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Motivated by an application in high-throughput genomics and metabolomics, we propose a novel, efficient and fully data-driven approach for estimating large block structured sparse covariance matrices in the case where the number of…

Methodology · Statistics 2019-12-09 Marie Perrot-Dockès , Céline Lévy-Leduc , Loïc Rajjou

Motivation: Recent advances in technology for brain imaging and high-throughput genotyping have motivated studies examining the influence of genetic variation on brain structure. Wang et al. (Bioinformatics, 2012) have developed an approach…

Methodology · Statistics 2016-10-18 Keelin Greenlaw , Elena Szefer , Jinko Graham , Mary Lesperance , Farouk S. Nathoo

Sparse additive modeling is a class of effective methods for performing high-dimensional nonparametric regression. This paper develops a sparse additive model focused on estimation of treatment effect-modification with simultaneous…

Methodology · Statistics 2020-06-02 Hyung Park , Eva Petkova , Thaddeus Tarpey , R. Todd Ogden

A nonparametric Bayesian extension of Factor Analysis (FA) is proposed where observed data $\mathbf{Y}$ is modeled as a linear superposition, $\mathbf{G}$, of a potentially infinite number of hidden factors, $\mathbf{X}$. The Indian Buffet…

Applications · Statistics 2011-07-29 David Knowles , Zoubin Ghahramani

We consider the problem of learning a Gaussian variational approximation to the posterior distribution for a high-dimensional parameter, where we impose sparsity in the precision matrix to reflect appropriate conditional independence…

Computation · Statistics 2019-04-23 Linda S. L. Tan , David J. Nott

Selecting interpretable feature sets in underdetermined ($n \ll p$) and highly correlated regimes constitutes a fundamental challenge in data science, particularly when analyzing physical measurements. In such settings, multiple distinct…

Machine Learning · Computer Science 2026-02-10 Kateřina Henclová , Václav Šmídl

In computational biology, gene expression datasets are characterized by very few individual samples compared to a large number of measurements per sample. Thus, it is appealing to merge these datasets in order to increase the number of…

Methodology · Statistics 2011-08-18 Meili Baragatti

This paper presents a novel variational inference framework for deriving a family of Bayesian sparse Gaussian process regression (SGPR) models whose approximations are variationally optimal with respect to the full-rank GPR model enriched…

Machine Learning · Computer Science 2019-03-25 Haibin Yu , Trong Nghia Hoang , Kian Hsiang Low , Patrick Jaillet

In this article, we propose new Bayesian methods for selecting and estimating a sparse coefficient vector for skewed heteroscedastic response. Our novel Bayesian procedures effectively estimate the median and other quantile functions,…

Methodology · Statistics 2017-07-04 Libo Wang , Yuanyuan Tang , Debajyoti Sinha , Debdeep Pati , Stuart Lipsitz

In this paper, we propose Varying Effects Regression with Graph Estimation (VERGE), a novel Bayesian method for feature selection in regression. Our model has key aspects that allow it to leverage the complex structure of data sets arising…

Methodology · Statistics 2024-10-10 Yangfan Ren , Christine B. Peterson , Marina Vannucci

A computationally simple genome-wide association study (GWAS) algorithm for estimating the main and epistatic effects of markers or single nucleotide polymorphisms (SNPs) is proposed. It is based on the intuitive assumption that changes of…

Quantitative Methods · Quantitative Biology 2017-08-08 Lev V. Utkin , Irina L. Utkina

Genetic association analyses often involve data from multiple potentially-heterogeneous subgroups. The expected amount of heterogeneity can vary from modest (e.g., a typical meta-analysis) to large (e.g., a strong gene--environment…

Methodology · Statistics 2014-04-15 Xiaoquan Wen , Matthew Stephens

High-dimensional mean vector testing problem for two or more groups remain a very active research area. In these setting, traditional tests are not applicable because they involve the inversion of rank deficient group covariance matrix. In…

Methodology · Statistics 2022-09-12 Roger S Zoh , Fangzheng Xie

Implementing Bayesian variable selection for linear Gaussian regression models for analysing high dimensional data sets is of current interest in many fields. In order to make such analysis operational, we propose a new sampling algorithm…

Computation · Statistics 2010-02-16 Leonardo Bottolo , Sylvia Richardson

Heritability is a central parameter in quantitative genetics, both from an evolutionary and a breeding perspective. For plant traits heritability is traditionally estimated by comparing within and between genotype variability. This approach…

This article focuses on covariance estimation for multi-study data. Popular approaches employ factor-analytic terms with shared and study-specific loadings that decompose the variance into (i) a shared low-rank component, (ii)…

Methodology · Statistics 2026-01-26 Lorenzo Mauri , Niccolò Anceschi , David B. Dunson

The growing environmental footprint of artificial intelligence (AI), especially in terms of storage and computation, calls for more frugal and interpretable models. Sparse models (e.g., linear, neural networks) offer a promising solution by…

Machine Learning · Statistics 2025-09-23 Sylvain Sardy , Maxime van Cutsem , Xiaoyu Ma

Motivation: Genome-wide association studies (GWASs), which assay more than a million single nucleotide polymorphisms (SNPs) in thousands of individuals, have been widely used to identify genetic risk variants for complex diseases. However,…

Computational Engineering, Finance, and Science · Computer Science 2015-01-27 Ben Teng , Can Yang , Jiming Liu , Zhipeng Cai , Xiang Wan

We develop a Bayesian vector autoregressive (VAR) model with multivariate stochastic volatility that is capable of handling vast dimensional information sets. Three features are introduced to permit reliable estimation of the model. First,…

Computation · Statistics 2020-03-12 Gregor Kastner , Florian Huber

In genetic association studies, detecting phenotype-genotype association is a primary goal. We assume that the relationship between the data -phenotype, genetic markers and environmental covariates - can be modelled by a generalized linear…

Methodology · Statistics 2020-04-13 K. K. Halle , Ø. Bakke , S. Djurovic , A. Bye , E. Ryeng , U. Wisløff , O. A. Andreassen , M. Langaas