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High-dimensional simulation optimization is notoriously challenging. We propose a new sampling algorithm that converges to a global optimal solution and suffers minimally from the curse of dimensionality. The algorithm consists of two…
Sparse linear regression is a central problem in high-dimensional statistics. We study the correlated random design setting, where the covariates are drawn from a multivariate Gaussian $N(0,\Sigma)$, and we seek an estimator with small…
Large Language Models (LLMs) with billions of parameters are prime targets for network pruning, removing some model weights without hurting performance. Prior approaches such as magnitude pruning, SparseGPT, and Wanda, either concentrated…
Bayesian inference for graphical models has received much attention in the literature in recent years. It is well known that when the graph G is decomposable, Bayesian inference is significantly more tractable than in the general…
In computational biology, gene expression datasets are characterized by very few individual samples compared to a large number of measurements per sample. Thus, it is appealing to merge these datasets in order to increase the number of…
Statistical significance testing of neural coherence is essential for distinguishing genuine cross-signal coupling from spurious correlations. A widely accepted approach uses surrogate-based inference, where null distributions are generated…
Gaussian random matrix (GRM) has been widely used to generate linear measurements in compressed sensing (CS) of natural images. However, there actually exist two disadvantages with GRM in practice. One is that GRM has large memory…
The scalability of Generalized Linear Models (GLMs) for large-scale, high-dimensional data often forces a trade-off between computational feasibility and statistical accuracy, particularly for inference on pre-specified parameters. While…
Sparse Bayesian learning (SBL) associates to each weight in the underlying linear model a hyperparameter by assuming that each weight is Gaussian distributed with zero mean and precision (inverse variance) equal to its associated…
For a graph $G$, let $Z(G,\lambda)$ be the partition function of the monomer-dimer system defined by $\sum_k m_k(G)\lambda^k$, where $m_k(G)$ is the number of matchings of size $k$ in $G$. We consider graphs of bounded degree and develop a…
Gaussian Graphical Models (GGMs) are popular tools for studying network structures. However, many modern applications such as gene network discovery and social interactions analysis often involve high-dimensional noisy data with outliers or…
We present an efficient algorithm for simultaneously training sparse generalized linear models across many related problems, which may arise from bootstrapping, cross-validation and nonparametric permutation testing. Our approach leverages…
In the genomic era, the identification of gene signatures associated with disease is of significant interest. Such signatures are often used to predict clinical outcomes in new patients and aid clinical decision-making. However, recent…
The generalized linear model (GLM) plays a key role in regression analyses. In high-dimensional data, the sparse GLM has been used but it is not robust against outliers. Recently, the robust methods have been proposed for the specific…
Random-effects models are central to meta-analysis, yet the between-study variance is often underestimated when the number of studies is small. In such settings, confidence intervals become unduly narrow and fail to attain the nominal…
We propose a scalable algorithmic framework for exact Bayesian variable selection and model averaging in linear models under the assumption that the Gram matrix is block-diagonal, and as a heuristic for exploring the model space for general…
In decision-making systems, it is important to have classifiers that have calibrated uncertainties, with an optimisation objective that can be used for automated model selection and training. Gaussian processes (GPs) provide uncertainty…
The recently developed semi-parametric generalized linear model (SPGLM) offers more flexibility as compared to the classical GLM by including the baseline or reference distribution of the response as an additional parameter in the model.…
Generalized linear model or GLM constitutes a large class of models and essentially extends the ordinary linear regression by connecting the mean of the response variable with the covariate through appropriate link functions. On the other…
Many machine learning tasks require sampling a subset of items from a collection based on a parameterized distribution. The Gumbel-softmax trick can be used to sample a single item, and allows for low-variance reparameterized gradients with…