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In this work, we propose a Bayesian type sparse deep learning algorithm. The algorithm utilizes a set of spike-and-slab priors for the parameters in the deep neural network. The hierarchical Bayesian mixture will be trained using an…

Numerical Analysis · Mathematics 2021-03-17 Yating Wang , Wei Deng , Lin Guang

The proliferation of capable and efficient machine learning (ML) models marks one of the strongest methodological shifts in signal processing (SP) in its nearly 100-year history. ML models support the development of SP systems that…

Signal Processing · Electrical Eng. & Systems 2026-05-01 Daniel Waxman , Fernando Llorente , Petar M. Djurić

This work is a re-examination of the sparse Bayesian learning (SBL) of linear regression models of Tipping (2001) in a high-dimensional setting. We propose a hard-thresholded version of the SBL estimator that achieves, for orthogonal design…

Methodology · Statistics 2015-02-12 Yves Atchade , Chia Chye Yee

Leveraging the wealth of unlabeled data produced in recent years provides great potential for improving supervised models. When the cost of acquiring labels is high, probabilistic active learning methods can be used to greedily select the…

Machine Learning · Statistics 2021-02-09 Robert Pinsler , Jonathan Gordon , Eric Nalisnick , José Miguel Hernández-Lobato

In this thesis we discuss machine learning methods performing automated variable selection for learning sparse predictive models. There are multiple reasons for promoting sparsity in the predictive models. By relying on a limited set of…

Machine Learning · Computer Science 2019-03-27 Magda Gregorova

Mechanistic simulation models are inverted against observations in order to gain inference on modeled processes. However, with the increasing ability to collect high resolution observations, these observations represent more patterns of…

Computation · Statistics 2018-12-20 Thomas Wutzler

Linear mixed models are a versatile statistical tool to study data by accounting for fixed effects and random effects from multiple sources of variability. In many situations, a large number of candidate fixed effects is available and it is…

Methodology · Statistics 2022-09-09 Emanuele Degani , Luca Maestrini , Dorota Toczydłowska , Matt P. Wand

We propose a Multi-step Screening Procedure (MSP) for the recovery of sparse linear models in high-dimensional data. This method is based on a repeated small penalty strategy that quickly converges to an estimate within a few iterations.…

Methodology · Statistics 2019-12-13 Yuehan Yang , Ji Zhu , Edward I. George

Predictive models often reinforce biases which were originally embedded in their training data, through skewed decisions. In such cases, mitigation methods are critical to ensure that, regardless of the prevailing disparities, model…

Machine Learning · Statistics 2025-07-15 Ricardo Inácio , Zafeiris Kokkinogenis , Vitor Cerqueira , Carlos Soares

Datasets are rarely a realistic approximation of the target population. Say, prevalence is misrepresented, image quality is above clinical standards, etc. This mismatch is known as sampling bias. Sampling biases are a major hindrance for…

In genomics, differential abundance and expression analyses are complicated by the compositional nature of sequence count data, which reflect only relative-not absolute-abundances or expression levels. Many existing methods attempt to…

Methodology · Statistics 2025-12-16 Won Gu , Francesca Chiaromonte , Justin D. Silverman

In this paper we introduce a novel model for Gaussian process (GP) regression in the fully Bayesian setting. Motivated by the ideas of sparsification, localization and Bayesian additive modeling, our model is built around a recursive…

Statistics Theory · Mathematics 2022-06-06 Hengrui Luo , Giovanni Nattino , Matthew T. Pratola

We consider Bayesian model selection in generalized linear models that are high-dimensional, with the number of covariates p being large relative to the sample size n, but sparse in that the number of active covariates is small compared to…

Statistics Theory · Mathematics 2011-12-26 Rina Foygel , Mathias Drton

Bayesian synthetic likelihood (BSL) is now an established method for conducting approximate Bayesian inference in models where, due to the intractability of the likelihood function, exact Bayesian approaches are either infeasible or…

Methodology · Statistics 2020-06-12 David T. Frazier , Christopher Drovandi

Simulation-based Bayesian inference (SBI) methods are widely used for parameter estimation in complex models where evaluating the likelihood is challenging but generating simulations is relatively straightforward. However, these methods…

Accurately measuring discrimination is crucial to faithfully assessing fairness of trained machine learning (ML) models. Any bias in measuring discrimination leads to either amplification or underestimation of the existing disparity.…

Machine Learning · Computer Science 2023-06-09 Sami Zhioua , Rūta Binkytė

Multivariate matched proportions (MMP) data appears in a variety of contexts including post-market surveillance of adverse events in pharmaceuticals, disease classification, and agreement between care providers. It consists of multiple sets…

Methodology · Statistics 2023-05-08 Mark J. Meyer , Haobo Cheng , Katherine Hobbs Knutson

Sparse Bayesian learning (SBL) has emerged as a fast and competitive method to perform sparse processing. The SBL algorithm, which is developed using a Bayesian framework, approximately solves a non-convex optimization problem using fixed…

Recently, there has been a significant focus on exploring the theoretical aspects of deep learning, especially regarding its performance in classification tasks. Bayesian deep learning has emerged as a unified probabilistic framework,…

Statistics Theory · Mathematics 2025-01-24 The Tien Mai

The problem of constructing a dataset for MLIP development which gives the maximum quality in the minimum amount of compute time is complex, and can be approached in a number of ways. We introduce a ``Bayesian selection" approach for…

Materials Science · Physics 2025-06-23 Thomas Rocke , James Kermode