Related papers: Scalable Bayesian Variable Selection for Structure…
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…
Variable selection in the linear regression model takes many apparent faces from both frequentist and Bayesian standpoints. In this paper we introduce a variable selection method referred to as a rescaled spike and slab model. We study the…
Varying coefficient models are popular for estimating nonlinear regression functions in functional data models. Their Bayesian variants have received limited attention in large data applications, primarily due to prohibitively slow…
We consider the problem of variable selection in high-dimensional settings with missing observations among the covariates. To address this relatively understudied problem, we propose a new synergistic procedure -- adaptive Bayesian SLOPE --…
We develop a fully Bayesian framework for function-on-scalars regression with many predictors. The functional data response is modeled nonparametrically using unknown basis functions, which produces a flexible and data-adaptive functional…
A discrete Bayesian network is a directed acyclic graph (DAG) consisting of categorical variables. Two popular approaches for DBN modeling include classification and nonparametric methods. However, both methods often require a large number…
Variational approximation methods have proven to be useful for scaling Bayesian computations to large data sets and highly parametrized models. Applying variational methods involves solving an optimization problem, and recent research in…
Gaussian graphical models typically assume a homogeneous structure across all subjects, which is often restrictive in applications. In this article, we propose a weighted pseudo-likelihood approach for graphical modeling which allows…
Logistic regression involving high-dimensional covariates is a practically important problem. Often the goal is variable selection, i.e., determining which few of the many covariates are associated with the binary response. Unfortunately,…
In the big data era, scalability has become a crucial requirement for any useful computational model. Probabilistic graphical models are very useful for mining and discovering data insights, but they are not scalable enough to be suitable…
Factors models are routinely used to analyze high-dimensional data in both single-study and multi-study settings. Bayesian inference for such models relies on Markov Chain Monte Carlo (MCMC) methods which scale poorly as the number of…
Cancer segmentation in whole-slide images is a fundamental step for viable tumour burden estimation, which is of great value for cancer assessment. However, factors like vague boundaries or small regions dissociated from viable tumour areas…
We propose a new approach for scaling prior to cluster analysis based on the concept of pooled variance. Unlike available scaling procedures such as the standard deviation and the range, our proposed scale avoids dampening the beneficial…
In this study, we present a comprehensive evaluation of the Two-Block Gibbs (2BG) sampler as a robust alternative to the traditional Three-Block Gibbs (3BG) sampler in Bayesian shrinkage models. Through extensive simulation studies, we…
The cumulative shrinkage process is an increasing shrinkage prior that can be employed within models in which additional terms are supposed to play a progressively negligible role. A natural application is to Gaussian factor models, where…
This paper addresses the problem of learning a sparse structure Bayesian network from high-dimensional discrete data. Compared to continuous Bayesian networks, learning a discrete Bayesian network is a challenging problem due to the large…
Important objectives in cancer research are the prediction of a patient's risk based on molecular measurements such as gene expression data and the identification of new prognostic biomarkers (e.g. genes). In clinical practice, this is…
We develop a Bayesian variable selection method, called SVEN, based on a hierarchical Gaussian linear model with priors placed on the regression coefficients as well as on the model space. Sparsity is achieved by using degenerate spike…
Data irregularity in cancer genomics studies has been widely observed in the form of outliers and heavy-tailed distributions in the complex traits. In the past decade, robust variable selection methods have emerged as powerful alternatives…
The quantile varying coefficient (VC) model can flexibly capture dynamical patterns of regression coefficients. In addition, due to the quantile check loss function, it is robust against outliers and heavy-tailed distributions of the…