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Gaussian processes (GPs) provide a probabilistic nonparametric representation of functions in regression, classification, and other problems. Unfortunately, exact learning with GPs is intractable for large datasets. A variety of approximate…

Machine Learning · Computer Science 2012-03-19 Yuan , Qi , Ahmed H. Abdel-Gawad , Thomas P. Minka

Searching the complete space of possible Bayesian networks is intractable for problems of interesting size, so Bayesian network structure learning algorithms, such as the commonly used Sparse Candidate algorithm, employ heuristics. However,…

Artificial Intelligence · Computer Science 2012-06-26 Eric Lantz , Soumya Ray , David Page

While much research effort has been dedicated to scaling up sparse Gaussian process (GP) models based on inducing variables for big data, little attention is afforded to the other less explored class of low-rank GP approximations that…

Machine Learning · Statistics 2016-11-21 Quang Minh Hoang , Trong Nghia Hoang , Kian Hsiang Low

We consider the problem of recovering block-sparse signals whose structures are unknown \emph{a priori}. Block-sparse signals with nonzero coefficients occurring in clusters arise naturally in many practical scenarios. However, the…

Information Theory · Computer Science 2013-11-12 Jun Fang , Yanning Shen , Hongbin Li , Pu Wang

Recently, greedy algorithm has received much attention as a cost-effective means to reconstruct the sparse signals from compressed measurements. Much of previous work has focused on the investigation of a single candidate to identify the…

Information Theory · Computer Science 2014-09-22 Jaeseok Lee , Suhyuk Kwon , Jun Won Choi , Byonghyo Shim

Most estimates for penalised linear regression can be viewed as posterior modes for an appropriate choice of prior distribution. Bayesian shrinkage methods, particularly the horseshoe estimator, have recently attracted a great deal of…

Methodology · Statistics 2017-11-06 Zemei Xu , Daniel F. Schmidt , Enes Makalic , Guoqi Qian , John L. Hopper

Gaussian processes (GPs) are non-parametric probabilistic regression models that are popular due to their flexibility, data efficiency, and well-calibrated uncertainty estimates. However, standard GP models assume homoskedastic Gaussian…

Machine Learning · Computer Science 2025-01-08 Sebastian Ament , Elizabeth Santorella , David Eriksson , Ben Letham , Maximilian Balandat , Eytan Bakshy

We consider the problem of estimating the parameters of a Gaussian or binary distribution in such a way that the resulting undirected graphical model is sparse. Our approach is to solve a maximum likelihood problem with an added l_1-norm…

Artificial Intelligence · Computer Science 2007-07-06 Onureena Banerjee , Laurent El Ghaoui , Alexandre d'Aspremont

Robust cognitive radio development requires accurate 3D path loss models. Traditional empirical models often lack environment-awareness, while deep learning approaches are frequently constrained by the scarcity of large-scale training…

Signal Processing · Electrical Eng. & Systems 2026-04-07 Mushfiqur Rahman , Ismail Guvenc , David Matolak

Greedy algorithms are popular in compressive sensing for their high computational efficiency. But the performance of current greedy algorithms can be degenerated seriously by noise (both multiplicative noise and additive noise). A robust…

Information Theory · Computer Science 2014-02-10 Yurrit Avonds , Yipeng Liu , Sabine Van Huffel

We propose a randomized greedy search algorithm to find a point estimate for a random partition based on a loss function and posterior Monte Carlo samples. Given the large size and awkward discrete nature of the search space, the…

Methodology · Statistics 2021-05-11 David B. Dahl , Devin J. Johnson , Peter Mueller

We consider the problem of recovering the causal structure underlying observations from different experimental conditions when the targets of the interventions in each experiment are unknown. We assume a linear structural causal model with…

Methodology · Statistics 2025-03-13 Juan L. Gamella , Armeen Taeb , Christina Heinze-Deml , Peter Bühlmann

We develop a penalized likelihood estimation framework to estimate the structure of Gaussian Bayesian networks from observational data. In contrast to recent methods which accelerate the learning problem by restricting the search space, our…

Methodology · Statistics 2015-12-24 Bryon Aragam , Qing Zhou

It is a survey on recent results in constructive sparse approximation. Three directions are discussed here: (1) Lebesgue-type inequalities for greedy algorithms with respect to a special class of dictionaries, (2) constructive sparse…

Numerical Analysis · Mathematics 2015-11-06 Vladimir Temlyakov

Bayesian methods for learning Gaussian graphical models offer a principled framework for quantifying model uncertainty and incorporating prior knowledge. However, their scalability is constrained by the computational cost of jointly…

Methodology · Statistics 2025-08-28 Reza Mohammadi , Marit Schoonhoven , Lucas Vogels , S. Ilker Birbil

We propose a sequential learning policy for noisy discrete global optimization and ranking and selection (R\&S) problems with high dimensional sparse belief functions, where there are hundreds or even thousands of features, but only a small…

Machine Learning · Statistics 2015-03-20 Yan Li , Han Liu , Warren Powell

This paper focuses on the development of novel greedy techniques for distributed learning under sparsity constraints. Greedy techniques have widely been used in centralized systems due to their low computational requirements and at the same…

Information Theory · Computer Science 2015-06-23 Symeon Chouvardas , Gerasimos Mileounis , Nicholas Kalouptsidis , Sergios Theodoridis

We propose a class of greedy algorithms for weighted sparse recovery by considering new loss function-based generalizations of Orthogonal Matching Pursuit (OMP). Given a (regularized) loss function, the proposed algorithms alternate the…

Information Theory · Computer Science 2025-02-18 Sina Mohammad-Taheri , Simone Brugiapaglia

Compressive sensing (CS) is a new signal acquisition paradigm which shows that far fewer samples are required to reconstruct sparse signals than previously thought. Although most of the literature focuses on signals sparse in a fixed…

Numerical Analysis · Mathematics 2014-09-05 Chris Garnatz , Xiaoyi Gu , Alison Kingman , James LaManna , Deanna Needell , Shenyinying Tu

A reliable support detection is essential for a greedy algorithm to reconstruct a sparse signal accurately from compressed and noisy measurements. This paper proposes a novel support detection method for greedy algorithms, which is referred…

Information Theory · Computer Science 2016-08-24 Namyoon Lee