Related papers: BayesSUR: An R package for high-dimensional multiv…
We consider a class of colored graphical Gaussian models obtained by placing symmetry constraints on the precision matrix in a Bayesian framework. The prior distribution on the precision matrix is the colored $G$-Wishart prior which is the…
We develop a method for reconstructing regulatory interconnection networks between variables evolving according to a linear dynamical system. The work is motivated by the problem of gene regulatory network inference, that is, finding causal…
We present a new package in R implementing Bayesian additive regression trees (BART). The package introduces many new features for data analysis using BART such as variable selection, interaction detection, model diagnostic plots,…
The INLA package provides a tool for computationally efficient Bayesian modeling and inference for various widely used models, more formally the class of latent Gaussian models. It is a non-sampling based framework which provides…
This paper presents a new Bayesian collaborative sparse regression method for linear unmixing of hyperspectral images. Our contribution is twofold; first, we propose a new Bayesian model for structured sparse regression in which the…
A fully Bayesian approach is proposed for ultrahigh-dimensional nonparametric additive models in which the number of additive components may be larger than the sample size, though ideally the true model is believed to include only a small…
Datasets with hundreds of variables and many missing values are commonplace. In this setting, it is both statistically and computationally challenging to detect true predictive relationships between variables and also to suppress false…
We propose that Bayesian variable selection for linear parametrisations with Gaussian iid likelihoods be based on the spherical symmetry of the diagonalised parameter space. Our r-prior results in closed forms for the evidence for four…
The random-effects or normal-normal hierarchical model is commonly utilized in a wide range of meta-analysis applications. A Bayesian approach to inference is very attractive in this context, especially when a meta-analysis is based only on…
Decoding complex relationships among large numbers of variables with relatively few observations is one of the crucial issues in science. One approach to this problem is Gaussian graphical modeling, which describes conditional independence…
varstan is an \proglang{R} package for Bayesian analysis of time series models using \proglang{Stan}. The package offers a dynamic way to choose a model, define priors in a wide range of distributions, check model's fit, and forecast with…
Multiple imputation is widely used for handling missing data in real-world applications. For variable selection on multiply-imputed datasets, however, if selection is performed on each imputed dataset separately, it can result in different…
Prior work has shown that combining bootstrap imputation with tree-based machine learning variable selection methods can provide good performances achievable on fully observed data when covariate and outcome data are missing at random…
The matched case-control design, up until recently mostly pertinent to epidemiological studies, is becoming customary in biomedical applications as well. For instance, in omics studies, it is quite common to compare cancer and healthy…
Substantial research on structured sparsity has contributed to analysis of many different applications. However, there have been few Bayesian procedures among this work. Here, we develop a Bayesian model for structured sparsity that uses a…
High dimensional and heterogeneous count data are collected in various applied fields. In this paper, we look closely at high-resolution sequencing data on the microbiome, which have enabled researchers to study the genomes of entire…
Feedforward neural networks (FNNs) can be viewed as non-linear regression models, where covariates enter the model through a combination of weighted summations and non-linear functions. Although these models have some similarities to the…
Quantile regression, a robust method for estimating conditional quantiles, has advanced significantly in fields such as econometrics, statistics, and machine learning. In high-dimensional settings, where the number of covariates exceeds…
Gaussian factor models have proven widely useful for parsimoniously characterizing dependence in multivariate data. There is a rich literature on their extension to mixed categorical and continuous variables, using latent Gaussian variables…
The R package CVEK introduces a suite of flexible machine learning models and robust hypothesis tests for learning the joint nonlinear effects of multiple covariates in limited samples. It implements the Cross-validated Ensemble of Kernels…