Related papers: A Molecular Prior Distribution for Bayesian Infere…
Especially when facing reliability data with limited information (e.g., a small number of failures), there are strong motivations for using Bayesian inference methods. These include the option to use information from physics-of-failure or…
This paper focuses on Bayesian shrinkage for covariance matrix estimation. We examine posterior properties and frequentist risks of Bayesian estimators based on new hierarchical inverse-Wishart priors. More precisely, we give the existence…
We propose a novel approach to perform approximate Bayesian inference in complex models such as Bayesian neural networks. The approach is more scalable to large data than Markov Chain Monte Carlo, it embraces more expressive models than…
We develop a Bayesian variable selection method, called SVEN, based on a hierarchical Gaussian linear model with priors placed on the regression coefficients as well as on the model space. Sparsity is achieved by using degenerate spike…
We provide a framework for assessing the default nature of a prior distribution using the property of regular variation, which we study for global-local shrinkage priors. In particular, we demonstrate the horseshoe priors, originally…
We use Bayesian inference and nested sampling to develop a non-parametric method to reconstruct the primordial power spectrum $P_{\mathcal{R}}(k)$ from Large Scale Structure (LSS) data. The performance of the method is studied by applying…
In this work, we study the problem of learning the volatility under market microstructure noise. Specifically, we consider noisy discrete time observations from a stochastic differential equation and develop a novel computational method to…
We study high-dimensional Bayesian linear regression with product priors. Using the nascent theory of non-linear large deviations (Chatterjee and Dembo,2016), we derive sufficient conditions for the leading-order correctness of the naive…
We propose a novel spike and slab prior specification with scaled beta prime marginals for the importance parameters of regression coefficients to allow for general effect selection within the class of structured additive distributional…
In this paper, we develop a generalized Bayesian inference framework for a collection of signal-plus-noise matrix models arising in high-dimensional statistics and many applications. The framework is built upon an asymptotically unbiased…
In this paper we adopt the familiar sparse, high-dimensional linear regression model and focus on the important but often overlooked task of prediction. In particular, we consider a new empirical Bayes framework that incorporates data in…
We propose a new structure for the variational auto-encoders (VAEs) prior, with the weakly informative multivariate Student's t-distribution. In the proposed model all distribution parameters are trained, thereby allowing for a more robust…
The computational pipelines of single-particle cryo-electron microscopy (cryo-EM) and cryo-electron tomography (cryo-ET) include an early particle-picking stage, in which a micrograph or tomogram is scanned to extract candidate particles,…
In this work we discuss a novel model prior probability for variable selection in linear regression. The idea is to determine the prior mass in an objective sense, by considering the worth of each of the possible regression models, given…
Catalytic prior distributions provide general, easy-to-use, and interpretable specifications of prior distributions for Bayesian analysis. They are particularly beneficial when the observed data are inadequate to stably estimate a complex…
This paper studies the sparse normal mean models under the empirical Bayes framework. We focus on the mixture priors with an atom at zero and a density component centered at a data driven location determined by maximizing the marginal…
Resolving the structural variability of proteins is often key to understanding the structure-function relationship of those macromolecular machines. Single particle analysis using Cryogenic electron microscopy (CryoEM), combined with…
Multi-group covariance estimation for matrix-variate data with small within group sample sizes is a key part of many data analysis tasks in modern applications. To obtain accurate group-specific covariance estimates, shrinkage estimation…
In the Bayesian framework power prior distributions are increasingly adopted in clinical trials and similar studies to incorporate external and past information, typically to inform the parameter associated to a treatment effect. Their use…
We study prior distributions for Poisson parameter estimation under $L^1$ loss. Specifically, we construct a new family of prior distributions whose optimal Bayesian estimators (the conditional medians) can be any prescribed increasing…