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Precision matrices are crucial in many fields such as social networks, neuroscience, and economics, representing the edge structure of Gaussian graphical models (GGMs), where a zero in an off-diagonal position of the precision matrix…

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

We consider exact algorithms for Bayesian inference with model selection priors (including spike-and-slab priors) in the sparse normal sequence model. Because the best existing exact algorithm becomes numerically unstable for sample sizes…

Methodology · Statistics 2020-04-16 Tim van Erven , Botond Szabo

Although Bayesian variable selection methods have been intensively studied, their routine use in practice has not caught up with their non-Bayesian counterparts such as Lasso, likely due to difficulties in both computations and…

Methodology · Statistics 2021-07-07 Minsuk Shin , Jun S Liu

This paper presents the use of spike-and-slab (SS) priors for discovering governing differential equations of motion of nonlinear structural dynamic systems. The problem of discovering governing equations is cast as that of selecting…

Methodology · Statistics 2021-06-02 Rajdip Nayek , Ramon Fuentes , Keith Worden , Elizabeth J. Cross

This work establishes that sparse Bayesian neural networks achieve optimal posterior contraction rates over anisotropic Besov spaces and their hierarchical compositions. These structures reflect the intrinsic dimensionality of the…

Machine Learning · Statistics 2025-10-27 Kyeongwon Lee , Lizhen Lin , Jaewoo Park , Seonghyun Jeong

During the past decade, shrinkage priors have received much attention in Bayesian analysis of high-dimensional data. This paper establishes the posterior consistency for high-dimensional linear regression with a class of shrinkage priors,…

Statistics Theory · Mathematics 2022-10-11 Qifan Song , Faming Liang

Frequentist robust variable selection has been extensively investigated in high-dimensional regression. Despite success, developing the corresponding statistical inference procedures remains a challenging task. Recently, tackling this…

Methodology · Statistics 2025-07-24 Kun Fan , Srijana Subedi , Vishmi Ridmika Dissanayake Pathiranage , Cen Wu

Spiking Neural Networks (SNNs) are more biologically plausible and computationally efficient. Therefore, SNNs have the natural advantage of drawing the sparse structural plasticity of brain development to alleviate the energy problems of…

Neural and Evolutionary Computing · Computer Science 2023-02-06 Bing Han , Feifei Zhao , Yi Zeng , Wenxuan Pan

We consider Bayesian linear regression with sparsity-inducing prior and design efficient sampling algorithms leveraging posterior contraction properties. A quasi-likelihood with Gaussian spike-and-slab (that is favorable both statistically…

Computation · Statistics 2023-07-13 Qijia Jiang

This paper extends the idea of decoupling shrinkage and sparsity for continuous priors to Bayesian Quantile Regression (BQR). The procedure follows two steps: In the first step, we shrink the quantile regression posterior through state of…

Econometrics · Economics 2021-07-20 David Kohns , Tibor Szendrei

Neural networks (NNs) are primarily developed within the frequentist statistical framework. Nevertheless, frequentist NNs lack the capability to provide uncertainties in the predictions, and hence their robustness can not be adequately…

Computational Engineering, Finance, and Science · Computer Science 2023-10-26 Nastaran Dabiran , Brandon Robinson , Rimple Sandhu , Mohammad Khalil , Dominique Poirel , Abhijit Sarkar

We consider the problem of estimation and structure learning of high dimensional signals via a normal sequence model, where the underlying parameter vector is piecewise constant, or has a block structure. We develop a Bayesian fusion…

Methodology · Statistics 2021-03-31 Sayantan Banerjee

In this work, we focus on variational Bayesian inference on the sparse Deep Neural Network (DNN) modeled under a class of spike-and-slab priors. Given a pre-specified sparse DNN structure, the corresponding variational posterior contraction…

Statistics Theory · Mathematics 2020-08-04 Jincheng Bai , Qifan Song , Guang Cheng

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…

Machine Learning · Computer Science 2024-02-20 Junbo Li , Zichen Miao , Qiang Qiu , Ruqi Zhang

We propose a novel adaptive empirical Bayesian method for sparse deep learning, where the sparsity is ensured via a class of self-adaptive spike-and-slab priors. The proposed method works by alternatively sampling from an adaptive…

Machine Learning · Statistics 2020-04-15 Wei Deng , Xiao Zhang , Faming Liang , Guang Lin

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…

Neural and Evolutionary Computing · Computer Science 2024-06-04 Yaxin Li , Qi Xu , Jiangrong Shen , Hongming Xu , Long Chen , Gang Pan

Predictive inference in the sparse Gaussian sequence model has received considerably less attention than its non-sparse, finite-sample counterpart. Existing work has largely been confined to discrete mixture priors. In this paper, we study…

Statistics Theory · Mathematics 2026-04-21 Percy S. Zhai , Veronika Ročková

The first Bayesian results for the sparse normal means problem were proven for spike-and-slab priors. However, these priors are less convenient from a computational point of view. In the meanwhile, a large number of continuous shrinkage…

Statistics Theory · Mathematics 2016-08-16 Stéphanie van der Pas , Jean-Bernard Salomond , Johannes Schmidt-Hieber

Deep learning has been the engine powering many successes of data science. However, the deep neural network (DNN), as the basic model of deep learning, is often excessively over-parameterized, causing many difficulties in training,…

Machine Learning · Statistics 2021-03-09 Yan Sun , Qifan Song , Faming Liang

Deep ensembles have emerged as a powerful technique for improving predictive performance and enhancing model robustness across various applications by leveraging model diversity. However, traditional deep ensemble methods are often…