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We propose new methods for multivariate linear regression when the regression coefficient matrix is sparse and the error covariance matrix is dense. We assume that the error covariance matrix has equicorrelation across the response…

Methodology · Statistics 2025-08-13 Daeyoung Ham , Bradley S. Price , Adam J. Rothman

Parameter estimates for associated genetic variants, report ed in the initial discovery samples, are often grossly inflated compared to the values observed in the follow-up replication samples. This type of bias is a consequence of the…

Applications · Statistics 2011-04-15 Lizhen Xu , Radu V. Craiu , Lei Sun

In this work we consider a problem of multi-label classification, where each instance is associated with some binary vector. Our focus is to find a classifier which minimizes false negative discoveries under constraints. Depending on the…

Statistics Theory · Mathematics 2019-03-29 Evgenii Chzhen

This paper studies the high-dimensional mixed linear regression (MLR) where the output variable comes from one of the two linear regression models with an unknown mixing proportion and an unknown covariance structure of the random…

Methodology · Statistics 2020-11-10 Linjun Zhang , Rong Ma , T. Tony Cai , Hongzhe Li

Causal representation learning (CRL) aims to learn low-dimensional causal latent variables from high-dimensional observations. While identifiability has been extensively studied for CRL, estimation has been less explored. In this paper, we…

Machine Learning · Statistics 2026-03-24 Bohan Wu , Julius von Kügelgen , David M. Blei

We propose an sparse Bayesian learning (SBL)-based method that leverages group sparsity and multiple parameterized dictionaries to detect the relevant dictionary entries and estimate their continuous parameters by combining data from…

Signal Processing · Electrical Eng. & Systems 2025-11-05 Jakob Möderl , Anders Malte Westerkam , Alexander Venus , Erik Leitinger

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

In this article, we propose a generalized weighted version of the well-known Benjamini-Hochberg (BH) procedure. The rigorous weighting scheme used by our method enables it to encode structural information from simultaneous multi-way…

Methodology · Statistics 2021-05-25 Shinjini Nandi , Sanat K. Sarkar

Histogram-based empirical Bayes methods developed for analyzing data for large numbers of genes, SNPs, or other biological features tend to have large biases when applied to data with a smaller number of features such as genes with…

Methodology · Statistics 2013-10-10 Marta Padilla , David R. Bickel

In recent years, a rich variety of regularization procedures have been proposed for high dimensional regression problems. However, tuning parameter choice and computational efficiency in ultra-high dimensional problems remain vexing issues.…

Computation · Statistics 2012-01-18 Hua Zhou , Artin Armagan , David B. Dunson

Statistical methods with empirical likelihood (EL) are appealing and effective especially in conjunction with estimating equations through which useful data information can be adaptively and flexibly incorporated. It is also known in the…

Statistics Theory · Mathematics 2018-12-21 Jinyuan Chang , Cheng Yong Tang , Tong Tong Wu

Simultaneous analysis of gene expression data and genetic variants is highly of interest, especially when the number of gene expressions and genetic variants are both greater than the sample size. Association of both causal genes and…

Methodology · Statistics 2021-10-07 Morteza Amini

We introduce a new empirical Bayes approach for large-scale multiple linear regression. Our approach combines two key ideas: (i) the use of flexible "adaptive shrinkage" priors, which approximate the nonparametric family of scale mixture of…

Methodology · Statistics 2024-06-13 Youngseok Kim , Wei Wang , Peter Carbonetto , Matthew Stephens

Simultaneous statistical inference has been a cornerstone in the statistics methodology literature because of its fundamental theory and paramount applications. The mainstream multiple testing literature has traditionally considered two…

Statistics Theory · Mathematics 2025-03-21 Monitirtha Dey , Subir Kumar Bhandari

For multiple testing based on p-values with c\`{a}dl\`{a}g distribution functions, we propose an FDR procedure "BH+" with proven conservativeness. BH+ is at least as powerful as the BH procedure when they are applied to super-uniform…

Methodology · Statistics 2020-03-09 Xiongzhi Chen

Large-scale multiple two-sample {\em Student}'s $t$ testing problems often arise from the statistical analysis of scientific data. To detect components with different values between two mean vectors, a well-known procedure is to apply the…

Methodology · Statistics 2014-10-17 Weidong Liu

The mitigation of false positives is an important issue when conducting multiple hypothesis testing. The most popular paradigm for false positives mitigation in high-dimensional applications is via the control of the false discovery rate…

Methodology · Statistics 2018-07-17 Hien D. Nguyen , Yohan Yee , Geoffrey J. McLachlan , Jason P. Lerch

Linear mixed effects models are widely used in statistical modelling. We consider a mixed effects model with Bayesian variable selection in the random effects using spike-and-slab priors and developed a variational Bayes inference scheme…

Methodology · Statistics 2024-08-15 M-Z. Spyropoulou , J. Hopker , J. E. Griffin

Sparse model identification enables nonlinear dynamical system discovery from data. However, the control of false discoveries for sparse model identification is challenging, especially in the low-data and high-noise limit. In this paper, we…

Machine Learning · Computer Science 2023-04-28 L. Mars Gao , Urban Fasel , Steven L. Brunton , J. Nathan Kutz

Sparse high-dimensional linear regression is a central problem in statistics, where the goal is often variable selection and/or coefficient estimation. We propose a mean-field variational Bayes approximation for sparse regression with…

Methodology · Statistics 2025-12-02 Chadi Bsila , Yiqi Tang , Kaiwen Wang , Laurie Heyer