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We study the estimation of the latent variable Gaussian graphical model (LVGGM), where the precision matrix is the superposition of a sparse matrix and a low-rank matrix. In order to speed up the estimation of the sparse plus low-rank…
We consider the problem of designing a sparse Gaussian process classifier (SGPC) that generalizes well. Viewing SGPC design as constructing an additive model like in boosting, we present an efficient and effective SGPC design method to…
Adaptive or dynamic signal sampling in sensing systems can adapt subsequent sampling strategies based on acquired signals, thereby potentially improving image quality and speed. This paper proposes a Bayesian method for adaptive sampling…
We propose an adaptively weighted stochastic gradient Langevin dynamics algorithm (SGLD), so-called contour stochastic gradient Langevin dynamics (CSGLD), for Bayesian learning in big data statistics. The proposed algorithm is essentially a…
Gaussian graphical models (GGMs) are well-established tools for probabilistic exploration of dependence structures using precision matrices. We develop a Bayesian method to incorporate covariate information in this GGMs setup in a nonlinear…
The paradigm shift from shallow classifiers with hand-crafted features to end-to-end trainable deep learning models has shown significant improvements on supervised learning tasks. Despite the promising power of deep neural networks (DNN),…
In this letter, the problem of sparse signal reconstruction from one bit compressed sensing measurements is investigated. To solve the problem, a variational Bayes framework with a new statistical multivariate model is used. The dependency…
The scalability of Generalized Linear Models (GLMs) for large-scale, high-dimensional data often forces a trade-off between computational feasibility and statistical accuracy, particularly for inference on pre-specified parameters. While…
High dimensional time series are endemic in applications of machine learning such as robotics (sensor data), computational biology (gene expression data), vision (video sequences) and graphics (motion capture data). Practical nonlinear…
Single-cell RNA sequencing (scRNA-seq) technology provides high-throughput gene expression data to study the cellular heterogeneity and dynamics of complex organisms. Graph neural networks (GNNs) have been widely used for automatic cell…
Graph Self-Supervised Learning (GSSL) has emerged as a powerful paradigm for generating high-quality representations for graph-structured data. While multi-scale graph contrastive learning has received increasing attention, many existing…
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…
We propose a novel adaptive kernel based regression method for complex-valued signals: the generalized complex-valued kernel least-mean-square (gCKLMS). We borrow from the new results on widely linear reproducing kernel Hilbert space…
scRNA-seq clustering is a critical task for analyzing single-cell RNA sequencing (scRNA-seq) data, as it groups cells with similar gene expression profiles. Transformers, as powerful foundational models, have been applied to scRNA-seq…
For machine learning of interatomic potentials a scalable sparse Gaussian process regression formalism is introduced with a data-efficient on-the-fly adaptive sampling algorithm. With this approach, the computational cost is effectively…
Variable selection and dimension reduction are two commonly adopted approaches for high-dimensional data analysis, but have traditionally been treated separately. Here we propose an integrated approach, called sparse gradient learning…
We examine an analytic variational inference scheme for the Gaussian Process State Space Model (GPSSM) - a probabilistic model for system identification and time-series modelling. Our approach performs variational inference over both the…
We exploit the observation that stochastic variational inference (SVI) is a form of annealing and present a modified SVI approach -- applicable to both large and small datasets -- that allows the amount of annealing done by SVI to be tuned.…
We propose efficient computational methods to fit multivariate Gaussian additive models, where the mean vector and the covariance matrix are allowed to vary with covariates, in an empirical Bayes framework. To guarantee the…
The recognition network in deep latent variable models such as variational autoencoders (VAEs) relies on amortized inference for efficient posterior approximation that can scale up to large datasets. However, this technique has also been…