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This work introduces a Bayesian methodology for fitting large discrete graphical models with spike-and-slab priors to encode sparsity. We consider a quasi-likelihood approach that enables node-wise parallel computation resulting in reduced…
Bayesian neural networks (BNNs) offer uncertainty quantification but come with the downside of substantially increased training and inference costs. Sparse BNNs have been investigated for efficient inference, typically by either slowly…
Bayesian model reduction provides an efficient approach for comparing the performance of all nested sub-models of a model, without re-evaluating any of these sub-models. Until now, Bayesian model reduction has been applied mainly in the…
Substantial research on structured sparsity has contributed to analysis of many different applications. However, there have been few Bayesian procedures among this work. Here, we develop a Bayesian model for structured sparsity that uses a…
Sparsity helps reduce the computational complexity of deep neural networks by skipping zeros. Taking advantage of sparsity is listed as a high priority in next generation DNN accelerators such as TPU. The structure of sparsity, i.e., the…
Variable selection in the linear regression model takes many apparent faces from both frequentist and Bayesian standpoints. In this paper we introduce a variable selection method referred to as a rescaled spike and slab model. We study the…
In high-dimensional settings, sparse structures are critical for efficiency in term of memory and computation complexity. For a linear system, to find the sparsest solution provided with an over-complete dictionary of features directly is…
Many real-life applications involve estimation of curves that exhibit complicated shapes including jumps or varying-frequency oscillations. Practical methods have been devised that can adapt to a locally varying complexity of an unknown…
Knot-based, sparse Gaussian processes have enjoyed considerable success as scalable approximations to full Gaussian processes. Problems can occur, however, when knot selection is done by optimizing the marginal likelihood. For example, the…
Latent space models (LSMs) are frequently used to model network data by embedding a network's nodes into a low-dimensional latent space; however, choosing the dimension of this space remains a challenge. To this end, we begin by formalizing…
In the present work, we consider variable selection and shrinkage for the Gaussian dynamic linear regression within a Bayesian framework. In particular, we propose a novel method that allows for time-varying sparsity, based on an extension…
Neural network sparsification is a promising avenue to save computational time and memory costs, especially in an age where many successful AI models are becoming too large to na\"ively deploy on consumer hardware. While much work has…
In this article, we propose a new class of priors for Bayesian inference with multiple Gaussian graphical models. We introduce fully Bayesian treatments of two popular procedures, the group graphical lasso and the fused graphical lasso, and…
Random pruning is arguably the most naive way to attain sparsity in neural networks, but has been deemed uncompetitive by either post-training pruning or sparse training. In this paper, we focus on sparse training and highlight a perhaps…
Deep learning's immense capabilities are often constrained by the complexity of its models, leading to an increasing demand for effective sparsification techniques. Bayesian sparsification for deep learning emerges as a crucial approach,…
We present a novel network pruning algorithm called Dynamic Sparse Training that can jointly find the optimal network parameters and sparse network structure in a unified optimization process with trainable pruning thresholds. These…
The emergence of deep and large-scale spiking neural networks (SNNs) exhibiting high performance across diverse complex datasets has led to a need for compressing network models due to the presence of a significant number of redundant…
In the context of a high-dimensional linear regression model, we propose the use of an empirical correlation-adaptive prior that makes use of information in the observed predictor variable matrix to adaptively address high collinearity,…
We consider a novel Bayesian approach to estimation, uncertainty quantification, and variable selection for a high-dimensional linear regression model under sparsity. The number of predictors can be nearly exponentially large relative to…
We develop a Bayesian variable selection method, called SVEN, based on a hierarchical Gaussian linear model with priors placed on the regression coefficients as well as on the model space. Sparsity is achieved by using degenerate spike…