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Recovering pixel-wise geometric properties from a single image is fundamentally ill-posed due to appearance ambiguity and non-injective mappings between 2D observations and 3D structures. While discriminative regression models achieve…
Penalized regression methods, such as $L_1$ regularization, are routinely used in high-dimensional applications, and there is a rich literature on optimality properties under sparsity assumptions. In the Bayesian paradigm, sparsity is…
We propose a flexible Bayesian approach for sparse Gaussian graphical modeling of multivariate time series. We account for temporal correlation in the data by assuming that observations are characterized by an underlying and unobserved…
We introduce an architecture based on deep hierarchical decompositions to learn effective representations of large graphs. Our framework extends classic R-decompositions used in kernel methods, enabling nested part-of-part relations. Unlike…
Mixture regression models are powerful tools for capturing heterogeneous covariate-response relationships, yet classical finite mixtures and Bayesian nonparametric alternatives often suffer from instability or overestimation of clusters…
We consider a Bayesian approach to variable selection in the presence of high dimensional covariates based on a hierarchical model that places prior distributions on the regression coefficients as well as on the model space. We adopt the…
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…
Consider a problem of predicting a response variable using a set of covariates in a linear regression model. If it is \emph{a priori} known or suspected that a subset of the covariates do not significantly contribute to the overall fit of…
Representation learning seeks meaningful sensory representations without supervision and can model aspects of human development. Although many neural networks empirically learn useful features, a principled account of what makes a…
A transformation group approach to the prior for the parameters of the beta distribution is suggested which accounts for finite sets of data by imposing a limit to the range of parameter values under consideration. The relationship between…
Two-phase designs involve measuring extra variables on a subset of the cohort where some variables are already measured. The goal of two-phase designs is to choose a subsample of individuals from the cohort and analyse that subsample…
Sparse regression and classification estimators that respect group structures have application to an assortment of statistical and machine learning problems, from multitask learning to sparse additive modeling to hierarchical selection.…
Commonly used priors for Vector Autoregressions (VARs) induce shrinkage on the autoregressive coefficients. Introducing shrinkage on the error covariance matrix is sometimes done but, in the vast majority of cases, without considering the…
It can be important in Bayesian analyses of complex models to construct informative prior distributions which reflect knowledge external to the data at hand. Nevertheless, how much prior information an analyst can elicit from an expert will…
We propose a new approach to mixed-frequency regressions in a high-dimensional environment that resorts to Group Lasso penalization and Bayesian techniques for estimation and inference. In particular, to improve the prediction properties of…
In the present work, we consider variable selection and shrinkage for the Gaussian dynamic linear regression within a Bayesian framework. In particular, we propose a novel method that allows for time-varying sparsity, based on an extension…
Shrinkage prior has gained great successes in many data analysis, however, its applications mostly focus on the Bayesian modeling of sparse parameters. In this work, we will apply Bayesian shrinkage to model high dimensional parameter that…
We extend approximate next-to-next-to-leading order results for top-pair production to include the semi-leptonic decays of top quarks in the narrow-width approximation. The new hard-scattering kernels are implemented in a fully differential…
In the domains of image and audio, diffusion models have shown impressive performance. However, their application to discrete data types, such as language, has often been suboptimal compared to autoregressive generative models. This paper…
We address the problem of dynamic variable selection in time series regression with unknown residual variances, where the set of active predictors is allowed to evolve over time. To capture time-varying variable selection uncertainty, we…