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In regression analysis of multivariate data, it is tacitly assumed that response and predictor variables in each observed response-predictor pair correspond to the same entity or unit. In this paper, we consider the situation of "permuted…

Statistics Theory · Mathematics 2017-11-17 Martin Slawski , Emanuel Ben-David

Although linear regression models are fundamental tools in statistical science, the estimation results can be sensitive to outliers. While several robust methods have been proposed in frequentist frameworks, statistical inference is not…

Methodology · Statistics 2020-07-15 Shintaro Hashimoto , Shonosuke Sugasawa

We study full Bayesian procedures for sparse linear regression when errors have a symmetric but otherwise unknown distribution. The unknown error distribution is endowed with a symmetrized Dirichlet process mixture of Gaussians. For the…

Statistics Theory · Mathematics 2019-03-26 Minwoo Chae , Lizhen Lin , David B. Dunson

Sparse deep learning aims to address the challenge of huge storage consumption by deep neural networks, and to recover the sparse structure of target functions. Although tremendous empirical successes have been achieved, most sparse deep…

Machine Learning · Statistics 2020-11-17 Jincheng Bai , Qifan Song , Guang Cheng

We study a linear observation model with an unknown permutation called \textit{permuted/shuffled linear regression}, where responses and covariates are mismatched and the permutation forms a discrete, factorial-size parameter. The…

Statistics Theory · Mathematics 2026-01-23 Hirofumi Ota , Masaaki Imaizumi

We study full Bayesian procedures for high-dimensional linear regression under sparsity constraints. The prior is a mixture of point masses at zero and continuous distributions. Under compatibility conditions on the design matrix, the…

Statistics Theory · Mathematics 2015-10-15 Ismaël Castillo , Johannes Schmidt-Hieber , Aad van der Vaart

We consider a novel Bayesian approach to estimation, uncertainty quantification, and variable selection for a high-dimensional linear regression model under sparsity. The number of predictors can be nearly exponentially large relative to…

Methodology · Statistics 2025-02-28 Samhita Pal , Subhashis Ghoshal

Image reconstruction based on indirect, noisy, or incomplete data remains an important yet challenging task. While methods such as compressive sensing have demonstrated high-resolution image recovery in various settings, there remain issues…

Numerical Analysis · Mathematics 2023-03-07 Jan Glaubitz , Anne Gelb , Guohui Song

The declining response rates in probability surveys along with the widespread availability of unstructured data has led to growing research into non-probability samples. Existing robust approaches are not well-developed for non-Gaussian…

Methodology · Statistics 2022-03-29 Ali Rafei , Michael R. Elliott , Carol A. C. Flannagan

In high-dimensional Bayesian statistics, various methods have been developed, including prior distributions that induce parameter sparsity to handle many parameters. Yet, these approaches often overlook the rich spectral structure of the…

Statistics Theory · Mathematics 2025-05-06 Tomoya Wakayama , Masaaki Imaizumi

Estimation of parameters that obey specific constraints is crucial in statistics and machine learning; for example, when parameters are required to satisfy boundedness, monotonicity, or linear inequalities. Traditional approaches impose…

Methodology · Statistics 2026-04-03 Lachlan Astfalck , Deborshee Sen , Sayan Patra , Edward Cripps , David Dunson

Nonparametric Bayesian models are used routinely as flexible and powerful models of complex data. Many times, a statistician may have additional informative beliefs about data distribution of interest, e.g., its mean or subset components,…

Methodology · Statistics 2022-11-08 Bingjing Tang , Vinayak Rao

We study a nonparametric Bayesian approach to linear inverse problems under discrete observations. We use the discrete Fourier transform to convert our model into a truncated Gaussian sequence model, that is closely related to the classical…

Statistics Theory · Mathematics 2018-10-31 Shota Gugushvili , Aad van der Vaart , Dong Yan

Given a supervised machine learning problem where the training set has been subject to a known sampling bias, how can a model be trained to fit the original dataset? We achieve this through the Bayesian inference framework by altering the…

Machine Learning · Statistics 2022-03-16 Max Sklar

This paper addresses the problem of identifying a lower dimensional space where observed data can be sparsely represented. This under-complete dictionary learning task can be formulated as a blind separation problem of sparse sources…

Methodology · Statistics 2010-08-30 Nicolas Dobigeon , Jean-Yves Tourneret

In the problem of learning mixtures of linear regressions, the goal is to learn a collection of signal vectors from a sequence of (possibly noisy) linear measurements, where each measurement is evaluated on an unknown signal drawn uniformly…

Machine Learning · Computer Science 2019-11-01 Akshay Krishnamurthy , Arya Mazumdar , Andrew McGregor , Soumyabrata Pal

Bayesian hierarchical models have been demonstrated to provide efficient algorithms for finding sparse solutions to ill-posed inverse problems. The models comprise typically a conditionally Gaussian prior model for the unknown, augmented by…

Numerical Analysis · Mathematics 2023-03-31 Daniela Calvetti , Erkki Somersalo

State-of-the-art neural network-based methods for learning summary statistics have delivered promising results for simulation-based likelihood-free parameter inference. Existing approaches require density estimation as a post-processing…

Posterior distributions arising in ill-posed Bayesian inverse problems are often both analytically intractable and highly sensitive to parameters of the chosen prior family. We aim to understand the sensitivity of intractable posterior…

Methodology · Statistics 2026-04-20 Yucong Liu , Zilai Si , Alexander Strang

We develop an iterative framework for Bayesian inference problems where the posterior distribution may involve computationally intensive models, intractable gradients, significant posterior concentration, and pronounced non-Gaussianity. Our…

Computation · Statistics 2026-03-16 Daniel Sharp , Bart van Bloemen Waanders , Youssef Marzouk
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