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When fitting statistical models, some predictors are often found to be correlated with each other, and functioning together. Many group variable selection methods are developed to select the groups of predictors that are closely related to…

Methodology · Statistics 2021-03-25 Zhiyuan Li

We consider Bayesian variable selection for binary outcomes under a probit link with a spike-and-slab prior on the regression coefficients. Motivated by the computational challenges encountered by Markov chain Monte Carlo (MCMC) samplers in…

Computation · Statistics 2026-05-18 Augusto Fasano , Giovanni Rebaudo

With the introduction of the variational autoencoder (VAE), probabilistic latent variable models have received renewed attention as powerful generative models. However, their performance in terms of test likelihood and quality of generated…

Machine Learning · Statistics 2020-01-13 Lars Maaløe , Marco Fraccaro , Valentin Liévin , Ole Winther

We introduce a class of generic spike-and-slab priors for high-dimensional linear regression with grouped variables and present a Coordinate-ascent Variational Inference (CAVI) algorithm for obtaining an optimal variational Bayes…

Methodology · Statistics 2023-10-02 Buyu Lin , Changhao Ge , Jun S. Liu

Variable selection has played a critical role in modern statistical learning and scientific discoveries. Numerous regularization and Bayesian variable selection methods have been developed in the past two decades for variable selection, but…

Methodology · Statistics 2024-03-04 Travis Canida , Hongjie Ke , Shuo Chen , Zhenayo Ye , Tianzhou Ma

Collected data, which is used for analysis or prediction tasks, often have a hierarchical structure, for example, data from various people performing the same task. Modeling the data's structure can improve the reliability of the derived…

Applications · Statistics 2018-11-12 Dennis Becker

There has been an intense development on the estimation of a sparse regression coefficient vector in statistics, machine learning and related fields. In this paper, we focus on the Bayesian approach to this problem, where sparsity is…

Computation · Statistics 2016-02-25 Xichen Huang , Jin Wang , Feng Liang

Bayesian phylogenetic inference is currently done via Markov chain Monte Carlo (MCMC) with simple proposal mechanisms. This hinders exploration efficiency and often requires long runs to deliver accurate posterior estimates. In this paper,…

Machine Learning · Statistics 2024-05-24 Cheng Zhang , Frederick A. Matsen

Bayesian methods have proved powerful in many applications for the inference of model parameters from data. These methods are based on Bayes' theorem, which itself is deceptively simple. However, in practice the computations required are…

Methodology · Statistics 2020-07-10 Michael A. Chappell , Mark W. Woolrich

Modern methods for Bayesian regression beyond the Gaussian response setting are often computationally impractical or inaccurate in high dimensions. In fact, as discussed in recent literature, bypassing such a trade-off is still an open…

Methodology · Statistics 2022-04-14 Augusto Fasano , Daniele Durante , Giacomo Zanella

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

We use Bayesian model selection paradigms, such as group least absolute shrinkage and selection operator priors, to facilitate generalized additive model selection. Our approach allows for the effects of continuous predictors to be…

Methodology · Statistics 2023-09-29 Virginia X. He , Matt P. Wand

Motivated by a real-world application in cardiology, we develop an algorithm to perform Bayesian bi-level variable selection in a generalized linear model, for datasets that may be large both in terms of the number of individuals and the…

Methodology · Statistics 2023-03-23 Younès Youssfi , Nicolas Chopin

We introduce a novel Bayesian approach for variable selection using Gaussian process regression, which is crucial for enhancing interpretability and model regularization. Our method employs nearest neighbor Gaussian processes, serving as…

Bayesian inference provides a methodology for parameter estimation and uncertainty quantification in machine learning and deep learning methods. Variational inference and Markov Chain Monte-Carlo (MCMC) sampling methods are used to…

Machine Learning · Statistics 2024-08-27 Rohitash Chandra , Joshua Simmons

We propose a fast and theoretically grounded method for Bayesian variable selection and model averaging in latent variable regression models. Our framework addresses three interrelated challenges: (i) intractable marginal likelihoods, (ii)…

Methodology · Statistics 2025-09-16 Gregor Zens , Mark F. J. Steel

Bi-clustering is a useful approach in analyzing biological data when observations come from heterogeneous groups and have a large number of features. We outline a general Bayesian approach in tackling bi-clustering problems in moderate to…

Applications · Statistics 2021-02-11 Han Yan , Jiexing Wu , Yang Li , Jun S. Liu

High-dimensional Bayesian variable selection problems are often solved using computationally expensive Markov Chain Montle Carlo (MCMC) techniques. Recently, a Bayesian variable selection technique was developed for continuous data using…

Computation · Statistics 2016-05-19 Patrick McDermott , John Snyder , Rebecca Willison

In this paper, we develop an {\em epsilon admissible subsets} (EAS) model selection approach for performing group variable selection in the high-dimensional multivariate regression setting. This EAS strategy is designed to estimate a…

Methodology · Statistics 2024-01-17 Salil Koner , Jonathan P Williams

In this work, we developed a new Bayesian method for variable selection in function-on-scalar regression (FOSR). Our method uses a hierarchical Bayesian structure and latent variables to enable an adaptive covariate selection process for…

Methodology · Statistics 2026-03-31 Pedro Henrique T. O. Sousa , Camila P. E. de Souza , Ronaldo Dias