相关论文: Non-Local Priors for High-Dimensional Estimation

Spatial self-attention layers, in the form of Non-Local blocks, introduce long-range dependencies in Convolutional Neural Networks by computing pairwise similarities among all possible positions. Such pairwise functions underpin the…

Spike-and-slab priors are popular Bayesian solutions for high-dimensional linear regression problems. Previous theoretical studies on spike-and-slab methods focus on specific prior formulations and use prior-dependent conditions and…

Large-scale modern data often involves estimation and testing for high-dimensional unknown parameters. It is desirable to identify the sparse signals, ``the needles in the haystack'', with accuracy and false discovery control. However, the…

Modern applications routinely collect high-dimensional data, leading to statistical models having more parameters than there are samples available. A common solution is to impose sparsity in parameter estimation, often using penalized…

Specifying a Bayesian prior is notoriously difficult for complex models such as neural networks. Reasoning about parameters is made challenging by the high-dimensionality and over-parameterization of the space. Priors that seem benign and…

Bayesian model selection provides a powerful framework for objectively comparing models directly from observed data, without reference to ground truth data. However, Bayesian model selection requires the computation of the marginal…

The analytic characterization of the high-dimensional behavior of optimization for Generalized Linear Models (GLMs) with Gaussian data has been a central focus in statistics and probability in recent years. While convex cases, such as the…

Model selection is crucial to high-dimensional learning and inference for contemporary big data applications in pinpointing the best set of covariates among a sequence of candidate interpretable models. Most existing work assumes implicitly…

Imagine a world where clinical trials need far fewer patients to achieve the same statistical power, thanks to the knowledge encoded in large language models (LLMs). We present a novel framework for hierarchical Bayesian modeling of adverse…

Neural networks (NNs) are primarily developed within the frequentist statistical framework. Nevertheless, frequentist NNs lack the capability to provide uncertainties in the predictions, and hence their robustness can not be adequately…

We propose a nested Gaussian process (nGP) as a locally adaptive prior for Bayesian nonparametric regression. Specified through a set of stochastic differential equations (SDEs), the nGP imposes a Gaussian process prior for the function's…

The problem of generating random samples of high-dimensional posterior distributions is considered. The main results consist of non-asymptotic computational guarantees for Langevin-type MCMC algorithms which scale polynomially in key…

We consider the problem of fitting the parameters of a high-dimensional linear regression model. In the regime where the number of parameters $p$ is comparable to or exceeds the sample size $n$, a successful approach uses an…

In Bayesian classification, it is important to establish a probabilistic model for each class for likelihood estimation. Most of the previous methods modeled the probability distribution in the whole sample space. However, real-world…

Deep Bayesian neural networks (BNNs) are a powerful tool, though computationally demanding, to perform parameter estimation while jointly estimating uncertainty around predictions. BNNs are typically implemented using arbitrary…

We consider a prior for nonparametric Bayesian estimation which uses finite random series with a random number of terms. The prior is constructed through distributions on the number of basis functions and the associated coefficients. We…

We consider the tuning parameter selection rules for nuclear norm regularized multivariate linear regression (NMLR) in high-dimensional setting. High-dimensional multivariate linear regression is widely used in statistics and machine…

Models with dimension more than the available sample size are now commonly used in various applications. A sensible inference is possible using a lower-dimensional structure. In regression problems with a large number of predictors, the…

High-dimensional data analysis has been an active area, and the main focuses have been variable selection and dimension reduction. In practice, it occurs often that the variables are located on an unknown, lower-dimensional nonlinear…

We study location-scale mixture priors for nonparametric statistical problems, including multivariate regression, density estimation and classification. We show that a rate-adaptive procedure can be obtained if the prior is properly…