Related papers: GEECORR: A SAS macro for regression models of corr…
Bayesian modelling enables us to accommodate complex forms of data and make a comprehensive inference, but the effect of partial misspecification of the model is a concern. One approach in this setting is to modularize the model, and…
A recent line of work has shown promise in using sparse autoencoders (SAEs) to uncover interpretable features in neural network representations. However, the simple linear-nonlinear encoding mechanism in SAEs limits their ability to perform…
The paper addresses joint sparsity selection in the regression coefficient matrix and the error precision (inverse covariance) matrix for high-dimensional multivariate regression models in the Bayesian paradigm. The selected sparsity…
The goal of this paper is to provide a cohesive description and a critical comparison of the main estimators proposed in the literature for spatial binary choice models. The properties of such estimators are investigated using a theoretical…
The geographically weighted regression (GWR) is a well-known statistical approach to explore spatial non-stationarity of the regression relationship in spatial data analysis. In this paper, we discuss a Bayesian recourse of GWR. Bayesian…
In this paper, we propose a method for estimating model parameters using Small-Angle Scattering (SAS) data based on the Bayesian inference. Conventional SAS data analyses involve processes of manual parameter adjustment by analysts or…
Gaussian processes (GPs) are an important tool in machine learning and statistics with applications ranging from social and natural science through engineering. They constitute a powerful kernelized non-parametric method with…
In high-dimensional settings, Canonical Correlation Analysis (CCA) often fails, and existing sparse methods force an untenable choice between computational speed and statistical rigor. This work introduces a fast and provably consistent…
We develop sampling algorithms to fit Bayesian hierarchical models, the computational complexity of which scales linearly with the number of observations and the number of parameters in the model. We focus on crossed random effect and…
It can be challenging to perform an integrative statistical analysis of multi-view high-dimensional data acquired from different experiments on each subject who participated in a joint study. Canonical Correlation Analysis (CCA) is a…
Spatial statistical models are commonly used in geographical scenarios to ensure spatial variation is captured effectively. However, spatial models and cluster algorithms can be complicated and expensive. This paper pursues three main…
This research proposes a flexible Bayesian extension of the composite Gaussian process (CGP) model of Ba and Joseph (2012) for predicting (stationary or) non-stationary $y(\mathbf{x})$. The CGP generalizes the regression plus stationary…
We study the problem of automatically discovering Granger causal relations from observational multivariate time-series data.Vector autoregressive (VAR) models have been time-tested for this problem, including Bayesian variants and more…
Modeling with multidimensional arrays, or tensors, often presents a problem due to high dimensionality. In addition, these structures typically exhibit inherent sparsity, requiring the use of regularization methods to properly characterize…
The generalized estimating equation (GEE) method is a popular tool for longitudinal data analysis. However, GEE produces biased estimates when the outcome of interest is associated with cluster size, a phenomenon known as informative…
We propose a new approach for sparse regression and marginal testing, for data with correlated features. Our procedure first clusters the features, and then chooses as the cluster prototype the most informative feature in that cluster. Then…
In prediction problems, it is common to model the data-generating process and then use a model-based procedure, such as a Bayesian predictive distribution, to quantify uncertainty about the next observation. However, if the posited model is…
Estimating time-varying correlation matrices is challenging because existing methods may adapt slowly to structural changes, impose insufficient regularization, or produce diffuse posterior uncertainty. In moderate dimensions, an additional…
Staggered rollout cluster randomized experiments (SR-CREs) involve sequential treatment adoption across clusters, requiring analysis methods that address a general class of dynamic causal effects, anticipation, and non-ignorable…
In this paper, we investigate seemingly unrelated regression (SUR) models that allow the number of equations (N) to be large, and to be comparable to the number of the observations in each equation (T). It is well known in the literature…