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In this work, we propose a scalable Bayesian procedure for learning the local dependence structure in a high-dimensional model where the variables possess a natural ordering. The ordering of variables can be indexed by time, the vicinities…

Methodology · Statistics 2021-09-27 Kyoungjae Lee , Lizhen Lin

Dynamic latent space models are widely used for characterizing changes in networks and relational data over time. These models assign to each node latent attributes that characterize connectivity with other nodes, with these latent…

Methodology · Statistics 2024-12-13 Jennifer Noelle Kampe , Luca Alessandro Silva , Tomas Roslin , David Brian Dunson

Robot kinematics data, despite being a high dimensional process, is highly correlated, especially when considering motions grouped in certain primitives. These almost linear correlations within primitives allow us to interpret the motions…

Machine Learning · Computer Science 2022-03-01 Vsevolod Nikulin , Jun Tani

Random Projection is a foundational research topic that connects a bunch of machine learning algorithms under a similar mathematical basis. It is used to reduce the dimensionality of the dataset by projecting the data points efficiently to…

Machine Learning · Computer Science 2017-10-10 Mahmoud Nabil

We address tracking and prediction of multiple moving objects in visual data streams as inference and sampling in a disentangled latent state-space model. By encoding objects separately and including explicit position information in the…

Machine Learning · Statistics 2019-10-15 Adnan Akhundov , Maximilian Soelch , Justin Bayer , Patrick van der Smagt

High-dimensional multivariate time series are challenging due to the dependent and high-dimensional nature of the data, but in many applications there is additional structure that can be exploited to reduce computing time along with…

Methodology · Statistics 2020-03-13 Michael Schweinberger , Sergii Babkin , Katherine Ensor

In high-dimensional classification problems, a commonly used approach is to first project the high-dimensional features into a lower dimensional space, and base the classification on the resulting lower dimensional projections. In this…

Statistics Theory · Mathematics 2025-08-05 Xin Bing , Marten Wegkamp

Graphical models describe associations between variables through the notion of conditional independence. Gaussian graphical models are a widely used class of such models where the relationships are formalized by non-null entries of the…

Methodology · Statistics 2023-08-08 Sagnik Bhadury , Riten Mitra , Jeremy T. Gaskins

Unsupervised estimation of latent variable models is a fundamental problem central to numerous applications of machine learning and statistics. This work presents a principled approach for estimating broad classes of such models, including…

Machine Learning · Statistics 2013-05-27 Animashree Anandkumar , Daniel Hsu , Adel Javanmard , Sham M. Kakade

Random projection is often used to project higher-dimensional vectors onto a lower-dimensional space, while approximately preserving their pairwise distances. It has emerged as a powerful tool in various data processing tasks and has…

Machine Learning · Computer Science 2020-06-30 Wenye Li , Shuzhong Zhang

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…

Methodology · Statistics 2022-06-01 Mario Beraha , Jim E. Griffin

Remote sensing observations are extensively used for analysis of environmental variables. These variables often exhibit spatial correlation, which has to be accounted for in the calibration models used in predictions, either by direct…

Applications · Statistics 2017-02-14 Virpi Junttila , Marko Laine

We consider the problem of parameter estimation using weakly supervised datasets, where a training sample consists of the input and a partially specified annotation, which we refer to as the output. The missing information in the annotation…

Machine Learning · Computer Science 2012-06-22 M. Pawan Kumar , Ben Packer , Daphne Koller

Sampling from the posterior is a key technical problem in Bayesian statistics. Rigorous guarantees are difficult to obtain for Markov Chain Monte Carlo algorithms of common use. In this paper, we study an alternative class of algorithms…

Statistics Theory · Mathematics 2024-08-26 Andrea Montanari , Yuchen Wu

How to model distribution of sequential data, including but not limited to speech and human motions, is an important ongoing research problem. It has been demonstrated that model capacity can be significantly enhanced by introducing…

Machine Learning · Computer Science 2018-06-19 Guokun Lai , Bohan Li , Guoqing Zheng , Yiming Yang

This article deals with random projections applied as a data reduction technique for Bayesian regression analysis. We show sufficient conditions under which the entire $d$-dimensional distribution is approximately preserved under random…

Mislabeled, duplicated, or biased data in real-world scenarios can lead to prolonged training and even hinder model convergence. Traditional solutions prioritizing easy or hard samples lack the flexibility to handle such a variety…

Machine Learning · Computer Science 2023-11-08 Zhijie Deng , Peng Cui , Jun Zhu

We introduce a new method for learning Bayesian neural networks, treating them as a stack of multivariate Bayesian linear regression models. The main idea is to infer the layerwise posterior exactly if we know the target outputs of each…

Machine Learning · Computer Science 2024-11-20 Richard Kurle , Alexej Klushyn , Ralf Herbrich

We propose a scalable variational Bayes method for statistical inference for a single or low-dimensional subset of the coordinates of a high-dimensional parameter in sparse linear regression. Our approach relies on assigning a mean-field…

Machine Learning · Statistics 2025-08-12 Ismaël Castillo , Alice L'Huillier , Kolyan Ray , Luke Travis

Observed associations in a database may be due in whole or part to variations in unrecorded (latent) variables. Identifying such variables and their causal relationships with one another is a principal goal in many scientific and practical…

Machine Learning · Computer Science 2012-12-12 Ricardo Silva , Richard Scheines , Clark Glymour , Peter L. Spirtes
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