Related papers: Permuted and Augmented Stick-Breaking Bayesian Mul…
In this paper we develop the randomized Sharded Bayesian Additive Regression Trees (SBT) model. We introduce a randomization auxiliary variable and a sharding tree to decide partitioning of data, and fit each partition component to a…
Structural equation models (SEMs) are commonly used to study the structural relationship between observed variables and latent constructs. Recently, Bayesian fitting procedures for SEMs have received more attention thanks to their potential…
Several classification methods assume that the underlying distributions follow tree-structured graphical models. Indeed, trees capture statistical dependencies between pairs of variables, which may be crucial to attain low classification…
We propose Bayesian Univariate-Guided Sparse Regression (BUGS), a novel global-local shrinkage framework that incorporates marginal association information directly into the prior through a continuous modulation of shrinkage. Unlike…
This chapter provides a self-contained introduction to the use of Bayesian inference to extract large-scale modular structures from network data, based on the stochastic blockmodel (SBM), as well as its degree-corrected and overlapping…
Sparseness of the regression coefficient vector is often a desirable property, since, among other benefits, sparseness improves interpretability. In practice, many true regression coefficients might be negligibly small, but non-zero, which…
In machine learning, it is commonly assumed that training and test data share the same population distribution. However, this assumption is often violated in practice because the sample selection bias may induce the distribution shift from…
Posterior sampling with the spike-and-slab prior [MB88], a popular multimodal distribution used to model uncertainty in variable selection, is considered the theoretical gold standard method for Bayesian sparse linear regression [CPS09,…
We introduce a Bayesian nonparametric regression model for data with multiway (tensor) structure, motivated by an application to periodontal disease (PD) data. Our outcome is the number of diseased sites measured over four different tooth…
Stick-breaking has a long history and is one of the most popular procedures for constructing random discrete distributions in Statistics and Machine Learning. In particular, due to their intuitive construction and computational tractability…
In many statistical modeling problems, such as classification and regression, it is common to encounter sparse and blocky coefficients. Sparse fused Lasso is specifically designed to recover these sparse and blocky structured features,…
Bayesian nonparametric methods are a popular choice for analysing survival data due to their ability to flexibly model the distribution of survival times. These methods typically employ a nonparametric prior on the survival function that is…
We propose a Bayesian nonparametric model based on Markov Chain Monte Carlo (MCMC) methods for unveiling the structure of the invariant global stable manifold from observed time-series data. The underlying unknown dynamical process is…
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…
A software library for constructing and learning probabilistic models is presented. The library offers a set of building blocks from which a large variety of static and dynamic models can be built. These include hierarchical models for…
We study partially linear models in settings where observations are arranged in independent groups but may exhibit within-group dependence. Existing approaches estimate linear model parameters through weighted least squares, with optimal…
L1-norm regularized logistic regression models are widely used for analyzing data with binary response. In those analyses, fusing regression coefficients is useful for detecting groups of variables. This paper proposes a binomial logistic…
We introduce varbvs, a suite of functions written in R and MATLAB for regression analysis of large-scale data sets using Bayesian variable selection methods. We have developed numerical optimization algorithms based on variational…
The graph structure of a Bayesian network (BN) can be learned from data using the well-known score-and-search approach. Previous work has shown that incorporating structured representations of the conditional probability distributions…
Discrete Bayesian nonparametric models whose expectation is a convex linear combination of a point mass at some point of the support and a diffuse probability distribution allow to incorporate strong prior information, while still being…