Related papers: Bayesian Hierarchical Copula Models with a Dirichl…
We aim to incorporate variable selection routines into variable-by-variable (or sequential) imputation in clustered data to achieve computational improvement in applications with large-scale health data. Specifically, we utilize variable…
In Bayesian analysis of multi-way contingency tables, the selection of a prior distribution for either the log-linear parameters or the cell probabilities parameters is a major challenge. In this paper, we define a flexible family of…
In this paper, we present a new approach of distributed clustering for spatial datasets, based on an innovative and efficient aggregation technique. This distributed approach consists of two phases: 1) local clustering phase, where each…
Bayesian hierarchical models are commonly employed for inference in count datasets, as they account for multiple levels of variation by incorporating prior distributions for parameters at different levels. Examples include Beta-Binomial,…
Frequentist robust variable selection has been extensively investigated in high-dimensional regression. Despite success, developing the corresponding statistical inference procedures remains a challenging task. Recently, tackling this…
Bayesian hierarchical linear models provide a natural framework to analyze nested and clustered data. Classical estimation with Markov chain Monte Carlo produces well calibrated posterior distributions but becomes computationally expensive…
We propose a general statistical framework for clustering multiple time series that exhibit nonlinear dynamics into an a-priori-unknown number of sub-groups. Our motivation comes from neuroscience, where an important problem is to identify,…
Counterfactual explanations utilize feature perturbations to analyze the outcome of an original decision and recommend an actionable recourse. We argue that it is beneficial to provide several alternative explanations rather than a single…
With the advent of structured data in the form of social networks, genetic circuits and protein interaction networks, statistical analysis of networks has gained popularity over recent years. Stochastic block model constitutes a classical…
We consider the problem of model selection when grouping structure is inherent within the regressors. Using a Bayesian approach, we model the mean vector by a one-group global-local shrinkage prior belonging to a broad class of such priors…
Inference on high-dimensional parameters in structured linear models is an important statistical problem. This paper focuses on the case of a piecewise polynomial Gaussian sequence model, and we develop a new empirical Bayes solution that…
During the past decade, shrinkage priors have received much attention in Bayesian analysis of high-dimensional data. This paper establishes the posterior consistency for high-dimensional linear regression with a class of shrinkage priors,…
Probabilistic neural networks are typically modeled with independent weight priors, which do not capture weight correlations in the prior and do not provide a parsimonious interface to express properties in function space. A desirable class…
Clustering procedures typically estimate which data points are clustered together, a quantity of primary importance in many analyses. Often used as a preliminary step for dimensionality reduction or to facilitate interpretation, finding…
There is an increasingly rich literature about Bayesian nonparametric models for clustering functional observations. However, most of the recent proposals rely on infinite-dimensional characterizations that might lead to overly complex…
Clustering of proteins is of interest in cancer cell biology. This article proposes a hierarchical Bayesian model for protein (variable) clustering hinging on correlation structure. Starting from a multivariate normal likelihood, we enforce…
We develop a Bayesian approach to estimate weight matrices in spatial autoregressive (or spatial lag) models. Datasets in regional economic literature are typically characterized by a limited number of time periods T relative to spatial…
We utilize copulas to constitute a unified framework for constructing and optimizing variational proposals in hierarchical Bayesian models. For models with continuous and non-Gaussian hidden variables, we propose a semiparametric and…
Establishing that a set of population-splitting events occurred at the same time can be a potentially persuasive argument that a common process affected the populations. Oaks et al. (2013) assessed the ability of an approximate-Bayesian…
Bayesian deep learning approaches assume model parameters to be latent random variables and infer posterior distributions to quantify uncertainty, increase safety and trust, and prevent overconfident and unpredictable behavior. However,…