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Variable selection for structured covariates lying on an underlying known graph is a problem motivated by practical applications, and has been a topic of increasing interest. However, most of the existing methods may not be scalable to high…

Methodology · Statistics 2016-04-27 Changgee Chang , Suprateek Kundu , Qi Long

Bayesian sparse factor models have proven useful for characterizing dependence in multivariate data, but scaling computation to large numbers of samples and dimensions is problematic. We propose expandable factor analysis for scalable…

Methodology · Statistics 2018-06-21 Sanvesh Srivastava , Barbara E. Engelhardt , David B. Dunson

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…

Econometrics · Economics 2021-12-23 Dimitris Korobilis , Kenichi Shimizu

In this paper, we apply shrinkage strategies to estimate regression coefficients efficiently for the high-dimensional multiple regression model, where the number of samples is smaller than the number of predictors. We assume in the sparse…

Methodology · Statistics 2017-04-19 B. Yuzbasi , M. Arashi , S. E. Ahmed

This article introduces two absolutely continuous global-local shrinkage priors to enable stochastic variable selection in the context of high-dimensional matrix exponential spatial specifications. Existing approaches as a means to dealing…

Econometrics · Economics 2019-02-06 Michael Pfarrhofer , Philipp Piribauer

Bayesian shrinkage methods have generated a lot of recent interest as tools for high-dimensional regression and model selection. These methods naturally facilitate tractable uncertainty quantification and incorporation of prior information.…

Computation · Statistics 2017-04-17 Bala Rajaratnam , Doug Sparks , Kshitij Khare , Liyuan Zhang

Bayesian shrinkage methods have generated a lot of recent interest as tools for high-dimensional regression and model selection. These methods naturally facilitate tractable uncertainty quantification and incorporation of prior information.…

Methodology · Statistics 2017-04-21 Bala Rajaratnam , Doug Sparks , Kshitij Khare , Liyuan Zhang

Motivated by applications in tissue-wide association studies (TWAS), we develop a flexible and theoretically grounded empirical Bayes approach for integrating %vector-valued outcomes data obtained from different sources. We propose a linear…

Methodology · Statistics 2026-02-17 Antik Chakraborty , Fei Xue

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…

Methodology · Statistics 2018-10-25 Daniel R. Kowal , Daniel C. Bourgeois

We consider sparse Bayesian estimation in the classical multivariate linear regression model with $p$ regressors and $q$ response variables. In univariate Bayesian linear regression with a single response $y$, shrinkage priors which can be…

Methodology · Statistics 2018-05-21 Ray Bai , Malay Ghosh

The widespread availability of high-dimensional biological data has made the simultaneous screening of many biological characteristics a central problem in computational biology and allied sciences. While the dimensionality of such datasets…

Methodology · Statistics 2023-03-10 Nima S. Hejazi , Philippe Boileau , Mark J. van der Laan , Alan E. Hubbard

Gaussian graphical models are widely used to infer dependence structures. Bayesian methods are appealing to quantify uncertainty associated with structural learning, i.e., the plausibility of conditional independence statements given the…

Methodology · Statistics 2025-11-05 Deborah Sulem , Jack Jewson , David Rossell

Raking is widely used in categorical data modeling and survey practice but faced with methodological and computational challenges. We develop a Bayesian paradigm for raking by incorporating the marginal constraints as a prior distribution…

Methodology · Statistics 2020-06-24 Yajuan Si , Peigen Zhou

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,…

Statistics Theory · Mathematics 2022-10-11 Qifan Song , Faming Liang

We introduce a novel and scalable Bayesian framework for multivariate-density-density regression (DDR), designed to model relationships between multivariate distributions. Our approach addresses the critical issue of distributions residing…

Methodology · Statistics 2025-09-24 Khai Nguyen , Yang Ni , Peter Mueller

Survival analysis is an important area of medical research, yet existing models often struggle to balance simplicity with flexibility. Simple models require minimal adjustments but come with strong assumptions, while more flexible models…

Methodology · Statistics 2025-08-22 Peter Knaus , Daniel Winkler , Sebastian F. Schoppmann , Gerd Jomrich

We consider a Bayesian approach to variable selection in the presence of high dimensional covariates based on a hierarchical model that places prior distributions on the regression coefficients as well as on the model space. We adopt the…

Statistics Theory · Mathematics 2014-07-28 Naveen Naidu Narisetty , Xuming He

As a general and robust alternative to traditional mean regression models, quantile regression avoids the assumption of normally distributed errors, making it a versatile choice when modeling outcomes such as cognitive scores that typically…

Methodology · Statistics 2026-03-19 Rongke Lyu , Marina Vannucci , Suprateek Kundu

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,…

Applications · Statistics 2014-01-13 Philip S. Boonstra , Bhramar Mukherjee , Jeremy M. G. Taylor

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…

Methodology · Statistics 2019-04-10 Antik Chakraborty , Anirban Bhattacharya , Bani K. Mallick
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