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We consider Bayesian variable selection for binary outcomes under a probit link with a spike-and-slab prior on the regression coefficients. Motivated by the computational challenges encountered by Markov chain Monte Carlo (MCMC) samplers in…

Computation · Statistics 2026-05-18 Augusto Fasano , Giovanni Rebaudo

The R package spikeSlabGAM implements Bayesian variable selection, model choice, and regularized estimation in (geo-)additive mixed models for Gaussian, binomial, and Poisson responses. Its purpose is to (1) choose an appropriate subset of…

Methodology · Statistics 2015-03-19 Fabian Scheipl

In spite of the diverse literature on nonstationary spatial modeling and approximate Gaussian process (GP) methods, there are no general approaches for conducting fully Bayesian inference for moderately sized nonstationary spatial data sets…

Computation · Statistics 2020-07-01 Mark D. Risser , Daniel Turek

Motivated by an application in high-throughput genomics and metabolomics, we propose a novel, efficient and fully data-driven approach for estimating large block structured sparse covariance matrices in the case where the number of…

Methodology · Statistics 2019-12-09 Marie Perrot-Dockès , Céline Lévy-Leduc , Loïc Rajjou

We study the computational complexity of Markov chain Monte Carlo (MCMC) methods for high-dimensional Bayesian linear regression under sparsity constraints. We first show that a Bayesian approach can achieve variable-selection consistency…

Statistics Theory · Mathematics 2015-06-01 Yun Yang , Martin J. Wainwright , Michael I. Jordan

We propose a flexible Bayesian approach for estimating the joint density of a multivariate outcome of interest in the presence of categorical covariates. Leveraging a Gaussian copula framework, our method effectively captures the dependence…

Methodology · Statistics 2026-04-10 Giovanni Toto , Peter Müller , Abhra Sarkar

In this article, we propose new Bayesian methods for selecting and estimating a sparse coefficient vector for skewed heteroscedastic response. Our novel Bayesian procedures effectively estimate the median and other quantile functions,…

Methodology · Statistics 2017-07-04 Libo Wang , Yuanyuan Tang , Debajyoti Sinha , Debdeep Pati , Stuart Lipsitz

Graphical models are powerful tools to investigate complex dependency structures in high-throughput datasets. However, most existing graphical models make one of the two canonical assumptions: (i) a homogeneous graph with a common network…

Methodology · Statistics 2023-10-31 Tsung-Hung Yao , Yang Ni , Anindya Bhadra , Jian Kang , Veerabhadran Baladandayuthapani

In many research fields, researchers aim to identify significant associations between a set of explanatory variables and a response while controlling the FDR. The Knockoff filter has been recently proposed in the frequentist paradigm to…

Methodology · Statistics 2026-04-22 Lorenzo Focardi-Olmi , Anna Gottard , Michele Guindani , Marina Vannucci

We tackle the problem of multiscale regression for predictors that are spatially or temporally indexed, or with a pre-specified multiscale structure, with a Bayesian modular approach. The regression function at the finest scale is expressed…

Methodology · Statistics 2018-09-18 Michele Peruzzi , David B. Dunson

In large-scale genomic applications vast numbers of molecular features are scanned in order to find a small number of candidates which are linked to a particular disease or phenotype. This is a variable selection problem in the "large p,…

Computation · Statistics 2014-02-13 Manuela Zucknick , Sylvia Richardson

The R package BayesPPD (Bayesian Power Prior Design) supports Bayesian power and type I error calculation and model fitting after incorporating historical data with the power prior and the normalized power prior for generalized linear…

Applications · Statistics 2021-12-30 Yueqi Shen , Matthew A. Psioda , Joseph G. Ibrahim

We propose a generative model for robust tensor factorization in the presence of both missing data and outliers. The objective is to explicitly infer the underlying low-CP-rank tensor capturing the global information and a sparse tensor…

Computer Vision and Pattern Recognition · Computer Science 2016-06-21 Qibin Zhao , Guoxu Zhou , Liqing Zhang , Andrzej Cichocki , Shun-ichi Amari

Feature Selection (FS) is a key task in Machine Learning. It consists in selecting a number of relevant variables for the model construction or data analysis. We present the R package, FSinR, which implements a variety of widely known…

Machine Learning · Computer Science 2020-02-25 F. Aragón-Royón , A. Jiménez-Vílchez , A. Arauzo-Azofra , J. M. Benítez

The Dirichlet Process (DP) mixture model has become a popular choice for model-based clustering, largely because it allows the number of clusters to be inferred. The sequential updating and greedy search (SUGS) algorithm (Wang and Dunson,…

Methodology · Statistics 2018-10-15 Oliver M. Crook , Laurent Gatto , Paul D. W. Kirk

There is currently a focus on statistical methods which can use external trial information to help accelerate the discovery, development and delivery of medicine. Bayesian methods facilitate borrowing which is "dynamic" in the sense that…

Methodology · Statistics 2024-08-09 Sophia Axillus , Alex Lewin , Darren Scott

The FBMS R package facilitates Bayesian model selection and model averaging in complex regression settings by employing a variety of Monte Carlo model exploration methods. At its core, the package implements an efficient Mode Jumping Markov…

Methodology · Statistics 2025-09-03 Florian Frommlet , Jon Lachmann , Geir Storvik , Aliaksandr Hubin

Bayesian nonparametric methods are a popular choice for analysing survival data due to their ability to flexibly model the distribution of survival times. These methods typically employ a nonparametric prior on the survival function that is…

Methodology · Statistics 2022-02-22 Edwin Fong , Brieuc Lehmann

The R package bsvarSIGNs implements state-of-the-art algorithms for the Bayesian analysis of Structural Vector Autoregressions identified by sign, zero, and narrative restrictions. It offers fast and efficient estimation thanks to the…

Econometrics · Economics 2025-01-29 Xiaolei Wang , Tomasz Woźniak

Count outcomes in longitudinal studies are frequent in clinical and engineering studies. In frequentist and Bayesian statistical analysis, methods such as Mixed linear models allow the variability or correlation within individuals to be…

Methodology · Statistics 2024-07-15 Alejandra Estefanía Patiño Hoyos , Johnatan Cardona Jiménez