Related papers: On Naive Mean-Field Approximation for high-dimensi…
Diffusion models have excellent capacity to model complex distributions of natural data, which has made them a popular and effective choice for posterior sampling in imaging inverse problems. Existing methods can incorporate any measurement…
Non-negative Matrix Factorization (NMF) has proven to be a powerful unsupervised learning method for uncovering hidden features in complex and noisy data sets with applications in data mining, text recognition, dimension reduction, face…
Symmetric nonnegative matrix factorization (NMF), a special but important class of the general NMF, is demonstrated to be useful for data analysis and in particular for various clustering tasks. Unfortunately, designing fast algorithms for…
Mean-field variational inference is a method for approximate Bayesian posterior inference. It approximates a full posterior distribution with a factorized set of distributions by maximizing a lower bound on the marginal likelihood. This…
Some real-world decision-making problems require making probabilistic forecasts over multiple steps at once. However, methods for probabilistic forecasting may fail to capture correlations in the underlying time-series that exist over long…
Large margin nearest neighbor (LMNN) is a metric learner which optimizes the performance of the popular $k$NN classifier. However, its resulting metric relies on pre-selected target neighbors. In this paper, we address the feasibility of…
We propose a general framework using spike-and-slab prior distributions to aid with the development of high-dimensional Bayesian inference. Our framework allows inference with a general quasi-likelihood function. We show that highly…
Stochastic Natural Gradient Variational Inference (NGVI) is a widely used method for approximating posterior distribution in probabilistic models. Despite its empirical success and foundational role in variational inference, its theoretical…
We propose a novel approximate inference algorithm that approximates a target distribution by amortising the dynamics of a user-selected MCMC sampler. The idea is to initialise MCMC using samples from an approximation network, apply the…
The widespread use of Markov Chain Monte Carlo (MCMC) methods for high-dimensional applications has motivated research into the scalability of these algorithms with respect to the dimension of the problem. Despite this, numerous problems…
Two of the most significant challenges in uncertainty quantification pertain to the high computational cost for simulating complex physical models and the high dimension of the random inputs. In applications of practical interest, both of…
We propose a novel supervised learning method to optimize the kernel in the maximum mean discrepancy generative adversarial networks (MMD GANs), and the kernel support vector machines (SVMs). Specifically, we characterize a distributionally…
Addressing the interpretability problem of NMF on Boolean data, Boolean Matrix Factorization (BMF) uses Boolean algebra to decompose the input into low-rank Boolean factor matrices. These matrices are highly interpretable and very useful in…
We study high-dimensional Bayesian linear regression with a general beta prime distribution for the scale parameter. Under the assumption of sparsity, we show that appropriate selection of the hyperparameters in the beta prime prior leads…
We present a multi-fidelity method for uncertainty quantification of parameter estimates in complex systems, leveraging generative models trained to sample the target conditional distribution. In the Bayesian inference setting, traditional…
Non-negative matrix factorization (NMF) is a technique for finding latent representations of data. The method has been applied to corpora to construct topic models. However, NMF has likelihood assumptions which are often violated by real…
Nonlinear Probabilistic Latent Variable Models (NPLVMs) are a cornerstone of soft sensor modeling due to their capacity for uncertainty delineation. However, conventional NPLVMs are trained using amortized variational inference, where…
We propose a geometric assumption on nonnegative data matrices such that under this assumption, we are able to provide upper bounds (both deterministic and probabilistic) on the relative error of nonnegative matrix factorization (NMF). The…
Properly modeling latent image distributions plays an important role in a variety of image-related vision problems. Most exiting approaches aim to formulate this problem as optimization models (e.g., Maximum A Posterior, MAP) with…
Using Non-negative Matrix Factorization (NMF), the observed matrix can be approximated by the product of the basis and coefficient matrices. Moreover, if the coefficient vectors are explained by the covariates for each individual, the…