Related papers: Sparse Probabilistic Coalition Structure Generatio…
We propose a novel greedy algorithm for the support recovery of a sparse signal from a small number of noisy measurements. In the proposed method, a new support index is identified for each iteration based on bit-wise maximum a posteriori…
A resource exchange network is considered, where exchanges among nodes are based on reciprocity. Peers receive from the network an amount of resources commensurate with their contribution. We assume the network is fully connected, and…
We extend the work of Hahn and Carvalho (2015) and develop a doubly-regularized sparse regression estimator by synthesizing Bayesian regularization with penalized least squares within a decision-theoretic framework. In contrast to existing…
This paper presents a new variable selection approach integrated with Gaussian process (GP) regression. We consider a sparse projection of input variables and a general stationary covariance model that depends on the Euclidean distance…
Probabilistic graphical models (PGMs) provide a compact and flexible framework to model very complex real-life phenomena. They combine the probability theory which deals with uncertainty and logical structure represented by a graph which…
A fast matching pursuit method using a Bayesian approach is introduced for sparse signal recovery. This method, referred to as nGpFBMP, performs Bayesian estimates of sparse signals even when the signal prior is non-Gaussian or unknown. It…
We discuss a method for sparse signal approximation, which is based on the correlation of the target signal with a pseudo-random signal, and uses a modification of the greedy matching pursuit algorithm. We show that this approach provides…
Some consequences of the Restricted Isometry Property (RIP) of matrices have been applied to develop a greedy algorithm called "ROMP" (Regularized Orthogonal Matching Pursuit) to recover sparse signals and to approximate non-sparse ones.…
The transduction of sequence has been mostly done by recurrent networks, which are computationally demanding and often underestimate uncertainty severely. We propose a computationally efficient attention-based network combined with the…
Greedy Sampling Methods (GSMs) are widely used to construct approximate solutions of Configuration Optimization Problems (COPs), where a loss functional is minimized over finite configurations of points in a compact domain. While effective…
Coalition formation explores how to partition a set of $n$ agents into disjoint coalitions according to their preferences. We consider a cardinal utility model with an additively separable aggregation of preferences and study the online…
In this paper, we propose a new greedy algorithm for sparse approximation, called SLS for Single L_1 Selection. SLS essentially consists of a greedy forward strategy, where the selection rule of a new component at each iteration is based on…
We propose a generative model for robust tensor factorization in the presence of both missing data and outliers. The objective is to explicitly infer the underlying low-CP-rank tensor capturing the global information and a sparse tensor…
Several learning applications require solving high-dimensional regression problems where the relevant features belong to a small number of (overlapping) groups. For very large datasets and under standard sparsity constraints, hard…
Approximating field variables and data vectors from sparse samples is a key challenge in computational science. Widely used methods such as gappy proper orthogonal decomposition and empirical interpolation rely on linear approximation…
In this paper, we investigate a Bayesian sparse reconstruction algorithm called compressive sensing via Bayesian support detection (CS-BSD). This algorithm is quite robust against measurement noise and achieves the performance of a minimum…
Sparse identification of differential equations aims to compute the analytic expressions from the observed data explicitly. However, there exist two primary challenges. Firstly, it exhibits sensitivity to the noise in the observed data,…
Double generalized linear models provide a flexible framework for modeling data by allowing the mean and the dispersion to vary across observations. Common members of the exponential dispersion family including the Gaussian, Poisson,…
We empirically analyze a simple heuristic for large sparse set cover problems. It uses the weighted greedy algorithm as a basic building block. By multiplicative updates of the weights attached to the elements, the greedy solution is…
We consider the Granger causal structure learning problem from time series data. Granger causal algorithms predict a 'Granger causal effect' between two variables by testing if prediction error of one decreases significantly in the absence…