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We propose a novel approach to Bayesian analysis that is provably robust to outliers in the data and often has computational advantages over standard methods. Our technique is based on splitting the data into non-overlapping subgroups,…

Statistics Theory · Mathematics 2016-06-03 Stanislav Minsker , Sanvesh Srivastava , Lizhen Lin , David B. Dunson

We introduce a new, rigorously-formulated Bayesian meta-learning algorithm that learns a probability distribution of model parameter prior for few-shot learning. The proposed algorithm employs a gradient-based variational inference to infer…

Machine Learning · Computer Science 2022-03-21 Cuong Nguyen , Thanh-Toan Do , Gustavo Carneiro

In this paper we adopt the familiar sparse, high-dimensional linear regression model and focus on the important but often overlooked task of prediction. In particular, we consider a new empirical Bayes framework that incorporates data in…

Statistics Theory · Mathematics 2020-07-28 Ryan Martin , Yiqi Tang

We present a Bayesian approach to machine learning with probabilistic programs. In our approach, training on available data is implemented as inference on a hierarchical model. The posterior distribution of model parameters is then used to…

Machine Learning · Computer Science 2022-01-19 David Tolpin

We introduce a novel Bayesian approach for both covariate selection and sparse precision matrix estimation in the context of high-dimensional Gaussian graphical models involving multiple responses. Our approach provides a sparse estimation…

Methodology · Statistics 2024-09-25 Anwesha Chakravarti , Naveen N. Narishetty , Feng Liang

To address the common problem of high dimensionality in tensor regressions, we introduce a generalized tensor random projection method that embeds high-dimensional tensor-valued covariates into low-dimensional subspaces with minimal loss of…

Methodology · Statistics 2025-10-03 Roberto Casarin , Radu Craiu , Qing Wang

Two key challenges in modern statistical applications are the large amount of information recorded per individual, and that such data are often not collected all at once but in batches. These batch effects can be complex, causing…

Applications · Statistics 2019-05-21 Alejandra Avalos-Pacheco , David Rossell , Richard S. Savage

In variational inference, the benefits of Bayesian models rely on accurately capturing the true posterior distribution. We propose using neural samplers that specify implicit distributions, which are well-suited for approximating complex…

Machine Learning · Computer Science 2023-11-10 Anshuk Uppal , Kristoffer Stensbo-Smidt , Wouter Boomsma , Jes Frellsen

In inverse problems, it is widely recognized that the incorporation of a sparsity prior yields a regularization effect on the solution. This approach is grounded on the a priori assumption that the unknown can be appropriately represented…

Machine Learning · Statistics 2025-06-13 Giovanni S. Alberti , Luca Ratti , Matteo Santacesaria , Silvia Sciutto

Neural networks are popular state-of-the-art models for many different tasks.They are often trained via back-propagation to find a value of the weights that correctly predicts the observed data. Although back-propagation has shown good…

Machine Learning · Statistics 2020-12-29 Simón Rodríguez Santana , Daniel Hernández-Lobato

We propose a cautious Bayesian variable selection routine by investigating the sensitivity of a hierarchical model, where the regression coefficients are specified by spike and slab priors. We exploit the use of latent variables to…

Methodology · Statistics 2022-06-20 Tathagata Basu , Matthias C. M. Troffaes , Jochen Einbeck

The paper addresses joint sparsity selection in the regression coefficient matrix and the error precision (inverse covariance) matrix for high-dimensional multivariate regression models in the Bayesian paradigm. The selected sparsity…

Methodology · Statistics 2022-01-19 Srijata Samanta , Kshitij Khare , George Michailidis

We investigate the problem of learning Bayesian networks in a robust model where an $\epsilon$-fraction of the samples are adversarially corrupted. In this work, we study the fully observable discrete case where the structure of the network…

Data Structures and Algorithms · Computer Science 2018-10-30 Yu Cheng , Ilias Diakonikolas , Daniel Kane , Alistair Stewart

We address the problem of Bayesian reinforcement learning using efficient model-based online planning. We propose an optimism-free Bayes-adaptive algorithm to induce deeper and sparser exploration with a theoretical bound on its performance…

Machine Learning · Computer Science 2020-06-30 Divya Grover , Debabrota Basu , Christos Dimitrakakis

This paper presents a new Bayesian collaborative sparse regression method for linear unmixing of hyperspectral images. Our contribution is twofold; first, we propose a new Bayesian model for structured sparse regression in which the…

Computation · Statistics 2023-07-19 Yoann Altmann , Marcelo Pereyra , Jose Bioucas-Dias

Although Bayesian inference is an immensely popular paradigm among a large segment of scientists including statisticians, most applications consider objective priors and need critical investigations (Efron, 2013, Science). While it has…

Statistics Theory · Mathematics 2020-09-11 Abhik Ghosh , Tuhin Majumder , Ayanendranath Basu

In this paper, we study weakly-supervised laparoscopic image segmentation with sparse annotations. We introduce a novel Bayesian deep learning approach designed to enhance both the accuracy and interpretability of the model's segmentation,…

Computer Vision and Pattern Recognition · Computer Science 2024-10-14 Zhou Zheng , Yuichiro Hayashi , Masahiro Oda , Takayuki Kitasaka , Kensaku Mori

Because of the widespread existence of noise and data corruption, recovering the true regression parameters with a certain proportion of corrupted response variables is an essential task. Methods to overcome this problem often involve…

Machine Learning · Computer Science 2023-01-10 Zheyi Fan , Zhaohui Li , Jingyan Wang , Dennis K. J. Lin , Xiao Xiong , Qingpei Hu

Substantial research on structured sparsity has contributed to analysis of many different applications. However, there have been few Bayesian procedures among this work. Here, we develop a Bayesian model for structured sparsity that uses a…

Methodology · Statistics 2014-07-09 Barbara E. Engelhardt , Ryan P. Adams

In all areas of human knowledge, datasets are increasing in both size and complexity, creating the need for richer statistical models. This trend is also true for economic data, where high-dimensional and nonlinear/nonparametric inference…

Econometrics · Economics 2021-12-23 Dimitris Korobilis , Kenichi Shimizu