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Global-local shrinkage hierarchies are an important innovation in Bayesian estimation. We propose the use of log-scale distributions as a novel basis for generating familes of prior distributions for local shrinkage hyperparameters. By…

Statistics Theory · Mathematics 2020-01-31 Daniel F. Schmidt , Enes Makalic

Global-local shrinkage prior has been recognized as useful class of priors which can strongly shrink small signals towards prior means while keeping large signals unshrunk. Although such priors have been extensively discussed under Gaussian…

Methodology · Statistics 2020-08-18 Yasuyuki Hamura , Kaoru Irie , Shonosuke Sugasawa

We propose a novel class of dynamic shrinkage processes for Bayesian time series and regression analysis. Building upon a global-local framework of prior construction, in which continuous scale mixtures of Gaussian distributions are…

Methodology · Statistics 2019-07-02 Daniel R. Kowal , David S. Matteson , David Ruppert

Branch-specific substitution models are popular for detecting evolutionary change-points, such as shifts in selective pressure. However, applying such models typically requires prior knowledge of change-point locations on the phylogeny or…

Populations and Evolution · Quantitative Biology 2026-05-06 Xiang Ji , Benjamin Redelings , Shuo Su , Hongcun Bao , Wu-Min Deng , Samuel L. Hong , Guy Baele , Philippe Lemey , Marc A. Suchard

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…

Methodology · Statistics 2026-05-11 Daniel Andrew Coulson , David S. Matteson , Martin T. Wells

Isotonic regression or monotone function estimation is a problem of estimating function values under monotonicity constraints, which appears naturally in many scientific fields. This paper proposes a new Bayesian method with global-local…

Methodology · Statistics 2024-02-07 Ryo Okano , Yasuyuki Hamura , Kaoru Irie , Shonosuke Sugasawa

Phylogenetic comparative methods correct for shared evolutionary history among a set of non-independent organisms by modeling sample traits as arising from a diffusion process along on the branches of a possibly unknown history. To…

Applications · Statistics 2020-09-30 Paul Bastide , Lam Si Tung Ho , Guy Baele , Philippe Lemey , Marc A Suchard

Divergence time estimation is crucial to provide temporal signals for dating biologically important events, from species divergence to viral transmissions in space and time. With the advent of high-throughput sequencing, recent Bayesian…

Populations and Evolution · Quantitative Biology 2021-10-27 Xiang Ji , Alexander A. Fisher , Shuo Su , Jeffrey L. Thorne , Barney Potter , Philippe Lemey , Guy Baele , Marc A. Suchard

In recent years, shrinkage priors have received much attention in high-dimensional data analysis from a Bayesian perspective. Compared with widely used spike-and-slab priors, shrinkage priors have better computational efficiency. But the…

Statistics Theory · Mathematics 2020-01-16 Ruoyang Zhang , Malay Ghosh

We consider Markov chain Monte Carlo (MCMC) algorithms for Bayesian high-dimensional regression with continuous shrinkage priors. A common challenge with these algorithms is the choice of the number of iterations to perform. This is…

Methodology · Statistics 2021-07-13 Niloy Biswas , Anirban Bhattacharya , Pierre E. Jacob , James E. Johndrow

Computational inference of dated evolutionary histories relies upon various hypotheses about RNA, DNA, and protein sequence mutation rates. Using mutation rates to infer these dated histories is referred to as molecular clock assumption.…

Populations and Evolution · Quantitative Biology 2021-01-11 Lena Collienne , Kieran Elmes , Mareike Fischer , David Bryant , Alex Gavryushkin

Survival analysis is an important area of medical research, yet existing models often struggle to balance simplicity with flexibility. Simple models require minimal adjustments but come with strong assumptions, while more flexible models…

Methodology · Statistics 2025-08-22 Peter Knaus , Daniel Winkler , Sebastian F. Schoppmann , Gerd Jomrich

Bayesian shrinkage methods have generated a lot of recent interest as tools for high-dimensional regression and model selection. These methods naturally facilitate tractable uncertainty quantification and incorporation of prior information.…

Computation · Statistics 2017-04-17 Bala Rajaratnam , Doug Sparks , Kshitij Khare , Liyuan Zhang

This article introduces two absolutely continuous global-local shrinkage priors to enable stochastic variable selection in the context of high-dimensional matrix exponential spatial specifications. Existing approaches as a means to dealing…

Econometrics · Economics 2019-02-06 Michael Pfarrhofer , Philipp Piribauer

In Bayesian regression models with categorical predictors, constraints are needed to ensure identifiability when using all $K$ levels of a factor. The sum-to-zero constraint is particularly useful as it allows coefficients to represent…

Methodology · Statistics 2025-04-15 Zhi Ling , Shozen Dan

Due to developments in instruments and computers, functional observations are increasingly popular. However, effective methodologies for flexibly estimating the underlying trends with valid uncertainty quantification for a sequence of…

Methodology · Statistics 2022-09-22 Tomoya Wakayama , Shonosuke Sugasawa

Phylogenetics, the inference of evolutionary trees from molecular sequence data such as DNA, is an enterprise that yields valuable evolutionary understanding of many biological systems. Bayesian phylogenetic algorithms, which approximate a…

Populations and Evolution · Quantitative Biology 2016-10-27 Vu Dinh , Aaron E. Darling , Frederick A. Matsen

Robust Bayesian methods for high-dimensional regression problems under diverse sparse regimes are studied. Traditional shrinkage priors are primarily designed to detect a handful of signals from tens of thousands of predictors in the…

Statistics Theory · Mathematics 2024-10-25 Se Yoon Lee , Peng Zhao , Debdeep Pati , Bani K. Mallick

A new shrinkage-based construction is developed for a compressible vector $\boldsymbol{x}\in\mathbb{R}^n$, for cases in which the components of $\xv$ are naturally associated with a tree structure. Important examples are when $\xv$…

Machine Learning · Statistics 2014-01-14 Xin Yuan , Vinayak Rao , Shaobo Han , Lawrence Carin

In many large-scale inverse problems, such as computed tomography and image deblurring, characterization of sharp edges in the solution is desired. Within the Bayesian approach to inverse problems, edge-preservation is often achieved using…

Computation · Statistics 2022-07-20 Felipe Uribe , Yiqiu Dong , Per Christian Hansen
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