Related papers: Incorporating priors in learning: a random matrix …
Bayesian learning is a powerful learning framework which combines the external information of the data (background information) with the internal information (training data) in a logically consistent way in inference and prediction. By…
Feed-forward neural networks can be understood as a combination of an intermediate representation and a linear hypothesis. While most previous works aim to diversify the representations, we explore the complementary direction by performing…
Foundational image-language models have generated considerable interest due to their efficient adaptation to downstream tasks by prompt learning. Prompt learning treats part of the language model input as trainable while freezing the rest,…
We introduce a variational Bayesian neural network where the parameters are governed via a probability distribution on random matrices. Specifically, we employ a matrix variate Gaussian \cite{gupta1999matrix} parameter posterior…
Modern technologies are producing a wealth of data with complex structures. For instance, in two-dimensional digital imaging, flow cytometry, and electroencephalography, matrix type covariates frequently arise when measurements are obtained…
This article delves into the study of the theory of regularized learning in Banach spaces for linear-functional data. It encompasses discussions on representer theorems, pseudo-approximation theorems, and convergence theorems. Regularized…
We consider a Bayesian approach to model selection in Gaussian linear regression, where the number of predictors might be much larger than the number of observations. From a frequentist view, the proposed procedure results in the penalized…
We consider models of Bayesian inference of signals with vectorial components of finite dimensionality. We show that, under a proper perturbation, these models are replica symmetric in the sense that the overlap matrix concentrates. The…
In statistical applications, it is common to encounter parameters supported on a varying or unknown dimensional space. Examples include the fused lasso regression, the matrix recovery under an unknown low rank, etc. Despite the ease of…
In high-dimensional multivariate regression problems, enforcing low rank in the coefficient matrix offers effective dimension reduction, which greatly facilitates parameter estimation and model interpretation. However, commonly-used…
This paper addresses the adaptive radar target detection problem in the presence of Gaussian interference with unknown statistical properties. To this end, the problem is first formulated as a binary hypothesis test, and then we derive a…
Priors are important for achieving proper posteriors with physically meaningful covariance structures for Gaussian random fields (GRFs) since the likelihood typically only provides limited information about the covariance structure under…
We develop a Bayesian methodology aimed at simultaneously estimating low-rank and row-sparse matrices in a high-dimensional multiple-response linear regression model. We consider a carefully devised shrinkage prior on the matrix of…
Medical diagnosis requires the effective synthesis of visual manifestations and clinical metadata. However, existing methods often treat metadata as isolated tags, failing to exploit the rich semantic knowledge embedded in clinical…
In this paper, we introduce a unified framework, inspired by classical regularization theory, for designing and analyzing a broad class of linear regression approaches. Our framework encompasses traditional methods like least squares…
Modern technologies are producing datasets with complex intrinsic structures, and they can be naturally represented as matrices instead of vectors. To preserve the latent data structures during processing, modern regression approaches…
Much of Bayesian inference centers around the design of estimators for inverse problems which are optimal assuming the data comes from a known prior. But what do these optimality guarantees mean if the prior is unknown? In recent years,…
We propose a methodology for modeling and comparing probability distributions within a Bayesian nonparametric framework. Building on dependent normalized random measures, we consider a prior distribution for a collection of discrete random…
Many learning-based approaches have difficulty scaling to unseen data, as the generality of its learned prior is limited to the scale and variations of the training samples. This holds particularly true with 3D learning tasks, given the…
We propose a data-driven algorithm for the maximum a posteriori (MAP) estimation of stochastic processes from noisy observations. The primary statistical properties of the sought signal is specified by the penalty function (i.e., negative…