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We study the problem of downlink channel estimation in multi-user massive multiple input multiple output (MIMO) systems. To this end, we consider a Bayesian compressive sensing approach in which the clustered sparse structure of the channel…

Information Theory · Computer Science 2021-06-08 Mohammed Rashid , Mort Naraghi-Pour

Bayesian inference is a popular method to build learning algorithms but it is hampered by the fact that its key object, the posterior probability distribution, is often uncomputable. Expectation Propagation (EP) (Minka (2001)) is a popular…

Machine Learning · Statistics 2016-12-16 Guillaume P. Dehaene

Bayesian shrinkage methods have generated a lot of recent interest as tools for high-dimensional regression and model selection. These methods naturally facilitate tractable uncertainty quantification and incorporation of prior information.…

Methodology · Statistics 2017-04-21 Bala Rajaratnam , Doug Sparks , Kshitij Khare , Liyuan Zhang

Latent factor models are the canonical statistical tool for exploratory analyses of low-dimensional linear structure for an observation matrix with p features across n samples. We develop a structured Bayesian group factor analysis model…

Methodology · Statistics 2015-11-12 Shiwen Zhao , Chuan Gao , Sayan Mukherjee , Barbara E Engelhardt

Motivation: Modelling methods that find structure in data are necessary with the current large volumes of genomic data, and there have been various efforts to find subsets of genes exhibiting consistent patterns over subsets of treatments.…

Machine Learning · Computer Science 2016-09-15 Kerstin Bunte , Eemeli Leppäaho , Inka Saarinen , Samuel Kaski

In this paper, we study the Bayesian multi-task variable selection problem, where the goal is to select activated variables for multiple related data sets simultaneously. Our proposed method generalizes the spike-and-slab prior to multiple…

Methodology · Statistics 2023-08-15 Guanxun Li , Quan Zhou

We propose a compressed sensing algorithm termed variance state propagation (VSP) for block-sparse signals, i.e., sparse signals that have nonzero coefficients occurring in clusters. The VSP algorithm is developed under the Bayesian…

Signal Processing · Electrical Eng. & Systems 2020-06-24 Mingchen Zhang , Xiaojun Yuan , Zhen-Qing He

In this paper, we address the problem of conducting statistical inference in settings involving large-scale data that may be high-dimensional and contaminated by outliers. The high volume and dimensionality of the data require distributed…

Machine Learning · Statistics 2022-11-30 Emadaldin Mozafari-Majd , Visa Koivunen

Exact inference in the linear regression model with spike and slab priors is often intractable. Expectation propagation (EP) can be used for approximate inference. However, the regular sequential form of EP (R-EP) may fail to converge in…

Machine Learning · Statistics 2011-12-13 José Miguel Hernández-Lobato , Daniel Hernández-Lobato

We consider the problem of recovering two-dimensional (2-D) block-sparse signals with \emph{unknown} cluster patterns. Two-dimensional block-sparse patterns arise naturally in many practical applications such as foreground detection and…

Information Theory · Computer Science 2016-05-25 Jun Fang , Lizao Zhang , Hongbin Li

In this paper a new Bayesian model for sparse linear regression with a spatio-temporal structure is proposed. It incorporates the structural assumptions based on a hierarchical Gaussian process prior for spike and slab coefficients. We…

Machine Learning · Statistics 2017-05-01 Danil Kuzin , Olga Isupova , Lyudmila Mihaylova

This paper proposes a novel Extended Particle Swarm Optimization model (EPSO) that potentially enhances the search process of PSO for optimization problem. Evidently, gene expression profiles are significantly important measurement factor…

Neural and Evolutionary Computing · Computer Science 2020-08-11 Ali Hakem Alsaeedi , Adil L. Albukhnefis , Dhiah Al-Shammary , Muntasir Al-Asfoor

High-dimensional genetic covariate selection in population pharmacokinetic (PK) models is challenging due to the cohort's restricted size and high correlation among single-nucleotide polymorphisms (SNPs). We propose a fully Bayesian,…

Applications · Statistics 2026-04-17 Julien Martinelli , Ibtissem Rebai , David W. Haas , Julie Bertrand

The Sparse Generalized Eigenvalue Problem (sGEP), a pervasive challenge in statistical learning methods including sparse principal component analysis, sparse Fisher's discriminant analysis, and sparse canonical correlation analysis,…

Optimization and Control · Mathematics 2023-08-24 Qia Li , Jianmin Liao , Lixin Shen , Na Zhang

Inducing-point-based sparse variational Gaussian processes have become the standard workhorse for scaling up GP models. Recent advances show that these methods can be improved by introducing a diagonal scaling matrix to the conditional…

Machine Learning · Statistics 2025-07-04 Thang D. Bui , Michalis K. Titsias

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…

Machine Learning · Computer Science 2024-04-23 Da Long , Wei W. Xing , Aditi S. Krishnapriyan , Robert M. Kirby , Shandian Zhe , Michael W. Mahoney

Choosing between classical and Bayesian sparse regression methods involves a real trade-off: penalized estimators like Lasso run in milliseconds but give no uncertainty estimates,while Horseshoe and Spike-and-Slab priors produce full…

Machine Learning · Computer Science 2026-05-05 Hao Xiao

This paper examines the effectiveness of a sparse Bayesian algorithm to estimate multivariate autoregressive coefficients when a large amount of background interference exists. This paper employs computer experiments to compare two methods…

Applications · Statistics 2012-11-15 Kensuke Sekihara , Hagai Attias , Julia P. Owen , Srikantan S. Nagarajan

This paper presents a new variable selection approach integrated with Gaussian process (GP) regression. We consider a sparse projection of input variables and a general stationary covariance model that depends on the Euclidean distance…

Machine Learning · Computer Science 2020-08-26 Chiwoo Park , David J. Borth , Nicholas S. Wilson , Chad N. Hunter

There has been increased research interest in the subfield of sparse Bayesian factor analysis with shrinkage priors, which achieve additional sparsity beyond the natural parsimonity of factor models. In this spirit, we estimate the number…

Methodology · Statistics 2023-01-18 Sylvia Frühwirth-Schnatter , Darjus Hosszejni , Hedibert Freitas Lopes
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