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Classification and probability estimation are fundamental tasks with broad applications across modern machine learning and data science, spanning fields such as biology, medicine, engineering, and computer science. Recent development of…
In this paper, we propose Varying Effects Regression with Graph Estimation (VERGE), a novel Bayesian method for feature selection in regression. Our model has key aspects that allow it to leverage the complex structure of data sets arising…
This paper proposes a hierarchical Bayesian multitask learning model that is applicable to the general multi-task binary classification learning problem where the model assumes a shared sparsity structure across different tasks. We derive a…
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…
Over the last decade, a large variety of clustering algorithms have been developed to detect coregulatory relationships among genes from microarray gene expression data. Model based clustering approaches have emerged as statistically well…
Recovering dynamical equations from observed noisy data is the central challenge of system identification. We develop a statistical mechanics approach to analyze sparse equation discovery algorithms, which typically balance data fit and…
The Hawkes process (HP) has been widely applied to modeling self-exciting events including neuron spikes, earthquakes and tweets. To avoid designing parametric triggering kernel and to be able to quantify the prediction confidence, the…
Bayesian predictive inference provides a coherent description of entire predictive uncertainty through predictive distributions. We examine several widely used sparsity priors from the predictive (as opposed to estimation) inference…
Bayesian analysis is increasingly popular for use in social science and other application areas where the data are observations from an informative sample. An informative sampling design leads to inclusion probabilities that are correlated…
Motivated by genome-wide association studies, we consider a standard linear model with one additional random effect in situations where many predictors have been collected on the same subjects and each predictor is analyzed separately.…
We consider Bayesian model selection in generalized linear models that are high-dimensional, with the number of covariates p being large relative to the sample size n, but sparse in that the number of active covariates is small compared to…
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…
This paper presents the use of spike-and-slab (SS) priors for discovering governing differential equations of motion of nonlinear structural dynamic systems. The problem of discovering governing equations is cast as that of selecting…
This paper proposes a general adaptive procedure for budget-limited predictor design in high dimensions called two-stage Sampling, Prediction and Adaptive Regression via Correlation Screening (SPARCS). SPARCS can be applied to high…
A new sparse semiparametric model is proposed, which incorporates the influence of two functional random variables in a scalar response in a flexible and interpretable manner. One of the functional covariates is included through a…
Hawkes processes are often applied to model dependence and interaction phenomena in multivariate event data sets, such as neuronal spike trains, social interactions, and financial transactions. In the nonparametric setting, learning the…
Genetic algorithms are a widely used method in chemometrics for extracting variable subsets with high prediction power. Most fitness measures used by these genetic algorithms are based on the ordinary least-squares fit of the resulting…
We propose a Bayesian variable selection method in the framework of modal regression for heavy-tailed responses. An efficient expectation-maximization algorithm is employed to expedite parameter estimation. A test statistic is constructed…
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…
Approximate Bayesian inference methods provide a powerful suite of tools for finding approximations to intractable posterior distributions. However, machine learning applications typically involve selecting actions, which -- in a Bayesian…