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We introduce a novel and scalable Bayesian framework for multivariate-density-density regression (DDR), designed to model relationships between multivariate distributions. Our approach addresses the critical issue of distributions residing…

Methodology · Statistics 2025-09-24 Khai Nguyen , Yang Ni , Peter Mueller

Variable selection and classification are common objectives in the analysis of high-dimensional data. Most such methods make distributional assumptions that may not be compatible with the diverse families of distributions data can take. A…

Methodology · Statistics 2019-08-28 Weichang Yu , Lamiae Azizi , John T. Ormerod

We propose a novel variational Bayes approach to estimate high-dimensional vector autoregression (VAR) models with hierarchical shrinkage priors. Our approach does not rely on a conventional structural VAR representation of the parameter…

Econometrics · Economics 2023-07-03 Mauro Bernardi , Daniele Bianchi , Nicolas Bianco

Linear discriminant analysis is a widely used method for classification. However, the high dimensionality of predictors combined with small sample sizes often results in large classification errors. To address this challenge, it is crucial…

Machine Learning · Statistics 2025-01-09 Hongzhe Zhang , Arnab Auddy , Hongzhe Lee

We study objective Bayesian inference for linear regression models with residual errors distributed according to the class of two-piece scale mixtures of normal distributions. These models allow for capturing departures from the usual…

Applications · Statistics 2016-05-09 F. J. Rubio , K. Yu

Successful machine learning methods require a trade-off between memorization and generalization. Too much memorization and the model cannot generalize to unobserved examples. Too much over-generalization and we risk under-fitting the data.…

Artificial Intelligence · Computer Science 2023-03-09 Chase Yakaboski , Eugene Santos

Learning to infer Bayesian posterior from a few-shot dataset is an important step towards robust meta-learning due to the model uncertainty inherent in the problem. In this paper, we propose a novel Bayesian model-agnostic meta-learning…

Machine Learning · Computer Science 2018-11-20 Taesup Kim , Jaesik Yoon , Ousmane Dia , Sungwoong Kim , Yoshua Bengio , Sungjin Ahn

Data point selection (DPS) is becoming a critical topic in deep learning due to the ease of acquiring uncurated training data compared to the difficulty of obtaining curated or processed data. Existing approaches to DPS are predominantly…

Machine Learning · Computer Science 2024-11-07 Xinnuo Xu , Minyoung Kim , Royson Lee , Brais Martinez , Timothy Hospedales

Bayesian paradigm takes advantage of well fitting complicated survival models and feasible computing in survival analysis owing to the superiority in tackling the complex censoring scheme, compared with the frequentist paradigm. In this…

Methodology · Statistics 2021-09-10 Chong Zhong , Zhihua Ma , Junshan Shen , Catherine Liu

Deep learning has emerged as a prominent field in recent literature, showcasing the introduction of models that utilize transfer learning to achieve remarkable accuracies in the classification of brain tumor MRI images. However, the…

Computer Vision and Pattern Recognition · Computer Science 2023-08-15 Raza Imam , Mohammed Talha Alam

This work is a re-examination of the sparse Bayesian learning (SBL) of linear regression models of Tipping (2001) in a high-dimensional setting. We propose a hard-thresholded version of the SBL estimator that achieves, for orthogonal design…

Methodology · Statistics 2015-02-12 Yves Atchade , Chia Chye Yee

Bayesian network structure learning algorithms with limited data are being used in domains such as systems biology and neuroscience to gain insight into the underlying processes that produce observed data. Learning reliable networks from…

Machine Learning · Statistics 2013-07-10 Diane Oyen , Terran Lane

This paper presents a new modeling strategy for joint unsupervised analysis of multiple high-throughput biological studies. As in Multi-study Factor Analysis, our goals are to identify both common factors shared across studies and…

Applications · Statistics 2018-06-27 Roberta De Vito , Ruggero Bellio , Lorenzo Trippa , Giovanni Parmigiani

Estimating the sharing of genetic effects across different conditions is important to many statistical analyses of genomic data. The patterns of sharing arising from these data are often highly heterogeneous. To flexibly model these…

Methodology · Statistics 2024-06-14 Yunqi Yang , Peter Carbonetto , David Gerard , Matthew Stephens

Transfer learning is a burgeoning concept in statistical machine learning that seeks to improve inference and/or predictive accuracy on a domain of interest by leveraging data from related domains. While the term "transfer learning" has…

Machine Learning · Statistics 2023-12-22 Piotr M. Suder , Jason Xu , David B. Dunson

Transfer learning is an emerging paradigm for leveraging multiple sources to improve the statistical inference on a single target. In this paper, we propose a novel approach named residual importance weighted transfer learning (RIW-TL) for…

Methodology · Statistics 2024-01-04 Junlong Zhao , Shengbin Zheng , Chenlei Leng

The energy consumption of large-scale ML models is dominated by data movement, shuffling billions of parameters across memory hierarchies and data centers. Sparsification offers a principled way to mitigate these costs by pruning redundant…

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

Transfer learning plays a key role in modern data analysis when: (1) the target data are scarce but the source data are sufficient; (2) the distributions of the source and target data are heterogeneous. This paper develops an interpretable…

Machine Learning · Statistics 2024-01-31 Shuo Shuo Liu

We present a novel approach for constrained Bayesian inference. Unlike current methods, our approach does not require convexity of the constraint set. We reduce the constrained variational inference to a parametric optimization over the…

Machine Learning · Computer Science 2013-09-27 Oluwasanmi Koyejo , Joydeep Ghosh