Related papers: Bayesian Variable Selection and Estimation for Gro…

In the sparse normal means model, coverage of adaptive Bayesian posterior credible sets associated to spike and slab prior distributions is considered. The key sparsity hyperparameter is calibrated via marginal maximum likelihood empirical…

In the context of a linear model with a sparse coefficient vector, exponential weights methods have been shown to be achieve oracle inequalities for prediction. We show that such methods also succeed at variable selection and estimation…

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…

Linear mixed effects models are widely used in statistical modelling. We consider a mixed effects model with Bayesian variable selection in the random effects using spike-and-slab priors and developed a variational Bayes inference scheme…

During the past decade, shrinkage priors have received much attention in Bayesian analysis of high-dimensional data. This paper establishes the posterior consistency for high-dimensional linear regression with a class of shrinkage priors,…

The Gaussian process latent variable model (GP-LVM) is a popular approach to non-linear probabilistic dimensionality reduction. One design choice for the model is the number of latent variables. We present a spike and slab prior for the…

A reciprocal LASSO (rLASSO) regularization employs a decreasing penalty function as opposed to conventional penalization approaches that use increasing penalties on the coefficients, leading to stronger parsimony and superior model…

In this manuscript, a new high-dimensional approach for simultaneous variable and group selection is proposed, called sparse-group SLOPE (SGS). SGS achieves false discovery rate control at both variable and group levels by incorporating the…

A Bayesian approach to variable selection which is based on the expected Kullback-Leibler divergence between the full model and its projection onto a submodel has recently been suggested in the literature. Here we extend this idea by…

Neural demyelination and brain damage accumulated in white matter appear as hyperintense areas on T2-weighted MRI scans in the form of lesions. Modeling binary images at the population level, where each voxel represents the existence of a…

Covariate-dependent graph learning has gained increasing interest in the graphical modeling literature for the analysis of heterogeneous data. This task, however, poses challenges to modeling, computational efficiency, and interpretability.…

We study the use of spike and slab priors for consistent estimation of the number of change points and their locations. Leveraging recent results in the variable selection literature, we show that an estimator based on spike and slab priors…

We introduce a Bayesian estimator of the underlying class structure in the stochastic block model, when the number of classes is known. The estimator is the posterior mode corresponding to a Dirichlet prior on the class proportions, a…

A nonparametric Bayes approach is proposed for the problem of estimating a sparse sequence based on Gaussian random variables. We adopt the popular two-group prior with one component being a point mass at zero, and the other component being…

An empirical Bayes approach to the estimation of possibly sparse sequences observed in Gaussian white noise is set out and investigated. The prior considered is a mixture of an atom of probability at zero and a heavy-tailed density \gamma,…

Variable selection in Gaussian processes (GPs) is typically undertaken by thresholding the inverse lengthscales of automatic relevance determination kernels, but in high-dimensional datasets this approach can be unreliable. A more…

Spike-and-slab priors are commonly used for Bayesian variable selection, due to their interpretability and favorable statistical properties. However, existing samplers for spike-and-slab posteriors incur prohibitive computational costs when…

Many data sets consist of variables with an inherent group structure. The problem of group selection has been well studied, but in this paper, we seek to do the opposite: our goal is to select at least one variable from each group in the…

This paper deals with the grouped variable selection problem. A widely used strategy is to augment the negative log-likelihood function with a sparsity-promoting penalty. Existing methods include the group Lasso, group SCAD, and group MCP.…

Parameter estimates for associated genetic variants, report ed in the initial discovery samples, are often grossly inflated compared to the values observed in the follow-up replication samples. This type of bias is a consequence of the…