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21,902
Discriminative training for Convolved Multiple-Output Gaussian processes
stat.ML
Multi-output Gaussian processes (MOGP) are probability distributions over vector-valued functions, and have been previously used for multi-output regression and for multi-class classification. A less explored facet of the multi-output Gaussian process is that it can be used as a generative model for vector-valued rando...
computer science
21,903
Measuring the functional connectome "on-the-fly": towards a new control signal for fMRI-based brain-computer interfaces
stat.ML
There has been an explosion of interest in functional Magnetic Resonance Imaging (MRI) during the past two decades. Naturally, this has been accompanied by many major advances in the understanding of the human connectome. These advances have served to pose novel challenges as well as open new avenues for research. One ...
computer science
21,904
Regularization Path of Cross-Validation Error Lower Bounds
stat.ML
Careful tuning of a regularization parameter is indispensable in many machine learning tasks because it has a significant impact on generalization performances. Nevertheless, current practice of regularization parameter tuning is more of an art than a science, e.g., it is hard to tell how many grid-points would be need...
computer science
21,905
Local and Global Inference for High Dimensional Nonparanormal Graphical Models
stat.ML
This paper proposes a unified framework to quantify local and global inferential uncertainty for high dimensional nonparanormal graphical models. In particular, we consider the problems of testing the presence of a single edge and constructing a uniform confidence subgraph. Due to the presence of unknown marginal trans...
computer science
21,906
Distributed Gaussian Processes
stat.ML
To scale Gaussian processes (GPs) to large data sets we introduce the robust Bayesian Committee Machine (rBCM), a practical and scalable product-of-experts model for large-scale distributed GP regression. Unlike state-of-the-art sparse GP approximations, the rBCM is conceptually simple and does not rely on inducing or ...
computer science
21,907
Reconstruction in the Labeled Stochastic Block Model
stat.ML
The labeled stochastic block model is a random graph model representing networks with community structure and interactions of multiple types. In its simplest form, it consists of two communities of approximately equal size, and the edges are drawn and labeled at random with probability depending on whether their two en...
computer science
21,908
Dependent Matérn Processes for Multivariate Time Series
stat.ML
For the challenging task of modeling multivariate time series, we propose a new class of models that use dependent Mat\'ern processes to capture the underlying structure of data, explain their interdependencies, and predict their unknown values. Although similar models have been proposed in the econometric, statistics,...
computer science
21,909
Monte Carlo Planning method estimates planning horizons during interactive social exchange
stat.ML
Reciprocating interactions represent a central feature of all human exchanges. They have been the target of various recent experiments, with healthy participants and psychiatric populations engaging as dyads in multi-round exchanges such as a repeated trust task. Behaviour in such exchanges involves complexities relate...
computer science
21,910
Fast and Memory-Efficient Significant Pattern Mining via Permutation Testing
stat.ML
We present a novel algorithm, Westfall-Young light, for detecting patterns, such as itemsets and subgraphs, which are statistically significantly enriched in one of two classes. Our method corrects rigorously for multiple hypothesis testing and correlations between patterns through the Westfall-Young permutation proced...
computer science
21,911
Random Subspace Learning Approach to High-Dimensional Outliers Detection
stat.ML
We introduce and develop a novel approach to outlier detection based on adaptation of random subspace learning. Our proposed method handles both high-dimension low-sample size and traditional low-dimensional high-sample size datasets. Essentially, we avoid the computational bottleneck of techniques like minimum covaria...
computer science
21,912
Clustering and Inference From Pairwise Comparisons
stat.ML
Given a set of pairwise comparisons, the classical ranking problem computes a single ranking that best represents the preferences of all users. In this paper, we study the problem of inferring individual preferences, arising in the context of making personalized recommendations. In particular, we assume that there are ...
computer science
21,913
Predictive Entropy Search for Bayesian Optimization with Unknown Constraints
stat.ML
Unknown constraints arise in many types of expensive black-box optimization problems. Several methods have been proposed recently for performing Bayesian optimization with constraints, based on the expected improvement (EI) heuristic. However, EI can lead to pathologies when used with constraints. For example, in the c...
computer science
21,914
Variational Optimization of Annealing Schedules
stat.ML
Annealed importance sampling (AIS) is a common algorithm to estimate partition functions of useful stochastic models. One important problem for obtaining accurate AIS estimates is the selection of an annealing schedule. Conventionally, an annealing schedule is often determined heuristically or is simply set as a linear...
computer science
21,915
Probabilistic Backpropagation for Scalable Learning of Bayesian Neural Networks
stat.ML
Large multilayer neural networks trained with backpropagation have recently achieved state-of-the-art results in a wide range of problems. However, using backprop for neural net learning still has some disadvantages, e.g., having to tune a large number of hyperparameters to the data, lack of calibrated probabilistic pr...
computer science
21,916
Scalable Bayesian Optimization Using Deep Neural Networks
stat.ML
Bayesian optimization is an effective methodology for the global optimization of functions with expensive evaluations. It relies on querying a distribution over functions defined by a relatively cheap surrogate model. An accurate model for this distribution over functions is critical to the effectiveness of the approac...
computer science
21,917
1-Bit Matrix Completion under Exact Low-Rank Constraint
stat.ML
We consider the problem of noisy 1-bit matrix completion under an exact rank constraint on the true underlying matrix $M^*$. Instead of observing a subset of the noisy continuous-valued entries of a matrix $M^*$, we observe a subset of noisy 1-bit (or binary) measurements generated according to a probabilistic model. W...
computer science
21,918
On Convolutional Approximations to Linear Dimensionality Reduction Operators for Large Scale Data Processing
stat.ML
In this paper, we examine the problem of approximating a general linear dimensionality reduction (LDR) operator, represented as a matrix $A \in \mathbb{R}^{m \times n}$ with $m < n$, by a partial circulant matrix with rows related by circular shifts. Partial circulant matrices admit fast implementations via Fourier tra...
computer science
21,919
A Note on the Kullback-Leibler Divergence for the von Mises-Fisher distribution
stat.ML
We present a derivation of the Kullback Leibler (KL)-Divergence (also known as Relative Entropy) for the von Mises Fisher (VMF) Distribution in $d$-dimensions.
computer science
21,920
Sparse Multivariate Factor Regression
stat.ML
We consider the problem of multivariate regression in a setting where the relevant predictors could be shared among different responses. We propose an algorithm which decomposes the coefficient matrix into the product of a long matrix and a wide matrix, with an elastic net penalty on the former and an $\ell_1$ penalty ...
computer science
21,921
Matrix Completion with Noisy Entries and Outliers
stat.ML
This paper considers the problem of matrix completion when the observed entries are noisy and contain outliers. It begins with introducing a new optimization criterion for which the recovered matrix is defined as its solution. This criterion uses the celebrated Huber function from the robust statistics literature to do...
computer science
21,922
Statistical Limits of Convex Relaxations
stat.ML
Many high dimensional sparse learning problems are formulated as nonconvex optimization. A popular approach to solve these nonconvex optimization problems is through convex relaxations such as linear and semidefinite programming. In this paper, we study the statistical limits of convex relaxations. Particularly, we con...
computer science
21,923
Local Expectation Gradients for Doubly Stochastic Variational Inference
stat.ML
We introduce local expectation gradients which is a general purpose stochastic variational inference algorithm for constructing stochastic gradients through sampling from the variational distribution. This algorithm divides the problem of estimating the stochastic gradients over multiple variational parameters into sma...
computer science
21,924
Latent Gaussian Processes for Distribution Estimation of Multivariate Categorical Data
stat.ML
Multivariate categorical data occur in many applications of machine learning. One of the main difficulties with these vectors of categorical variables is sparsity. The number of possible observations grows exponentially with vector length, but dataset diversity might be poor in comparison. Recent models have gained sig...
computer science
21,925
Improving the Gaussian Process Sparse Spectrum Approximation by Representing Uncertainty in Frequency Inputs
stat.ML
Standard sparse pseudo-input approximations to the Gaussian process (GP) cannot handle complex functions well. Sparse spectrum alternatives attempt to answer this but are known to over-fit. We suggest the use of variational inference for the sparse spectrum approximation to avoid both issues. We model the covariance fu...
computer science
21,926
Graphical Exponential Screening
stat.ML
In high dimensions we propose and analyze an aggregation estimator of the precision matrix for Gaussian graphical models. This estimator, called graphical Exponential Screening (gES), linearly combines a suitable set of individual estimators with different underlying graphs, and balances the estimation error and sparsi...
computer science
21,927
Novel Bernstein-like Concentration Inequalities for the Missing Mass
stat.ML
We are concerned with obtaining novel concentration inequalities for the missing mass, i.e. the total probability mass of the outcomes not observed in the sample. We not only derive - for the first time - distribution-free Bernstein-like deviation bounds with sublinear exponents in deviation size for missing mass, but ...
computer science
21,928
Learning the Structure for Structured Sparsity
stat.ML
Structured sparsity has recently emerged in statistics, machine learning and signal processing as a promising paradigm for learning in high-dimensional settings. All existing methods for learning under the assumption of structured sparsity rely on prior knowledge on how to weight (or how to penalize) individual subsets...
computer science
21,929
Non-parametric Bayesian Models of Response Function in Dynamic Image Sequences
stat.ML
Estimation of response functions is an important task in dynamic medical imaging. This task arises for example in dynamic renal scintigraphy, where impulse response or retention functions are estimated, or in functional magnetic resonance imaging where hemodynamic response functions are required. These functions can no...
computer science
21,930
A Bennett Inequality for the Missing Mass
stat.ML
Novel concentration inequalities are obtained for the missing mass, i.e. the total probability mass of the outcomes not observed in the sample. We derive distribution-free deviation bounds with sublinear exponents in deviation size for missing mass and improve the results of Berend and Kontorovich (2013) and Yari Saeed...
computer science
21,931
Indian Buffet process for model selection in convolved multiple-output Gaussian processes
stat.ML
Multi-output Gaussian processes have received increasing attention during the last few years as a natural mechanism to extend the powerful flexibility of Gaussian processes to the setup of multiple output variables. The key point here is the ability to design kernel functions that allow exploiting the correlations betw...
computer science
21,932
Efficient Online Minimization for Low-Rank Subspace Clustering
stat.ML
Low-rank representation~(LRR) has been a significant method for segmenting data that are generated from a union of subspaces. It is, however, known that solving the LRR program is challenging in terms of time complexity and memory footprint, in that the size of the nuclear norm regularized matrix is $n$-by-$n$ (where $...
computer science
21,933
A Parzen-based distance between probability measures as an alternative of summary statistics in Approximate Bayesian Computation
stat.ML
Approximate Bayesian Computation (ABC) are likelihood-free Monte Carlo methods. ABC methods use a comparison between simulated data, using different parameters drew from a prior distribution, and observed data. This comparison process is based on computing a distance between the summary statistics from the simulated da...
computer science
21,934
Two Methods For Wild Variational Inference
stat.ML
Variational inference provides a powerful tool for approximate probabilistic in- ference on complex, structured models. Typical variational inference methods, however, require to use inference networks with computationally tractable proba- bility density functions. This largely limits the design and implementation of v...
computer science
21,935
Transfer Learning via Latent Factor Modeling to Improve Prediction of Surgical Complications
stat.ML
We aim to create a framework for transfer learning using latent factor models to learn the dependence structure between a larger source dataset and a target dataset. The methodology is motivated by our goal of building a risk-assessment model for surgery patients, using both institutional and national surgical outcomes...
computer science
21,936
Parallel Chromatic MCMC with Spatial Partitioning
stat.ML
We introduce a novel approach for parallelizing MCMC inference in models with spatially determined conditional independence relationships, for which existing techniques exploiting graphical model structure are not applicable. Our approach is motivated by a model of seismic events and signals, where events detected in d...
computer science
21,937
Whiteout: Gaussian Adaptive Noise Regularization in FeedForward Neural Networks
stat.ML
Noise injection (NI) is an approach to mitigate over-fitting in feedforward neural networks (NNs). The Bernoulli NI procedure as implemented in dropout and shakeout has connections with $l_1$ and $l_2$ regularization on the NN model parameters and demonstrates the efficiency and feasibility of NI in regularizing NNs. W...
computer science
21,938
Supervised topic models for clinical interpretability
stat.ML
Supervised topic models can help clinical researchers find interpretable cooccurence patterns in count data that are relevant for diagnostics. However, standard formulations of supervised Latent Dirichlet Allocation have two problems. First, when documents have many more words than labels, the influence of the labels w...
computer science
21,939
Smoothing Effects of Bagging: Von Mises Expansions of Bagged Statistical Functionals
stat.ML
Bagging is a device intended for reducing the prediction error of learning algorithms. In its simplest form, bagging draws bootstrap samples from the training sample, applies the learning algorithm to each bootstrap sample, and then averages the resulting prediction rules. We extend the definition of bagging from sta...
computer science
21,940
Characterizing the maximum parameter of the total-variation denoising through the pseudo-inverse of the divergence
stat.ML
We focus on the maximum regularization parameter for anisotropic total-variation denoising. It corresponds to the minimum value of the regularization parameter above which the solution remains constant. While this value is well know for the Lasso, such a critical value has not been investigated in details for the total...
computer science
21,941
A New Spectral Method for Latent Variable Models
stat.ML
This paper presents an algorithm for the unsupervised learning of latent variable models from unlabeled sets of data. We base our technique on spectral decomposition, providing a technique that proves to be robust both in theory and in practice. We also describe how to use this algorithm to learn the parameters of two ...
computer science
21,942
Monte Carlo Structured SVI for Two-Level Non-Conjugate Models
stat.ML
The stochastic variational inference (SVI) paradigm, which combines variational inference, natural gradients, and stochastic updates, was recently proposed for large-scale data analysis in conjugate Bayesian models and demonstrated to be effective in several problems. This paper studies a family of Bayesian latent vari...
computer science
21,943
Robust Local Scaling using Conditional Quantiles of Graph Similarities
stat.ML
Spectral analysis of neighborhood graphs is one of the most widely used techniques for exploratory data analysis, with applications ranging from machine learning to social sciences. In such applications, it is typical to first encode relationships between the data samples using an appropriate similarity function. Popul...
computer science
21,944
Edge-exchangeable graphs and sparsity (NIPS 2016)
stat.ML
Many popular network models rely on the assumption of (vertex) exchangeability, in which the distribution of the graph is invariant to relabelings of the vertices. However, the Aldous-Hoover theorem guarantees that these graphs are dense or empty with probability one, whereas many real-world graphs are sparse. We prese...
computer science
21,945
Causal Discovery as Semi-Supervised Learning
stat.ML
In this short report, we discuss an approach to estimating causal graphs in which indicators of causal influence between variables are treated as labels in a machine learning formulation. Available data on the variables of interest are used as "inputs" to estimate the labels. We frame the problem as one of semi-supervi...
computer science
21,946
Optimal tuning for divide-and-conquer kernel ridge regression with massive data
stat.ML
We propose a first data-driven tuning procedure for divide-and-conquer kernel ridge regression (Zhang et al., 2015). While the proposed criterion is computationally scalable for massive data sets, it is also shown to be asymptotically optimal under mild conditions. The effectiveness of our method is illustrated by exte...
computer science
21,947
Mixing Times and Structural Inference for Bernoulli Autoregressive Processes
stat.ML
We introduce a novel multivariate random process producing Bernoulli outputs per dimension, that can possibly formalize binary interactions in various graphical structures and can be used to model opinion dynamics, epidemics, financial and biological time series data, etc. We call this a Bernoulli Autoregressive Proces...
computer science
21,948
Bayesian Optimization with Shape Constraints
stat.ML
In typical applications of Bayesian optimization, minimal assumptions are made about the objective function being optimized. This is true even when researchers have prior information about the shape of the function with respect to one or more argument. We make the case that shape constraints are often appropriate in at...
computer science
21,949
Optimal bandwidth estimation for a fast manifold learning algorithm to detect circular structure in high-dimensional data
stat.ML
We provide a way to infer about existence of topological circularity in high-dimensional data sets in $\mathbb{R}^d$ from its projection in $\mathbb{R}^2$ obtained through a fast manifold learning map as a function of the high-dimensional dataset $\mathbb{X}$ and a particular choice of a positive real $\sigma$ known as...
computer science
21,950
Communication-efficient Distributed Estimation and Inference for Transelliptical Graphical Models
stat.ML
We propose communication-efficient distributed estimation and inference methods for the transelliptical graphical model, a semiparametric extension of the elliptical distribution in the high dimensional regime. In detail, the proposed method distributes the $d$-dimensional data of size $N$ generated from a transellipti...
computer science
21,951
Double Coupled Canonical Polyadic Decomposition for Joint Blind Source Separation
stat.ML
Joint blind source separation (J-BSS) is an emerging data-driven technique for multi-set data-fusion. In this paper, J-BSS is addressed from a tensorial perspective. We show how, by using second-order multi-set statistics in J-BSS, a specific double coupled canonical polyadic decomposition (DC-CPD) problem can be formu...
computer science
21,952
Variable importance in binary regression trees and forests
stat.ML
We characterize and study variable importance (VIMP) and pairwise variable associations in binary regression trees. A key component involves the node mean squared error for a quantity we refer to as a maximal subtree. The theory naturally extends from single trees to ensembles of trees and applies to methods like rando...
computer science
21,953
Security Analysis of Online Centroid Anomaly Detection
stat.ML
Security issues are crucial in a number of machine learning applications, especially in scenarios dealing with human activity rather than natural phenomena (e.g., information ranking, spam detection, malware detection, etc.). It is to be expected in such cases that learning algorithms will have to deal with manipulated...
computer science
21,954
Supervised Topic Models
stat.ML
We introduce supervised latent Dirichlet allocation (sLDA), a statistical model of labelled documents. The model accommodates a variety of response types. We derive an approximate maximum-likelihood procedure for parameter estimation, which relies on variational methods to handle intractable posterior expectations. Pre...
computer science
21,955
Optimal Allocation Strategies for the Dark Pool Problem
stat.ML
We study the problem of allocating stocks to dark pools. We propose and analyze an optimal approach for allocations, if continuous-valued allocations are allowed. We also propose a modification for the case when only integer-valued allocations are possible. We extend the previous work on this problem to adversarial sce...
computer science
21,956
Linear Time Feature Selection for Regularized Least-Squares
stat.ML
We propose a novel algorithm for greedy forward feature selection for regularized least-squares (RLS) regression and classification, also known as the least-squares support vector machine or ridge regression. The algorithm, which we call greedy RLS, starts from the empty feature set, and on each iteration adds the feat...
computer science
21,957
Euclidean Distances, soft and spectral Clustering on Weighted Graphs
stat.ML
We define a class of Euclidean distances on weighted graphs, enabling to perform thermodynamic soft graph clustering. The class can be constructed form the "raw coordinates" encountered in spectral clustering, and can be extended by means of higher-dimensional embeddings (Schoenberg transformations). Geographical flow ...
computer science
21,958
Clustering Stability: An Overview
stat.ML
A popular method for selecting the number of clusters is based on stability arguments: one chooses the number of clusters such that the corresponding clustering results are "most stable". In recent years, a series of papers has analyzed the behavior of this method from a theoretical point of view. However, the results ...
computer science
21,959
Directional Statistics on Permutations
stat.ML
Distributions over permutations arise in applications ranging from multi-object tracking to ranking of instances. The difficulty of dealing with these distributions is caused by the size of their domain, which is factorial in the number of considered entities ($n!$). It makes the direct definition of a multinomial dist...
computer science
21,960
Reduced Rank Vector Generalized Linear Models for Feature Extraction
stat.ML
Supervised linear feature extraction can be achieved by fitting a reduced rank multivariate model. This paper studies rank penalized and rank constrained vector generalized linear models. From the perspective of thresholding rules, we build a framework for fitting singular value penalized models and use it for feature ...
computer science
21,961
Support Vector Machines for Additive Models: Consistency and Robustness
stat.ML
Support vector machines (SVMs) are special kernel based methods and belong to the most successful learning methods since more than a decade. SVMs can informally be described as a kind of regularized M-estimators for functions and have demonstrated their usefulness in many complicated real-life problems. During the last...
computer science
21,962
A unifying view for performance measures in multi-class prediction
stat.ML
In the last few years, many different performance measures have been introduced to overcome the weakness of the most natural metric, the Accuracy. Among them, Matthews Correlation Coefficient has recently gained popularity among researchers not only in machine learning but also in several application fields such as bio...
computer science
21,963
A Simple CW-SSIM Kernel-based Nearest Neighbor Method for Handwritten Digit Classification
stat.ML
We propose a simple kernel based nearest neighbor approach for handwritten digit classification. The "distance" here is actually a kernel defining the similarity between two images. We carefully study the effects of different number of neighbors and weight schemes and report the results. With only a few nearest neighbo...
computer science
21,964
Kernel induced random survival forests
stat.ML
Kernel Induced Random Survival Forests (KIRSF) is a statistical learning algorithm which aims to improve prediction accuracy for survival data. As in Random Survival Forests (RSF), Cumulative Hazard Function is predicted for each individual in the test set. Prediction error is estimated using Harrell's concordance inde...
computer science
21,965
Sparse Group Restricted Boltzmann Machines
stat.ML
Since learning is typically very slow in Boltzmann machines, there is a need to restrict connections within hidden layers. However, the resulting states of hidden units exhibit statistical dependencies. Based on this observation, we propose using $l_1/l_2$ regularization upon the activation possibilities of hidden unit...
computer science
21,966
Union Support Recovery in Multi-task Learning
stat.ML
We sharply characterize the performance of different penalization schemes for the problem of selecting the relevant variables in the multi-task setting. Previous work focuses on the regression problem where conditions on the design matrix complicate the analysis. A clearer and simpler picture emerges by studying the No...
computer science
21,967
Information-Maximization Clustering based on Squared-Loss Mutual Information
stat.ML
Information-maximization clustering learns a probabilistic classifier in an unsupervised manner so that mutual information between feature vectors and cluster assignments is maximized. A notable advantage of this approach is that it only involves continuous optimization of model parameters, which is substantially easie...
computer science
21,968
Asynchronous Stochastic Approximation with Differential Inclusions
stat.ML
The asymptotic pseudo-trajectory approach to stochastic approximation of Benaim, Hofbauer and Sorin is extended for asynchronous stochastic approximations with a set-valued mean field. The asynchronicity of the process is incorporated into the mean field to produce convergence results which remain similar to those of a...
computer science
21,969
Convergent Expectation Propagation in Linear Models with Spike-and-slab Priors
stat.ML
Exact inference in the linear regression model with spike and slab priors is often intractable. Expectation propagation (EP) can be used for approximate inference. However, the regular sequential form of EP (R-EP) may fail to converge in this model when the size of the training set is very small. As an alternative, we ...
computer science
21,970
Graph Construction for Learning with Unbalanced Data
stat.ML
Unbalanced data arises in many learning tasks such as clustering of multi-class data, hierarchical divisive clustering and semisupervised learning. Graph-based approaches are popular tools for these problems. Graph construction is an important aspect of graph-based learning. We show that graph-based algorithms can fail...
computer science
21,971
Ensemble Models with Trees and Rules
stat.ML
In this article, we have proposed several approaches for post processing a large ensemble of prediction models or rules. The results from our simulations show that the post processing methods we have considered here are promising. We have used the techniques developed here for estimation of quantitative traits from mar...
computer science
21,972
Regret lower bounds and extended Upper Confidence Bounds policies in stochastic multi-armed bandit problem
stat.ML
This paper is devoted to regret lower bounds in the classical model of stochastic multi-armed bandit. A well-known result of Lai and Robbins, which has then been extended by Burnetas and Katehakis, has established the presence of a logarithmic bound for all consistent policies. We relax the notion of consistence, and e...
computer science
21,973
Kernels and Submodels of Deep Belief Networks
stat.ML
We study the mixtures of factorizing probability distributions represented as visible marginal distributions in stochastic layered networks. We take the perspective of kernel transitions of distributions, which gives a unified picture of distributed representations arising from Deep Belief Networks (DBN) and other netw...
computer science
21,974
Kernelized Bayesian Matrix Factorization
stat.ML
We extend kernelized matrix factorization with a fully Bayesian treatment and with an ability to work with multiple side information sources expressed as different kernels. Kernel functions have been introduced to matrix factorization to integrate side information about the rows and columns (e.g., objects and users in ...
computer science
21,975
Gradient density estimation in arbitrary finite dimensions using the method of stationary phase
stat.ML
We prove that the density function of the gradient of a sufficiently smooth function $S : \Omega \subset \mathbb{R}^d \rightarrow \mathbb{R}$, obtained via a random variable transformation of a uniformly distributed random variable, is increasingly closely approximated by the normalized power spectrum of $\phi=\exp\lef...
computer science
21,976
A Truncated EM Approach for Spike-and-Slab Sparse Coding
stat.ML
We study inference and learning based on a sparse coding model with `spike-and-slab' prior. As in standard sparse coding, the model used assumes independent latent sources that linearly combine to generate data points. However, instead of using a standard sparse prior such as a Laplace distribution, we study the applic...
computer science
21,977
Statistical inference on errorfully observed graphs
stat.ML
Statistical inference on graphs is a burgeoning field in the applied and theoretical statistics communities, as well as throughout the wider world of science, engineering, business, etc. In many applications, we are faced with the reality of errorfully observed graphs. That is, the existence of an edge between two vert...
computer science
21,978
Random Input Sampling for Complex Models Using Markov Chain Monte Carlo
stat.ML
Many random processes can be simulated as the output of a deterministic model accepting random inputs. Such a model usually describes a complex mathematical or physical stochastic system and the randomness is introduced in the input variables of the model. When the statistics of the output event are known, these input ...
computer science
21,979
Exact and Efficient Parallel Inference for Nonparametric Mixture Models
stat.ML
Nonparametric mixture models based on the Dirichlet process are an elegant alternative to finite models when the number of underlying components is unknown, but inference in such models can be slow. Existing attempts to parallelize inference in such models have relied on introducing approximations, which can lead to in...
computer science
21,980
Sparse Principal Component Analysis for High Dimensional Vector Autoregressive Models
stat.ML
We study sparse principal component analysis for high dimensional vector autoregressive time series under a doubly asymptotic framework, which allows the dimension $d$ to scale with the series length $T$. We treat the transition matrix of time series as a nuisance parameter and directly apply sparse principal component...
computer science
21,981
A Direct Estimation of High Dimensional Stationary Vector Autoregressions
stat.ML
The vector autoregressive (VAR) model is a powerful tool in modeling complex time series and has been exploited in many fields. However, fitting high dimensional VAR model poses some unique challenges: On one hand, the dimensionality, caused by modeling a large number of time series and higher order autoregressive proc...
computer science
21,982
Dimensionality Detection and Integration of Multiple Data Sources via the GP-LVM
stat.ML
The Gaussian Process Latent Variable Model (GP-LVM) is a non-linear probabilistic method of embedding a high dimensional dataset in terms low dimensional `latent' variables. In this paper we illustrate that maximum a posteriori (MAP) estimation of the latent variables and hyperparameters can be used for model selection...
computer science
21,983
Gaussian Process Conditional Copulas with Applications to Financial Time Series
stat.ML
The estimation of dependencies between multiple variables is a central problem in the analysis of financial time series. A common approach is to express these dependencies in terms of a copula function. Typically the copula function is assumed to be constant but this may be inaccurate when there are covariates that cou...
computer science
21,984
The blessing of transitivity in sparse and stochastic networks
stat.ML
The interaction between transitivity and sparsity, two common features in empirical networks, implies that there are local regions of large sparse networks that are dense. We call this the blessing of transitivity and it has consequences for both modeling and inference. Extant research suggests that statistical inferen...
computer science
21,985
Optimisation dans la détection de communautés recouvrantes et équilibre de Nash
stat.ML
Community detection in graphs has been the subject of many algorithms. Recent methods want to optimize a modularity function which shows a maximum of relationships within communities and found a minimum of inter-community relations. these algorithms are applied to unipartite, multipartite and directed graphs. However, ...
computer science
21,986
Thompson Sampling for 1-Dimensional Exponential Family Bandits
stat.ML
Thompson Sampling has been demonstrated in many complex bandit models, however the theoretical guarantees available for the parametric multi-armed bandit are still limited to the Bernoulli case. Here we extend them by proving asymptotic optimality of the algorithm using the Jeffreys prior for 1-dimensional exponential ...
computer science
21,987
Kinetic Energy Plus Penalty Functions for Sparse Estimation
stat.ML
In this paper we propose and study a family of sparsity-inducing penalty functions. Since the penalty functions are related to the kinetic energy in special relativity, we call them \emph{kinetic energy plus} (KEP) functions. We construct the KEP function by using the concave conjugate of a $\chi^2$-distance function a...
computer science
21,988
Borel Isomorphic Dimensionality Reduction of Data and Supervised Learning
stat.ML
In this project we further investigate the idea of reducing the dimensionality of datasets using a Borel isomorphism with the purpose of subsequently applying supervised learning algorithms, as originally suggested by my supervisor V. Pestov (in 2011 Dagstuhl preprint). Any consistent learning algorithm, for example kN...
computer science
21,989
Jointly Clustering Rows and Columns of Binary Matrices: Algorithms and Trade-offs
stat.ML
In standard clustering problems, data points are represented by vectors, and by stacking them together, one forms a data matrix with row or column cluster structure. In this paper, we consider a class of binary matrices, arising in many applications, which exhibit both row and column cluster structure, and our goal is ...
computer science
21,990
Perfect Clustering for Stochastic Blockmodel Graphs via Adjacency Spectral Embedding
stat.ML
Vertex clustering in a stochastic blockmodel graph has wide applicability and has been the subject of extensive research. In thispaper, we provide a short proof that the adjacency spectral embedding can be used to obtain perfect clustering for the stochastic blockmodel and the degree-corrected stochastic blockmodel. We...
computer science
21,991
Moments and Root-Mean-Square Error of the Bayesian MMSE Estimator of Classification Error in the Gaussian Model
stat.ML
The most important aspect of any classifier is its error rate, because this quantifies its predictive capacity. Thus, the accuracy of error estimation is critical. Error estimation is problematic in small-sample classifier design because the error must be estimated using the same data from which the classifier has been...
computer science
21,992
Dependence Measure for non-additive model
stat.ML
We proposed a new statistical dependency measure called Copula Dependency Coefficient(CDC) for two sets of variables based on copula. It is robust to outliers, easy to implement, powerful and appropriate to high-dimensional variables. These properties are important in many applications. Experimental results show that C...
computer science
21,993
Mean Field Bayes Backpropagation: scalable training of multilayer neural networks with binary weights
stat.ML
Significant success has been reported recently using deep neural networks for classification. Such large networks can be computationally intensive, even after training is over. Implementing these trained networks in hardware chips with a limited precision of synaptic weights may improve their speed and energy efficienc...
computer science
21,994
Distance-weighted Support Vector Machine
stat.ML
A novel linear classification method that possesses the merits of both the Support Vector Machine (SVM) and the Distance-weighted Discrimination (DWD) is proposed in this article. The proposed Distance-weighted Support Vector Machine method can be viewed as a hybrid of SVM and DWD that finds the classification directio...
computer science
21,995
Flexible High-dimensional Classification Machines and Their Asymptotic Properties
stat.ML
Classification is an important topic in statistics and machine learning with great potential in many real applications. In this paper, we investigate two popular large margin classification methods, Support Vector Machine (SVM) and Distance Weighted Discrimination (DWD), under two contexts: the high-dimensional, low-sa...
computer science
21,996
ECA: High Dimensional Elliptical Component Analysis in non-Gaussian Distributions
stat.ML
We present a robust alternative to principal component analysis (PCA) --- called elliptical component analysis (ECA) --- for analyzing high dimensional, elliptically distributed data. ECA estimates the eigenspace of the covariance matrix of the elliptical data. To cope with heavy-tailed elliptical distributions, a mult...
computer science
21,997
Alternating Minimization for Mixed Linear Regression
stat.ML
Mixed linear regression involves the recovery of two (or more) unknown vectors from unlabeled linear measurements; that is, where each sample comes from exactly one of the vectors, but we do not know which one. It is a classic problem, and the natural and empirically most popular approach to its solution has been the E...
computer science
21,998
Fast Computation of Wasserstein Barycenters
stat.ML
We present new algorithms to compute the mean of a set of empirical probability measures under the optimal transport metric. This mean, known as the Wasserstein barycenter, is the measure that minimizes the sum of its Wasserstein distances to each element in that set. We propose two original algorithms to compute Wasse...
computer science
21,999
Disease Prediction based on Functional Connectomes using a Scalable and Spatially-Informed Support Vector Machine
stat.ML
Substantial evidence indicates that major psychiatric disorders are associated with distributed neural dysconnectivity, leading to strong interest in using neuroimaging methods to accurately predict disorder status. In this work, we are specifically interested in a multivariate approach that uses features derived from ...
computer science
22,000
Variational Bayesian inference for linear and logistic regression
stat.ML
The article describe the model, derivation, and implementation of variational Bayesian inference for linear and logistic regression, both with and without automatic relevance determination. It has the dual function of acting as a tutorial for the derivation of variational Bayesian inference for simple models, as well a...
computer science
22,001
Universalities of Reproducing Kernels Revisited
stat.ML
Kernel methods have been widely applied to machine learning and other questions of approximating an unknown function from its finite sample data. To ensure arbitrary accuracy of such approximation, various denseness conditions are imposed on the selected kernel. This note contributes to the study of universal, characte...
computer science