相关论文: Statistical Mechanical Development of a Sparse Bay…

In this work we suggest a statistical mechanics approach to the classification of high-dimensional data according to a binary label. We propose an algorithm whose aim is twofold: First it learns a classifier from a relatively small number…

Bayesian hierarchical models have been demonstrated to provide efficient algorithms for finding sparse solutions to ill-posed inverse problems. The models comprise typically a conditionally Gaussian prior model for the unknown, augmented by…

This paper presents an efficient Bayesian framework for solving nonlinear, high-dimensional model calibration problems. It is based on a Variational Bayesian formulation that aims at approximating the exact posterior by means of solving an…

Bayesian variable selection is a powerful tool for data analysis, as it offers a principled method for variable selection that accounts for prior information and uncertainty. However, wider adoption of Bayesian variable selection has been…

Approximate Bayesian inference on the basis of summary statistics is well-suited to complex problems for which the likelihood is either mathematically or computationally intractable. However the methods that use rejection suffer from the…

Sparse signal reconstruction algorithms have attracted research attention due to their wide applications in various fields. In this paper, we present a simple Bayesian approach that utilizes the sparsity constraint and a priori statistical…

While existing mathematical descriptions can accurately account for phenomena at microscopic scales (e.g. molecular dynamics), these are often high-dimensional, stochastic and their applicability over macroscopic time scales of physical…

In all areas of human knowledge, datasets are increasing in both size and complexity, creating the need for richer statistical models. This trend is also true for economic data, where high-dimensional and nonlinear/nonparametric inference…

Learning Bayesian networks is often cast as an optimization problem, where the computational task is to find a structure that maximizes a statistically motivated score. By and large, existing learning tools address this optimization problem…

Sparse modelling or model selection with categorical data is challenging even for a moderate number of variables, because one parameter is roughly needed to encode one category or level. The Group Lasso is a well known efficient algorithm…

Although Bayesian density estimation using discrete mixtures has good performance in modest dimensions, there is a lack of statistical and computational scalability to high-dimensional multivariate cases. To combat the curse of…

Bayesian multinomial logistic regression provides a principled, interpretable approach to multiclass classification, but posterior sampling becomes increasingly expensive as the model dimension grows. Prior work has studied scalability in…

The objectives of this "perspective" paper are to review some recent advances in sparse feature selection for regression and classification, as well as compressed sensing, and to discuss how these might be used to develop tools to advance…

Bayesian variable selection methods are powerful techniques for fitting and inferring on sparse high-dimensional linear regression models. However, many are computationally intensive or require restrictive prior distributions on model…

Reduced-rank regression recognises the possibility of a rank-deficient matrix of coefficients. We propose a novel Bayesian model for estimating the rank of the coefficient matrix, which obviates the need for post-processing steps and allows…

Recently, sparsity-based algorithms are proposed for super-resolution spectrum estimation. However, to achieve adequately high resolution in real-world signal analysis, the dictionary atoms have to be close to each other in frequency,…

Clustering is one of the most widely used procedures in the analysis of microarray data, for example with the goal of discovering cancer subtypes based on observed heterogeneity of genetic marks between different tissues. It is well-known…

Performing optimal Bayesian design for discriminating between competing models is computationally intensive as it involves estimating posterior model probabilities for thousands of simulated datasets. This issue is compounded further when…

We develop a Bayesian methodology aimed at simultaneously estimating low-rank and row-sparse matrices in a high-dimensional multiple-response linear regression model. We consider a carefully devised shrinkage prior on the matrix of…

Bayesian coresets have emerged as a promising approach for implementing scalable Bayesian inference. The Bayesian coreset problem involves selecting a (weighted) subset of the data samples, such that the posterior inference using the…