inference to extract large-scale modular structures from network data, based on the stochastic blockmodel (SBM), as well as its degree-corrected and overlapping…

Sparse coding--that is, modelling data vectors as sparse linear combinations of basis elements--is widely used in machine learning, neuroscience, signal processing, and statistics. This paper focuses on the large-scale matrix factorization…

We propose a Bayesian methodology for estimating spiked covariance matrices with jointly sparse structure in high dimensions. The spiked covariance matrix is reparametrized in terms of the latent factor model, where the loading matrix is…

In this paper we propose a two-level hierarchical Bayesian model and an annealing schedule to re-enable the noise variance learning capability of the fast marginalized Sparse Bayesian Learning Algorithms. The performance such as NMSE and…

Discovering governing equations from data is important to many scientific and engineering applications. Despite promising successes, existing methods are still challenged by data sparsity and noise issues, both of which are ubiquitous in…

Unsupervised feature selection has been always attracting research attention in the communities of machine learning and data mining for decades. In this paper, we propose an unsupervised feature selection method seeking a feature…

Covariance regression offers an effective way to model the large covariance matrix with the auxiliary similarity matrices. In this work, we propose a sparse covariance regression (SCR) approach to handle the potentially high-dimensional…

Sparse representations have been successfully applied to signal processing, computer vision and machine learning. Currently there is a trend to learn sparse models directly on structure data, such as region covariance. However, such methods…

To better understand the spatial structure of large panels of economic and financial time series and provide a guideline for constructing semiparametric models, this paper first considers estimating a large spatial covariance matrix of the…

We introduce a new algorithm, called adaptive sparse backfitting algorithm, for solving high dimensional Sparse Additive Model (SpAM) utilizing symmetric, non-negative definite smoothers. Unlike the previous sparse backfitting algorithm,…

The radio environment map (REM) visually displays the spectrum information over the geographical map and plays a significant role in monitoring, management, and security of spectrum resources.In this paper, we present an efficient 3D REM…

Estimation of covariance matrices is a fundamental problem in multivariate statistics. Recently, growing efforts have focused on incorporating covariate effects into these matrices, facilitating subject-specific estimation. Despite these…

We consider the problem of object recognition with a large number of classes. In order to overcome the low amount of labeled examples available in this setting, we introduce a new feature learning and extraction procedure based on a factor…

It is now widely accepted that knowledge can be acquired from networks by clustering their vertices according to connection profiles. Many methods have been proposed and in this paper we concentrate on the Stochastic Block Model (SBM). The…

We consider the problem of recovering block-sparse signals whose structures are unknown \emph{a priori}. Block-sparse signals with nonzero coefficients occurring in clusters arise naturally in many practical scenarios. However, the…

We consider the problem of estimating high-dimensional covariance matrices of a particular structure, which is a summation of low rank and sparse matrices. This covariance structure has a wide range of applications including factor analysis…

The paper motivates high dimensional smoothing with penalized splines and its numerical calculation in an efficient way. If smoothing is carried out over three or more covariates the classical tensor product spline bases explode in their…