Related papers: A novel algorithmic approach to Bayesian Logic Reg…
Gaussian graphical models (GGMs) are widely used to recover the conditional independence structure among random variables. Recent work has sought to incorporate auxiliary covariates to improve estimation, particularly in applications such…
Bayesian model comparison (BMC) offers a principled approach for assessing the relative merits of competing computational models and propagating uncertainty into model selection decisions. However, BMC is often intractable for the popular…
Approximate Bayesian computation (ABC) is a class of Bayesian inference algorithms that targets for problems with intractable or {unavailable} likelihood function. It uses synthetic data drawn from the simulation model to approximate the…
Multi-task regression attempts to exploit the task similarity in order to achieve knowledge transfer across related tasks for performance improvement. The application of Gaussian process (GP) in this scenario yields the non-parametric yet…
Recently developed adaptive Markov chain Monte Carlo (MCMC) methods have been applied successfully to many problems in Bayesian statistics. Grapham is a new open source implementation covering several such methods, with emphasis on…
Logistic regression is the most commonly used method for constructing predictive models for binary responses. One significant drawback to this approach, however, is that the asymptotes of the logistic response function are fixed at 0 and 1,…
We propose algorithms for addressing the bias of the posterior mean when used as an estimator of parameters. These algorithms build upon the recently proposed Bayesian infinitesimal jackknife approximation (Giordano and Broderick (2023))…
We propose a novel Bayesian approach to the problem of variable selection in multiple linear regression models. In particular, we present a hierarchical setting which allows for direct specification of a-priori beliefs about the number of…
Reversible jump Markov chain Monte Carlo (RJMCMC) proposals that achieve reasonable acceptance rates and mixing are notoriously difficult to design in most applications. Inspired by recent advances in deep neural network-based normalizing…
In the modern age of social media and networks, graph representations of real-world phenomena have become an incredibly useful source to mine insights. Often, we are interested in understanding how entities in a graph are interconnected.…
A hierarchical Bayesian approach that permits simultaneous inference for the regression coefficient matrix and the error precision (inverse covariance) matrix in the multivariate linear model is proposed. Assuming a natural ordering of the…
Epistasis (gene-gene interaction) is crucial to predicting genetic disease. Our work tackles the computational challenges faced by previous works in epistasis detection by modeling it as a one-step Markov Decision Process where the state is…
We explore the application of a nonlinear MCMC technique first introduced in [1] to problems in Bayesian machine learning. We provide a convergence guarantee in total variation that uses novel results for long-time convergence and…
This paper describes a method for a model-based analysis of clinical safety data called multivariate Bayesian logistic regression (MBLR). Parallel logistic regression models are fit to a set of medically related issues, or response…
Information theoretic active learning has been widely studied for probabilistic models. For simple regression an optimal myopic policy is easily tractable. However, for other tasks and with more complex models, such as classification with…
In the realm of machine learning, traditional model development and automated approaches like AutoML typically rely on layers of abstraction, such as tree-based or Cartesian genetic programming. Our study introduces "Guided Evolution" (GE),…
We consider monotonic, multiple regression for a set of contiguous regions (lattice data). The regression functions permissibly vary between regions and exhibit geographical structure. We develop new Bayesian non-parametric methodology…
The vast amount of biological knowledge accumulated over the years has allowed researchers to identify various biochemical interactions and define different families of pathways. There is an increased interest in identifying pathways and…
Stochastic gradient Markov chain Monte Carlo (MCMC) algorithms have received much attention in Bayesian computing for big data problems, but they are only applicable to a small class of problems for which the parameter space has a fixed…
In this paper we present a novel methodology to perform Bayesian model selection in linear models with heavy-tailed distributions. We consider a finite mixture of distributions to model a latent variable where each component of the mixture…