New approach to Bayesian high-dimensional linear regression

  • Jalali S.
  • Maleki A.

Consider the problem of estimating parameters Xn E Rn, generated by a stationary process, from m response variables Y m = AXn + Zm, under the assumption that the distribution of Xn is known. This is the most general version of the Bayesian linear regression problem. The lack of computationally feasible algorithms that can employ generic prior distributions and provide a good estimate of Xn has limited the set of distributions researchers use to model the data. In this paper, a new scheme called Q-MAP is proposed. The new method has the following properties: (i) It has similarities to the popular MAP estimation under the noiseless setting. (ii) In the noiseless setting, it achieves the “asymptotically optimal performance” when Xn has independent and identically distributed components. (iii) It scales favorably with the dimensions of the problem and therefore is applicable to high-dimensional setups. (iv) The solution of the Q-MAP optimization can be found via a proposed iterative algorithm which is provably robust to the error (noise) in the response variables.

Recent Publications

August 09, 2017

A Cloud Native Approach to 5G Network Slicing

  • Francini A.
  • Miller R.
  • Sharma S.

5G networks will have to support a set of very diverse and often extreme requirements. Network slicing offers an effective way to unlock the full potential of 5G networks and meet those requirements on a shared network infrastructure. This paper presents a cloud native approach to network slicing. The cloud ...

August 01, 2017

Modeling and simulation of RSOA with a dual-electrode configuration

  • De Valicourt G.
  • Liu Z.
  • Violas M.
  • Wang H.
  • Wu Q.

Based on the physical model of a bulk reflective semiconductor optical amplifier (RSOA) used as a modulator in radio over fiber (RoF) links, the distributions of carrier density, signal photon density, and amplified spontaneous emission photon density are demonstrated. One of limits in the use of RSOA is the lower ...

July 12, 2017

PrivApprox: Privacy-Preserving Stream Analytics

  • Chen R.
  • Christof Fetzer
  • Le D.
  • Martin Beck
  • Pramod Bhatotia
  • Thorsten Strufe

How to preserve users' privacy while supporting high-utility analytics for low-latency stream processing? To answer this question: we describe the design, implementation and evaluation of PRIVAPPROX, a data analytics system for privacy-preserving stream processing. PRIVAPPROX provides three properties: (i) Privacy: zero-knowledge privacy (ezk) guarantees for users, a privacy bound tighter ...