Related papers: A Bayes factor with reasonable model selection con…
The Bayesian approach provides powerful methods for variable selection. The ability to incorporate sparsity through prior beliefs and account for parameter uncertainty allows Bayesian variable selection to consistently identify which of the…
We propose a general Bayesian nonparametric (BNP) approach to causal inference in the point treatment setting. The joint distribution of the observed data (outcome, treatment, and confounders) is modeled using an enriched Dirichlet process.…
This paper develops a slice sampler for Bayesian linear regression models with arbitrary priors. The new sampler has two advantages over current approaches. One, it is faster than many custom implementations that rely on auxiliary latent…
The goal of this presentation is to build an efficient non-parametric Bayes classifier in the presence of large numbers of predictors. When analyzing such data, parametric models are often too inflexible while non-parametric procedures tend…
A standard tool for model selection in a Bayesian framework is the Bayes factor which compares the marginal likelihood of the data under two given different models. In this paper, we consider the class of hierarchical loglinear models for…
Bayesian models provide recursive inference naturally because they can formally reconcile new data and existing scientific information. However, popular use of Bayesian methods often avoids priors that are based on exact posterior…
We present a new test of hypothesis in which we seek the probability of the null conditioned on the data, where the null is a simplification undertaken to counter the intractability of the more complex model, that the simpler null model is…
Bayesian nonparametric regression under a rescaled Gaussian process prior offers smoothness-adaptive function estimation with near minimax-optimal error rates. Hierarchical extensions of this approach, equipped with stochastic variable…
The discovery of rare genetic variants through Next Generation Sequencing is a very challenging issue in the field of human genetics. We propose a novel region-based statistical approach based on a Bayes Factor (BF) to assess evidence of…
We propose a new method for conducting Bayesian prediction that delivers accurate predictions without correctly specifying the unknown true data generating process. A prior is defined over a class of plausible predictive models. After…
This paper considers estimation of the predictive density for a normal linear model with unknown variance under alpha-divergence loss for -1 <= alpha <= 1. We first give a general canonical form for the problem, and then give general…
A common task in high-throughput biology is to test for differences in means between two samples across thousands of features (e.g., genes or proteins), often with only a handful of replicates per sample. Moderated t-tests handle this…
We propose a novel Bayesian model selection technique on linear mixed-effects models to compare multiple treatments with a control. A fully Bayesian approach is implemented to estimate the marginal inclusion probabilities that provide a…
The problem of nonparametric estimation of the conditional density of a response, given a vector of explanatory variables, is classical and of prominent importance in many prediction problems since the conditional density provides a more…
Bayesian posterior distributions are widely used for inference, but their dependence on a statistical model creates some challenges. In particular, there may be lots of nuisance parameters that require prior distributions and posterior…
This paper considers a model with general regressors and unobservable factors. An estimator based on iterated principal components is proposed, which is shown to be not only asymptotically normal and oracle efficient, but under certain…
Although Bayesian inference is an immensely popular paradigm among a large segment of scientists including statisticians, most applications consider objective priors and need critical investigations (Efron, 2013, Science). While it has…
We consider the problem of discriminative factor analysis for data that are in general non-Gaussian. A Bayesian model based on the ranks of the data is proposed. We first introduce a new {\em max-margin} version of the rank-likelihood. A…
A Bayesian nonparametric approach to the study of species diversity based on choosing a random discrete distribution as a prior model for the unknown relative abundances of species has been recently introduced in Lijoi et al. (2007, 2008).…
Bayesian model selection procedures based on nonlocal alternative prior densities are extended to ultrahigh dimensional settings and compared to other variable selection procedures using precision-recall curves. Variable selection…