Related papers: Analyzing Relevance Vector Machines using a single…
The probabilistic classification vector machine (PCVM) synthesizes the advantages of both the support vector machine and the relevant vector machine, delivering a sparse Bayesian solution to classification problems. However, the PCVM is…
Propensity Score Matching (PSM) is an useful method to reduce the impact ofTreatment - Selection Bias in the estimation of causal effects in observational studies. After matching, the PSM significantly reduces the sample under…
Within the statistical and machine learning literature, regularization techniques are often used to construct sparse (predictive) models. Most regularization strategies only work for data where all predictors are treated identically, such…
Sparsity-inducing penalties are useful tools to design multiclass support vector machines (SVMs). In this paper, we propose a convex optimization approach for efficiently and exactly solving the multiclass SVM learning problem involving a…
Multi-parameter regression (MPR) modelling refers to the approach whereby covariates are allowed to enter the model through multiple distributional parameters simultaneously. This is in contrast to the standard approaches where covariates…
We address the problem of model selection for Support Vector Machine (SVM) classification. For fixed functional form of the kernel, model selection amounts to tuning kernel parameters and the slack penalty coefficient $C$. We begin by…
Bayesian inference provides principled uncertainty quantification, but accurate posterior sampling with MCMC can be computationally prohibitive for modern applications. Variational inference (VI) offers a scalable alternative and often…
Few Bayesian methods for analyzing high-dimensional sparse survival data provide scalable variable selection, effect estimation and uncertainty quantification. Such methods often either sacrifice uncertainty quantification by computing…
In machine learning, it is common to optimize the parameters of a probabilistic model, modulated by an ad hoc regularization term that penalizes some values of the parameters. Regularization terms appear naturally in Variational Inference,…
Support vector machine (SVM), is a popular kernel method for data classification that demonstrated its efficiency for a large range of practical applications. The method suffers, however, from some weaknesses including; time processing,…
The spatial error model (SEM) is a type of simultaneous autoregressive (SAR) model for analysing spatially correlated data. Markov chain Monte Carlo (MCMC) is one of the most widely used Bayesian methods for estimating SEM, but it has…
Evaluation of search engines relies on assessments of search results for selected test queries, from which we would ideally like to draw conclusions in terms of relevance of the results for general (e.g., future, unknown) users. In practice…
Many statistical methods have been proposed for variable selection in the past century, but few balance inference and prediction tasks well. Here we report on a novel variable selection approach called Penalized regression with…
Raven's Progressive Matrices (RPMs) are frequently used in evaluating human's visual reasoning ability. Researchers have made considerable efforts in developing systems to automatically solve the RPM problem, often through a black-box…
In a longitudinal study, measures of key variables might be incomplete or partially recorded due to drop-out, loss to follow-up, or early termination of the study occurring before the advent of the event of interest. In this paper, we focus…
This paper presents the Relevance Feature and Vector Machine (RFVM), a novel model that addresses the challenges of the fat-data problem when dealing with clinical prospective studies. The fat-data problem refers to the limitations of…
Bayes' rule describes how to infer posterior beliefs about latent variables given observations, and inference is a critical step in learning algorithms for latent variable models (LVMs). Although there are exact algorithms for inference and…
Sparse support vector machine (SVM) is a popular classification technique that can simultaneously learn a small set of the most interpretable features and identify the support vectors. It has achieved great successes in many real-world…
Support vector machine (SVM) is a well-known statistical technique for classification problems in machine learning and other fields. An important question for SVM is the selection of covariates (or features) for the model. Many studies have…
Using a Bayesian approach, we consider the problem of recovering sparse signals under additive sparse and dense noise. Typically, sparse noise models outliers, impulse bursts or data loss. To handle sparse noise, existing methods…