相关论文: Fast Exact Bayesian Inference for Sparse Signals i…

This paper discusses how two classes of approximate computation algorithms can be adapted, in a modular fashion, to achieve exact statistical inference from differentially private data products. Considered are approximate Bayesian…

Sparse estimation of the precision matrix under high-dimensional scaling constitutes a canonical problem in statistics and machine learning. Numerous regression and likelihood based approaches, many frequentist and some Bayesian in nature…

We study Bayesian group-regularized estimation in high-dimensional generalized linear models (GLMs) under a continuous spike-and-slab prior. Our framework covers both canonical and non-canonical link functions and subsumes logistic,…

Sum-product networks (SPNs) are probabilistic models characterized by exact and fast evaluation of fundamental probabilistic operations. Its superior computational tractability has led to applications in many fields, such as machine…

Approximate inference in probability models is a fundamental task in machine learning. Approximate inference provides powerful tools to Bayesian reasoning, decision making, and Bayesian deep learning. The main goal is to estimate the…

The horseshoe prior is frequently employed in Bayesian analysis of high-dimensional models, and has been shown to achieve minimax optimal risk properties when the truth is sparse. While optimization-based algorithms for the extremely…

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…

Several approximate inference methods have been proposed for deep discrete latent variable models. However, non-parametric methods which have previously been successfully employed for classical sparse coding models have largely been…

Approximate Bayesian Computation (ABC) is a powerful method for carrying out Bayesian inference when the likelihood is computationally intractable. However, a drawback of ABC is that it is an approximate method that induces a systematic…

We study the sparse high-dimensional Gaussian mixture model when the number of clusters is allowed to grow with the sample size. A minimax lower bound for parameter estimation is established, and we show that a constrained maximum…

Bayesian inference is often implemented using approximations, which can yield interval estimates that are too narrow, not fully capturing the uncertainty in the posterior distribution. We address the question of how to adjust these…

Bayesian computational algorithms tend to scale poorly as data size increases. This has motivated divide-and-conquer-based approaches for scalable inference. These divide the data into subsets, perform inference for each subset in parallel,…

We propose a novel approach to perform approximate Bayesian inference in complex models such as Bayesian neural networks. The approach is more scalable to large data than Markov Chain Monte Carlo, it embraces more expressive models than…

Gaussian graphical models have been used to study intrinsic dependence among several variables, but the Gaussianity assumption may be restrictive in many applications. A nonparanormal graphical model is a semiparametric generalization for…

We introduce a Bayesian prior distribution, the Logit-Normal continuous analogue of the spike-and-slab (LN-CASS), which enables flexible parameter estimation and variable/model selection in a variety of settings. We demonstrate its use and…

We report the application of implicit likelihood inference to the prediction of the macro-parameters of strong lensing systems with neural networks. This allows us to perform deep learning analysis of lensing systems within a well-defined…

We study full Bayesian procedures for high-dimensional linear regression under sparsity constraints. The prior is a mixture of point masses at zero and continuous distributions. Under compatibility conditions on the design matrix, the…

Variational inference is becoming more and more popular for approximating intractable posterior distributions in Bayesian statistics and machine learning. Meanwhile, a few recent works have provided theoretical justification and new…

A greedy algorithm called Bayesian multiple matching pursuit (BMMP) is proposed to estimate a sparse signal vector and its support given $m$ linear measurements. Unlike the maximum a posteriori (MAP) support detection, which was proposed by…

Advances in sensing technology have made it possible to collect large volumes of high-dimensional time-series data. In fields like genetics and neuroscience, key questions concern whether directed relationships between variables can be…