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There are so many models in the literature that it is difficult for practitioners to decide which combinations are likely to be effective for a new task. This paper attempts to address this question by capturing relationships among…
We provide efficient algorithms for the problem of distribution learning from high-dimensional Gaussian data where in each sample, some of the variable values are missing. We suppose that the variables are missing not at random (MNAR). The…
A multivariate distribution can be described by a triangular transport map from the target distribution to a simple reference distribution. We propose Bayesian nonparametric inference on the transport map by modeling its components using…
Gaussian graphical models (GGM) have been widely used in many high-dimensional applications ranging from biological and financial data to recommender systems. Sparsity in GGM plays a central role both statistically and computationally.…
We present a new method for proving the norm concentration inequality of sub-Gaussian variables. Our proof is based on an averaged version of the moment generating function, termed the averaged moment generating function. Our method applies…
Despite major methodological developments, Bayesian inference for Gaussian graphical models remains challenging in high dimension due to the tremendous size of the model space. This article proposes a method to infer the marginal and…
We consider linear random coefficient regression models, where the regressors are allowed to have a finite support. First, we investigate identifiability, and show that the means and the variances and covariances of the random coefficients…
Classical target detection schemes are usually obtained deriving the likelihood ratio under Gaussian hypothesis and replacing the unknown background parameters by their estimates. In most applications, interference signals are assumed to be…
We develop a multi-level restricted Gaussian maximum likelihood method for estimating the covariance function parameters and computing the best unbiased predictor. Our approach produces a new set of multi-level contrasts where the…
Compared with voxel-based grid prediction, in the field of 3D semantic occupation prediction for autonomous driving, GaussianFormer proposed using 3D Gaussian to describe scenes with sparse 3D semantic Gaussian based on objects is another…
In this article, a large dimensional performance analysis of kernel least squares support vector machines (LS-SVMs) is provided under the assumption of a two-class Gaussian mixture model for the input data. Building upon recent advances in…
We investigate whether a Gaussian likelihood, as routinely assumed in the analysis of cosmological data, is supported by simulated survey data. We define test statistics, based on a novel method that first destroys Gaussian correlations in…
The analytic inference, e.g. predictive distribution being in closed form, may be an appealing benefit for machine learning practitioners when they treat wide neural networks as Gaussian process in Bayesian setting. The realistic widths,…
Let $(Y,(X_i)_{i\in\mathcal{I}})$ be a zero mean Gaussian vector and $V$ be a subset of $\mathcal{I}$. Suppose we are given $n$ i.i.d. replications of the vector $(Y,X)$. We propose a new test for testing that $Y$ is independent of…
We propose a flexible Bayesian approach for estimating the joint density of a multivariate outcome of interest in the presence of categorical covariates. Leveraging a Gaussian copula framework, our method effectively captures the dependence…
Graphical model has been widely used to investigate the complex dependence structure of high-dimensional data, and it is common to assume that observed data follow a homogeneous graphical model. However, observations usually come from…
This paper derives a new strong Gaussian approximation bound for the sum of independent random vectors. The approach relies on the optimal transport theory and yields \textit{explicit} dependence on the dimension size $p$ and the sample…
We prove the Central Limit Theorem for finite-dimensional vectors of linear eigenvalue statistics of submatrices of Wigner random matrices under the assumption that test functions are sufficiently smooth. We connect the asymptotic…
This paper addresses the question of when projections of a high-dimensional random vector are approximately Gaussian. This problem has been studied previously in the context of high-dimensional data analysis, where the focus is on…
Nonlinear sigma models arise in supergravity theories with or without matter couplings in various dimensions and they are important in understanding the duality symmetries of M-theory. With this motivation in mind, we review the salient…