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Selecting a subset of variables for linear models remains an active area of research. This paper reviews many of the recent contributions to the Bayesian model selection and shrinkage prior literature. A posterior variable selection summary…

Methodology · Statistics 2014-08-05 P. Richard Hahn , Carlos M. Carvalho

We study sparse group Lasso for high-dimensional double sparse linear regression, where the parameter of interest is simultaneously element-wise and group-wise sparse. This problem is an important instance of the simultaneously structured…

Statistics Theory · Mathematics 2022-05-10 T. Tony Cai , Anru R. Zhang , Yuchen Zhou

Shrinkage priors are a popular Bayesian paradigm to handle sparsity in high-dimensional regression. Still limited, however, is a flexible class of shrinkage priors to handle grouped sparsity, where covariates exhibit some natural grouping…

Methodology · Statistics 2025-12-16 Eric Yanchenko , Kaoru Irie , Shonosuke Sugasawa

Higher education dropout constitutes a critical challenge for tertiary education systems worldwide. While machine learning techniques can achieve high predictive accuracy on selected datasets, their adoption by policymakers remains limited…

Applications · Statistics 2025-05-13 Andrea Nigri , Massimo Bilancia , Barbara Cafarelli , Samuele Magro

There has been increased research interest in the subfield of sparse Bayesian factor analysis with shrinkage priors, which achieve additional sparsity beyond the natural parsimonity of factor models. In this spirit, we estimate the number…

Methodology · Statistics 2023-01-18 Sylvia Frühwirth-Schnatter , Darjus Hosszejni , Hedibert Freitas Lopes

In many regression settings the unknown coefficients may have some known structure, for instance they may be ordered in space or correspond to a vectorized matrix or tensor. At the same time, the unknown coefficients may be sparse, with…

Methodology · Statistics 2023-04-28 Maryclare Griffin , Peter D. Hoff

Compressive sensing (CS) exploits sparsity to recover sparse or compressible signals from dimensionality reducing, non-adaptive sensing mechanisms. Sparsity is also used to enhance interpretability in machine learning and statistics…

Information Theory · Computer Science 2015-07-21 Anastasios Kyrillidis , Luca Baldassarre , Marwa El-Halabi , Quoc Tran-Dinh , Volkan Cevher

High dimensional statistics deals with the challenge of extracting structured information from complex model settings. Compared with the growing number of frequentist methodologies, there are rather few theoretically optimal Bayes methods…

Statistics Theory · Mathematics 2018-08-21 Chao Gao , Aad W. van der Vaart , Harrison H. Zhou

A filament consists of local maximizers of a smooth function $f$ when moving in a certain direction. A filamentary structure is an important feature of the shape of an object and is also considered as an important lower dimensional…

Statistics Theory · Mathematics 2020-03-26 Wei Li , Subhashis Ghosal

Feature selection is demanded in many modern scientific research problems that use high-dimensional data. A typical example is to find the most useful genes that are related to a certain disease (eg, cancer) from high-dimensional gene…

Methodology · Statistics 2020-06-18 Lai Jiang , Longhai Li , Weixin Yao

We consider a class of linear ill-posed inverse problems arising from inversion of a compact operator with singular values which decay exponentially to zero. We adopt a Bayesian approach, assuming a Gaussian prior on the unknown function.…

Statistics Theory · Mathematics 2013-12-09 Sergios Agapiou , Andrew M. Stuart , Yuan-Xiang Zhang

We derive rates of contraction of posterior distributions on nonparametric models resulting from sieve priors. The aim of the paper is to provide general conditions to get posterior rates when the parameter space has a general structure,…

Statistics Theory · Mathematics 2016-05-03 Julyan Arbel , Ghislaine Gayraud , Judith Rousseau

We develop a general class of Bayesian repulsive Gaussian mixture models that encourage well-separated clusters, aiming at reducing potentially redundant components produced by independent priors for locations (such as the Dirichlet…

Methodology · Statistics 2017-10-24 Fangzheng Xie , Yanxun Xu

Deep learning models often achieve high performance by inadvertently learning spurious correlations between targets and non-essential features. For example, an image classifier may identify an object via its background that spuriously…

Machine Learning · Computer Science 2025-06-19 Guangtao Zheng , Wenqian Ye , Aidong Zhang

Contingency table analysis routinely relies on log linear models, with latent structure analysis providing a common alternative. Latent structure models lead to a low rank tensor factorization of the probability mass function for…

Statistics Theory · Mathematics 2014-04-03 James E. Johndrow , Anirban Battacharya , David B. Dunson

We investigate the asymptotic behavior of posterior distributions of regression coefficients in high-dimensional linear models as the number of dimensions grows with the number of observations. We show that the posterior distribution…

Methodology · Statistics 2018-03-06 Artin Armagan , David B. Dunson , Jaeyong Lee , Waheed U. Bajwa , Nate Strawn

One of the most common machine learning setups is logistic regression. In many classification models, including neural networks, the final prediction is obtained by applying a logistic link function to a linear score. In binary logistic…

Machine Learning · Statistics 2026-03-24 Avrajit Ghosh , Bin Yu , Manfred Warmuth , Peter Bartlett

We study the problem of estimating multiple linear regression equations for the purpose of both prediction and variable selection. Following recent work on multi-task learning Argyriou et al. [2008], we assume that the regression vectors…

Machine Learning · Statistics 2012-08-21 Karim Lounici , Massimiliano Pontil , Alexandre B. Tsybakov , Sara van de Geer

We study posterior contraction behaviors for parameters of interest in the context of Bayesian mixture modeling, where the number of mixing components is unknown while the model itself may or may not be correctly specified. Two…

Statistics Theory · Mathematics 2019-01-17 Aritra Guha , Nhat Ho , XuanLong Nguyen

Sparse convex clustering is to cluster observations and conduct variable selection simultaneously in the framework of convex clustering. Although a weighted $L_1$ norm is usually employed for the regularization term in sparse convex…

Machine Learning · Statistics 2020-05-27 Kaito Shimamura , Shuichi Kawano
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