Related papers: Large-Scale Multiple Hypothesis Testing with the N…
In this paper we propose a Bayesian answer to testing problems when the hypotheses are not well separated. The idea of the method is to study the posterior distribution of a discrepancy measure between the parameter and the model we want to…
The two-level normal hierarchical model has played an important role in statistical theory and applications. In this paper, we first introduce a general adjusted maximum likelihood method for estimating the unknown variance component of the…
Bayesian network (BN) structure discovery algorithms typically either make assumptions about the sparsity of the true underlying network, or are limited by computational constraints to networks with a small number of variables. While these…
Penalized regression methods, such as $L_1$ regularization, are routinely used in high-dimensional applications, and there is a rich literature on optimality properties under sparsity assumptions. In the Bayesian paradigm, sparsity is…
The empirical Bayes $g$-modeling approach via the nonparametric maximum likelihood estimator (NPMLE) is widely used for large-scale estimation and inference in the normal means problem, yet theoretical guarantees for uncertainty…
Prior information is often incorporated informally when planning a clinical trial. Here, we present an approach on how to incorporate prior information, such as data from historical clinical trials, into the nuisance parameter based sample…
Adding domain knowledge to a learning system is known to improve results. In multi-parameter Bayesian frameworks, such knowledge is incorporated as a prior. On the other hand, various model parameters can have different learning rates in…
We develop a new method for frequentist multiple testing with Bayesian prior information. Our procedure finds a new set of optimal p-value weights called the Bayes weights. Prior information is relevant to many multiple testing problems.…
Empirical Bayes methods are widely used for large-scale estimation and inference in the Poisson means problem. Existing results establish theoretical properties of the nonparametric maximum likelihood estimator (NPMLE) for optimal posterior…
In the sparse normal means model, coverage of adaptive Bayesian posterior credible sets associated to spike and slab prior distributions is considered. The key sparsity hyperparameter is calibrated via marginal maximum likelihood empirical…
A common task in high-throughput biology is to test for differences in means between two samples across thousands of features (e.g., genes or proteins), often with only a handful of replicates per sample. Moderated t-tests handle this…
A new approach for Bayesian model averaging (BMA) and selection is proposed, based on the mixture model approach for hypothesis testing in Kaniav et al., 2014. Inheriting from the good properties of this approach, it extends BMA to cases…
Modern applications routinely collect high-dimensional data, leading to statistical models having more parameters than there are samples available. A common solution is to impose sparsity in parameter estimation, often using penalized…
Large datasets in NLP suffer from noisy labels, due to erroneous automatic and human annotation procedures. We study the problem of text classification with label noise, and aim to capture this noise through an auxiliary noise model over…
We consider a nonparametric Bayesian approach to estimation and testing for a multivariate monotone density. Instead of following the conventional Bayesian route of putting a prior distribution complying with the monotonicity restriction,…
Bayes factors for composite hypotheses have difficulty in encoding vague prior knowledge, as improper priors cannot be used and objective priors may be subjectively unreasonable. To address these issues I revisit the posterior Bayes factor,…
We propose a frequentist testing procedure that maintains a defined coverage and is optimal in the sense that it gives maximal power to detect deviations from a null hypothesis when the alternative to the null hypothesis is sampled from a…
A signal recovery problem is considered, where the same binary testing problem is posed over multiple, independent data streams. The goal is to identify all signals, i.e., streams where the alternative hypothesis is correct, and noises,…
Bayesian hierarchical models are commonly employed for inference in count datasets, as they account for multiple levels of variation by incorporating prior distributions for parameters at different levels. Examples include Beta-Binomial,…
We study the well-known problem of estimating a sparse $n$-dimensional unknown mean vector $\theta = (\theta_1, ..., \theta_n)$ with entries corrupted by Gaussian white noise. In the Bayesian framework, continuous shrinkage priors which can…