Related papers: Variable fusion for Bayesian linear regression via…

We introduce varbvs, a suite of functions written in R and MATLAB for regression analysis of large-scale data sets using Bayesian variable selection methods. We have developed numerical optimization algorithms based on variational…

The availability of data from multiple heterogeneous environments has motivated methods that remain reliable under distributional shifts. When the joint distribution of response and predictors varies across environments, the response may…

Bayesian variable selection is a powerful tool for data analysis, as it offers a principled method for variable selection that accounts for prior information and uncertainty. However, wider adoption of Bayesian variable selection has been…

Variable selection is a classic problem in statistics. In this paper, we consider a Bayes variable selection problem based on spike-and-slab prior with mixed normal distribution proposed by Ro\v{c}kov\'a and George (2014). Motivated by…

In this paper, a Bayesian fusion technique for remotely sensed multi-band images is presented. The observed images are related to the high spectral and high spatial resolution image to be recovered through physical degradations, e.g.,…

This paper proposes a new method for solving Bayesian decision problems. The method consists of representing a Bayesian decision problem as a valuation-based system and applying a fusion algorithm for solving it. The fusion algorithm is a…

The integration of data and knowledge from several sources is known as data fusion. When data is only available in a distributed fashion or when different sensors are used to infer a quantity of interest, data fusion becomes essential. In…

In this paper, we propose a Bayesian approach to obtain a sparse representation of the effect of a categorical predictor in regression type models. As the effect of a categorical predictor is captured by a group of level effects, sparsity…

While there have been a lot of recent developments in the context of Bayesian model selection and variable selection for high dimensional linear models, there is not much work in the presence of change point in literature, unlike the…

In this article, we propose a new class of priors for Bayesian inference with multiple Gaussian graphical models. We introduce fully Bayesian treatments of two popular procedures, the group graphical lasso and the fused graphical lasso, and…

Gaussian graphical models have been used to study intrinsic dependence among several variables, but the Gaussianity assumption may be restrictive in many applications. A nonparanormal graphical model is a semiparametric generalization for…

In this paper, we study the Bayesian multi-task variable selection problem, where the goal is to select activated variables for multiple related data sets simultaneously. Our proposed method generalizes the spike-and-slab prior to multiple…

Task vectors capture how a model changes during fine-tuning by recording the difference between pre-trained and task-specific weights. The composition of task vectors, a key operator in task arithmetic, enables models to integrate knowledge…

The problem of joint estimation of multiple graphical models from high dimensional data has been studied in the statistics and machine learning literature, due to its importance in diverse fields including molecular biology, neuroscience…

We propose a novel Bayesian model selection technique on linear mixed-effects models to compare multiple treatments with a control. A fully Bayesian approach is implemented to estimate the marginal inclusion probabilities that provide a…

We introduce the spike-and-slab group lasso (SSGL) for Bayesian estimation and variable selection in linear regression with grouped variables. We further extend the SSGL to sparse generalized additive models (GAMs), thereby introducing the…

Variable selection, also known as feature selection in machine learning, plays an important role in modeling high dimensional data and is key to data-driven scientific discoveries. We consider here the problem of detecting influential…

Bayesian $l_0$-regularized least squares is a variable selection technique for high dimensional predictors. The challenge is optimizing a non-convex objective function via search over model space consisting of all possible predictor…

Frequentist robust variable selection has been extensively investigated in high-dimensional regression. Despite success, developing the corresponding statistical inference procedures remains a challenging task. Recently, tackling this…

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,…