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Gaussian graphical models (GGMs) are widely used for statistical modeling, because of ease of inference and the ubiquitous use of the normal distribution in practical approximations. However, they are also known for their limited modeling…

Machine Learning · Statistics 2016-11-22 Qinliang Su , Xuejun Liao , Chunyuan Li , Zhe Gan , Lawrence Carin

The L1-regularized Gaussian maximum likelihood estimator (MLE) has been shown to have strong statistical guarantees in recovering a sparse inverse covariance matrix, or alternatively the underlying graph structure of a Gaussian Markov…

Machine Learning · Computer Science 2013-06-14 Cho-Jui Hsieh , Matyas A. Sustik , Inderjit S. Dhillon , Pradeep Ravikumar

We develop a new framework for learning variational autoencoders and other deep generative models that balances generative and discriminative goals. Our framework optimizes model parameters to maximize a variational lower bound on the…

Machine Learning · Computer Science 2020-12-15 Gabriel Hope , Madina Abdrakhmanova , Xiaoyin Chen , Michael C. Hughes , Michael C. Hughes , Erik B. Sudderth

Although there is much recent work developing flexible variational methods for Bayesian computation, Gaussian approximations with structured covariance matrices are often preferred computationally in high-dimensional settings. This paper…

Computation · Statistics 2023-02-08 Robert Salomone , Xuejun Yu , David J. Nott , Robert Kohn

Gaussian process regression is a powerful Bayesian nonlinear regression method. Recent research has enabled the capture of many types of observations using non-Gaussian likelihoods. To deal with various tasks in spatial modeling, we benefit…

Machine Learning · Statistics 2025-08-26 Yuta Shikuri

Estimation of Gaussian graphical models is important in natural science when modeling the statistical relationships between variables in the form of a graph. The sparsity and clustering structure of the concentration matrix is enforced to…

Optimization and Control · Mathematics 2020-04-20 Meixia Lin , Defeng Sun , Kim-Chuan Toh , Chengjing Wang

Despite exceptional predictive performance of Deep sequence models (DSMs), the main concern of their deployment centers around the lack of uncertainty awareness. In contrast, probabilistic models quantify the uncertainty associated with…

Machine Learning · Computer Science 2026-03-03 Wenlong Chen

Deep neural networks with lots of parameters are typically used for large-scale computer vision tasks such as image classification. This is a result of using dense matrix multiplications and convolutions. However, sparse computations are…

Computer Vision and Pattern Recognition · Computer Science 2016-11-22 Suraj Srinivas , Akshayvarun Subramanya , R. Venkatesh Babu

This work introduces a novel approach for generating conditional probabilistic rainfall forecasts with temporal and spatial dependence. A two-step procedure is employed. Firstly, marginal location-specific distributions are jointly…

Methodology · Statistics 2025-03-31 David Huk , Rilwan A. Adewoyin , Ritabrata Dutta

Recently there has been an increasing interest in methods that deal with multiple outputs. This has been motivated partly by frameworks like multitask learning, multisensor networks or structured output data. From a Gaussian processes…

Machine Learning · Statistics 2009-11-30 Mauricio A. Álvarez , Neil D. Lawrence

Uncertainty estimation in large deep-learning models is a computationally challenging task, where it is difficult to form even a Gaussian approximation to the posterior distribution. In such situations, existing methods usually resort to a…

Machine Learning · Computer Science 2019-01-15 Aaron Mishkin , Frederik Kunstner , Didrik Nielsen , Mark Schmidt , Mohammad Emtiyaz Khan

In this paper, we study weakly-supervised laparoscopic image segmentation with sparse annotations. We introduce a novel Bayesian deep learning approach designed to enhance both the accuracy and interpretability of the model's segmentation,…

Computer Vision and Pattern Recognition · Computer Science 2024-10-14 Zhou Zheng , Yuichiro Hayashi , Masahiro Oda , Takayuki Kitasaka , Kensaku Mori

We present a new method to approximate posterior probabilities of Bayesian Network using Deep Neural Network. Experiment results on several public Bayesian Network datasets shows that Deep Neural Network is capable of learning joint…

Machine Learning · Computer Science 2018-01-12 Jie Jia , Honggang Zhou , Yunchun Li

It is well-known that the posterior density of linear inverse problems with Gaussian prior and Gaussian likelihood is also Gaussian, hence completely described by its covariance and expectation. Sampling from a Gaussian posterior may be…

Numerical Analysis · Mathematics 2025-02-11 Daniela Calvetti , Erkki Somersalo

Analyzing neural network dynamics via stochastic gradient descent (SGD) is crucial to building theoretical foundations for deep learning. Previous work has analyzed structured inputs within the \textit{hidden manifold model}, often under…

Machine Learning · Statistics 2025-12-01 Jaeyong Bae , Hawoong Jeong

The importance of accurately quantifying forecast uncertainty has motivated much recent research on probabilistic forecasting. In particular, a variety of deep learning approaches has been proposed, with forecast distributions obtained as…

Machine Learning · Statistics 2024-11-11 Benedikt Schulz , Lutz Köhler , Sebastian Lerch

Many real-world applications demand accurate and fast predictions, as well as reliable uncertainty estimates. However, quantifying uncertainty on high-dimensional predictions is still a severely under-investigated problem, especially when…

Computational Engineering, Finance, and Science · Computer Science 2025-02-04 Saurabh Deshpande , Hussein Rappel , Mark Hobbs , Stéphane P. A. Bordas , Jakub Lengiewicz

Gaussian processes (GPs) have gained popularity as flexible machine learning models for regression and function approximation with an in-built method for uncertainty quantification. However, GPs suffer when the amount of training data is…

Machine Learning · Statistics 2025-11-26 Jonas Latz , Aretha L. Teckentrup , Simon Urbainczyk

We present a graph-based technique for estimating sparse covariance matrices and their inverses from high-dimensional data. The method is based on learning a directed acyclic graph (DAG) and estimating parameters of a multivariate Gaussian…

Methodology · Statistics 2010-01-18 Philipp Rütimann , Peter Bühlmann

Gaussian random matrix (GRM) has been widely used to generate linear measurements in compressed sensing (CS) of natural images. However, there actually exist two disadvantages with GRM in practice. One is that GRM has large memory…

Computer Vision and Pattern Recognition · Computer Science 2018-06-20 Wenxue Cui , Feng Jiang , Xinwei Gao , Wen Tao , Debin Zhao
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