相关论文: Orthogonally Decoupled Variational Fourier Feature…

We examine the linear regression problem in a challenging high-dimensional setting with correlated predictors where the vector of coefficients can vary from sparse to dense. In this setting, we propose a combination of probabilistic…

Greedy algorithms for feature selection are widely used for recovering sparse high-dimensional vectors in linear models. In classical procedures, the main emphasis was put on the sample complexity, with little or no consideration of the…

A Gaussian Process (GP) is a prominent mathematical framework for stochastic function approximation in science and engineering applications. This success is largely attributed to the GP's analytical tractability, robustness, non-parametric…

This paper addresses the problem of identifying a lower dimensional space where observed data can be sparsely represented. This under-complete dictionary learning task can be formulated as a blind separation problem of sparse sources…

Recent advances in learning techniques have enabled the modelling of dynamical systems for scientific and engineering applications directly from data. However, in many contexts explicit data collection is expensive and learning algorithms…

Interest in multioutput kernel methods is increasing, whether under the guise of multitask learning, multisensor networks or structured output data. From the Gaussian process perspective a multioutput Mercer kernel is a covariance function…

Variational approximation methods have proven to be useful for scaling Bayesian computations to large data sets and highly parametrized models. Applying variational methods involves solving an optimization problem, and recent research in…

We introduce a novel Bayesian approach for both covariate selection and sparse precision matrix estimation in the context of high-dimensional Gaussian graphical models involving multiple responses. Our approach provides a sparse estimation…

A dedicated algorithm for sparse spectral representation of music sound is presented. The goal is to enable the representation of a piece of music signal, as a linear superposition of as few spectral components as possible. A representation…

Gaussian processes (GPs) are a good choice for function approximation as they are flexible, robust to over-fitting, and provide well-calibrated predictive uncertainty. Deep Gaussian processes (DGPs) are multi-layer generalisations of GPs,…

Motivated by distributed machine learning settings such as Federated Learning, we consider the problem of fitting a statistical model across a distributed collection of heterogeneous data sets whose similarity structure is encoded by a…

Deep Gaussian Processes (DGPs) are multi-layer, flexible extensions of Gaussian processes but their training remains challenging. Sparse approximations simplify the training but often require optimization over a large number of inducing…

We present a computer-assisted approach to coarse-graining the evolutionary dynamics of a system of nonidentical oscillators coupled through a (fixed) network structure. The existence of a spectral gap for the coupling network graph…

Principal component analysis (PCA) is a widely used technique for data analysis and dimension reduction with numerous applications in science and engineering. However, the standard PCA suffers from the fact that the principal components…

In recent years new application areas have emerged in which one aims to capture the geometry of objects by means of three-dimensional point clouds. Often the obtained data consist of a dense sampling of the object's surface, containing many…

This paper generalizes stochastic collocation methods to handle correlated non-Gaussian random parameters. The key challenge is to perform a multivariate numerical integration in a correlated parameter space when computing the coefficient…

Probabilistic machine learning models are distinguished by their ability to integrate prior knowledge of noise statistics, smoothness parameters, and training data uncertainty. A common approach involves modeling data with Gaussian…

The output of spectral clustering is a collection of eigenvalues and eigenvectors that encode important connectivity information about a graph or a manifold. This connectivity information is often not cleanly represented in the eigenvectors…

We introduce a new spectral method for image segmentation that incorporates long range relationships for global appearance modeling. The approach combines two different graphs, one is a sparse graph that captures spatial relationships…

Gaussian processes (GPs) are an important tool in machine learning and statistics with applications ranging from social and natural science through engineering. They constitute a powerful kernelized non-parametric method with…