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Canonical Variate Analysis (CVA) is a multivariate statistical technique and a direct application of Linear Discriminant Analysis (LDA) that aims to find linear combinations of variables that best differentiate between groups in a dataset.…

Computation · Statistics 2025-09-23 Raeesa Ganey , Sugnet Lubbe

Undirected graphical models are applied in genomics, protein structure prediction, and neuroscience to identify sparse interactions that underlie discrete data. Although Bayesian methods for inference would be favorable in these contexts,…

Machine Learning · Statistics 2017-06-15 John Ingraham , Debora Marks

Variational Bayes methods are popular due to their computational efficiency and adaptability to diverse applications. In specifying the variational family, mean-field classes are commonly used, which enables efficient algorithms such as…

Statistics Theory · Mathematics 2025-11-26 Shitao Fan , Ilsang Ohn , David Dunson , Lizhen Lin

A framework to boost the efficiency of Bayesian inference in probabilistic programs is introduced by embedding a sampler inside a variational posterior approximation. We call it the refined variational approximation. Its strength lies both…

Machine Learning · Computer Science 2020-02-25 Victor Gallego , David Rios Insua

Logistic regression involving high-dimensional covariates is a practically important problem. Often the goal is variable selection, i.e., determining which few of the many covariates are associated with the binary response. Unfortunately,…

Computation · Statistics 2025-02-18 Yiqi Tang , Ryan Martin

How can we perform efficient inference and learning in directed probabilistic models, in the presence of continuous latent variables with intractable posterior distributions, and large datasets? We introduce a stochastic variational…

Machine Learning · Statistics 2022-12-13 Diederik P Kingma , Max Welling

Bayesian phylogenetics is vital for understanding evolutionary dynamics, and requires accurate and efficient approximation of posterior distributions over trees. In this work, we develop a variational Bayesian approach for ultrametric…

Machine Learning · Statistics 2026-02-16 Evan Sidrow , Alexandre Bouchard-Côté , Lloyd T. Elliott

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

Identifying differentially expressed genes from RNA sequencing data remains a challenging task because of the considerable uncertainties in parameter estimation and the small sample sizes in typical applications. Here we introduce Bayesian…

Applications · Statistics 2014-11-11 Matthias Katzfuss , Andreas Neudecker , Simon Anders , Julien Gagneur

Analysis of variance (ANOVA) is an extremely important method in exploratory and confirmatory data analysis. Unfortunately, in complex problems (e.g., split-plot designs), it is not always easy to set up an appropriate ANOVA. We propose a…

Statistics Theory · Mathematics 2007-06-13 Andrew Gelman

Canonical correlation analysis (CCA) is a classic statistical method for discovering latent co-variation that underpins two or more observed random vectors. Several extensions and variations of CCA have been proposed that have strengthened…

Machine Learning · Computer Science 2023-12-22 Paris A. Karakasis , Nicholas D. Sidiropoulos

Latent class analysis is used to perform model based clustering for multivariate categorical responses. Selection of the variables most relevant for clustering is an important task which can affect the quality of clustering considerably.…

Computation · Statistics 2016-06-17 Arthur White , Jason Wyse , Thomas Brendan Murphy

We propose a scalable variational Bayes method for statistical inference for a single or low-dimensional subset of the coordinates of a high-dimensional parameter in sparse linear regression. Our approach relies on assigning a mean-field…

Machine Learning · Statistics 2025-08-12 Ismaël Castillo , Alice L'Huillier , Kolyan Ray , Luke Travis

Data clustering, including problems such as finding network communities, can be put into a systematic framework by means of a Bayesian approach. The application of Bayesian approaches to real problems can be, however, quite challenging. In…

Data Analysis, Statistics and Probability · Physics 2008-09-28 Alexei Vazquez

In many practices, scientists are particularly interested in detecting which of the predictors are truly associated with a multivariate response. It is more accurate to model multiple responses as one vector rather than separating each…

Methodology · Statistics 2021-11-16 Xiaotian Dai , Guifang Fu , Randall Reese , Shaofei Zhao , Zuofeng Shang

We propose VarFA, a variational inference factor analysis framework that extends existing factor analysis models for educational data mining to efficiently output uncertainty estimation in the model's estimated factors. Such uncertainty…

Machine Learning · Statistics 2020-08-18 Zichao Wang , Yi Gu , Andrew Lan , Richard Baraniuk

A common task in high-throughput biology is to screen for associations across thousands of units of interest, e.g., genes or proteins. Often, the data for each unit are modeled as Gaussian measurements with unknown mean and variance and are…

Statistics Theory · Mathematics 2024-10-01 Nikolaos Ignatiadis , Bodhisattva Sen

Score-based statistical models play an important role in modern machine learning, statistics, and signal processing. For hypothesis testing, a score-based hypothesis test is proposed in \cite{wu2022score}. We analyze the performance of this…

Signal Processing · Electrical Eng. & Systems 2024-02-06 Enmao Diao , Taposh Banerjee , Vahid Tarokh

Linear discriminant analysis (LDA) is a well-known method for multiclass classification and dimensionality reduction. However, in general, ordinary LDA does not achieve high prediction accuracy when observations in some classes are…

Methodology · Statistics 2021-07-07 Kei Hirose , Kanta Miura , Atori Koie

In practical situations, most experimental designs often yield unbalanced data which have different numbers of observations per unit because of cost constraints, or missing data, etc. In this paper, we consider the Bayesian approach to…

Methodology · Statistics 2012-05-22 Min Wang , Xiaoqian Sun