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We propose a novel classification model for weak signal data, building upon a recent model for Bayesian multi-view learning, Group Factor Analysis (GFA). Instead of assuming all data to come from a single GFA model, we allow latent…
Standard linear modeling approaches make potentially simplistic assumptions regarding the structure of categorical effects that may obfuscate more complex relationships governing data. For example, recent work focused on the two-way…
Wavelet shrinkage estimators are widely applied in several fields of science for denoising data in wavelet domain by reducing the magnitudes of empirical coefficients. In nonparametric regression problem, most of the shrinkage rules are…
This paper offers a qualitative insight into the convergence of Bayesian parameter inference in a setup which mimics the modeling of the spread of a disease with associated disease measurements. Specifically, we are interested in the…
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…
Additive nonparametric regression models provide an attractive tool for variable selection in high dimensions when the relationship between the response and predictors is complex. They offer greater flexibility compared to parametric…
Nested error regression models are useful tools for analysis of grouped data, especially in the case of small area estimation. This paper suggests a nested error regression model using uncertain random effects in which the random effect in…
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…
One important problem in genome science is to determine sets of co-regulated genes based on measurements of gene expression levels across samples, where the quantification of expression levels includes substantial technical and biological…
Motivated by the increasing use of and rapid changes in array technologies, we consider the prediction problem of fitting a linear regression relating a continuous outcome $Y$ to a large number of covariates $\mathbf {X}$, for example,…
Randomized experiments are the gold standard for evaluating the effects of changes to real-world systems. Data in these tests may be difficult to collect and outcomes may have high variance, resulting in potentially large measurement error.…
Bayesian regression determines model parameters by minimizing the expected loss, an upper bound to the true generalization error. However, the loss ignores misspecification, where models are imperfect. Parameter uncertainties from Bayesian…
High-throughput data analyses are becoming common in biology, communications, economics and sociology. The vast amounts of data are usually represented in the form of matrices and can be considered as knowledge networks. Spectra-based…
In high-dimensional data, structured noise caused by observed and unobserved factors affecting multiple target variables simultaneously, imposes a serious challenge for modeling, by masking the often weak signal. Therefore, (1) explaining…
How to estimate heterogeneity, e.g. the effect of some variable differing across observations, is a key question in political science. Methods for doing so make simplifying assumptions about the underlying nature of the heterogeneity to…
When training data is sparse, more domain knowledge must be incorporated into the learning algorithm in order to reduce the effective size of the hypothesis space. This paper builds on previous work in which knowledge about qualitative…
A novel data-driven methodology is presented for the joint selection of prior parameters for both fixed and random effects in Linear Mixed Models (LMMs). This approach facilitates the estimation of complex random-effects structures, as well…
Linear mixed models are widely used for analyzing hierarchically structured data involving missingness and unbalanced study designs. We consider a Bayesian clustering method that combines linear mixed models and predictive projections. For…
Bayesian neural networks (BNNs) have recently regained a significant amount of attention in the deep learning community due to the development of scalable approximate Bayesian inference techniques. There are several advantages of using…
Latent factor models are the canonical statistical tool for exploratory analyses of low-dimensional linear structure for an observation matrix with p features across n samples. We develop a structured Bayesian group factor analysis model…