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Bayesian causal discovery offers the power to quantify epistemic uncertainties among a broad range of structurally diverse causal theories potentially explaining the data, represented in forms of directed acyclic graphs (DAGs). However,…

Machine Learning · Computer Science 2024-08-30 Nu Hoang , Bao Duong , Thin Nguyen

There has been an intense development on the estimation of a sparse regression coefficient vector in statistics, machine learning and related fields. In this paper, we focus on the Bayesian approach to this problem, where sparsity is…

Computation · Statistics 2016-02-25 Xichen Huang , Jin Wang , Feng Liang

We give methods for Bayesian inference of directed acyclic graphs, DAGs, and the induced causal effects from passively observed complete data. Our methods build on a recent Markov chain Monte Carlo scheme for learning Bayesian networks,…

Machine Learning · Computer Science 2020-11-19 Jussi Viinikka , Antti Hyttinen , Johan Pensar , Mikko Koivisto

We propose a Bayesian procedure for simultaneous variable and covariance selection using continuous spike-and-slab priors in multivariate linear regression models where q possibly correlated responses are regressed onto p predictors. Rather…

Methodology · Statistics 2019-03-29 Sameer K. Deshpande , Veronika Rockova , Edward I. George

We consider the problem of learning the underlying causal structure among a set of variables, which are assumed to follow a Bayesian network or, more specifically, a linear recursive structural equation model (SEM) with the associated…

Statistics Theory · Mathematics 2025-08-05 Anamitra Chaudhuri , Anirban Bhattacharya , Yang Ni

Covariate-dependent graph learning has gained increasing interest in the graphical modeling literature for the analysis of heterogeneous data. This task, however, poses challenges to modeling, computational efficiency, and interpretability.…

Methodology · Statistics 2025-04-04 Zijian Zeng , Meng Li , Marina Vannucci

High-dimensional variable selection, with many more covariates than observations, is widely documented in standard regression models, but there are still few tools to address it in non-linear mixed-effects models where data are collected…

Statistics Theory · Mathematics 2024-04-08 Marion Naveau , Guillaume Kon Kam King , Renaud Rincent , Laure Sansonnet , Maud Delattre

Variable selection has played a critical role in modern statistical learning and scientific discoveries. Numerous regularization and Bayesian variable selection methods have been developed in the past two decades for variable selection, but…

Methodology · Statistics 2024-03-04 Travis Canida , Hongjie Ke , Shuo Chen , Zhenayo Ye , Tianzhou Ma

We consider jointly estimating the coefficient matrix and the error precision matrix in high-dimensional multivariate linear regression models. Bayesian methods in this context often face computational challenges, leading to previous…

Methodology · Statistics 2025-08-25 Xuan Cao , Kyoungjae Lee

This paper studies the problem of learning the correlation structure of a set of intervention functions defined on the directed acyclic graph (DAG) of a causal model. This is useful when we are interested in jointly learning the causal…

Machine Learning · Statistics 2020-09-29 Virginia Aglietti , Theodoros Damoulas , Mauricio Álvarez , Javier González

Bayesian variable selection is a powerful tool for data analysis, as it offers a principled method for variable selection that accounts for prior information and uncertainty. However, wider adoption of Bayesian variable selection has been…

Methodology · Statistics 2023-12-06 Martin Jankowiak

Bayesian causal discovery aims to infer the posterior distribution over causal models from observed data, quantifying epistemic uncertainty and benefiting downstream tasks. However, computational challenges arise due to joint inference over…

Machine Learning · Computer Science 2023-12-11 Yashas Annadani , Nick Pawlowski , Joel Jennings , Stefan Bauer , Cheng Zhang , Wenbo Gong

In this paper, we consider a Bayesian bi-level variable selection problem in high-dimensional regressions. In many practical situations, it is natural to assign group membership to each predictor. Examples include that genetic variants can…

Applications · Statistics 2018-03-29 Mingxuan Cai , Mingwei Dai , Jingsi Ming , Heng Peng , Jin Liu , Can Yang

Bayesian networks are probabilistic graphical models widely employed to understand dependencies in high dimensional data, and even to facilitate causal discovery. Learning the underlying network structure, which is encoded as a directed…

Machine Learning · Statistics 2022-02-03 Jack Kuipers , Polina Suter , Giusi Moffa

Bayesian networks represent relations between variables using a directed acyclic graph (DAG). Learning the DAG is an NP-hard problem and exact learning algorithms are feasible only for small sets of variables. We propose two scalable…

Machine Learning · Computer Science 2021-07-02 Pierre Gillot , Pekka Parviainen

We consider a Bayesian approach to variable selection in the presence of high dimensional covariates based on a hierarchical model that places prior distributions on the regression coefficients as well as on the model space. We adopt the…

Statistics Theory · Mathematics 2014-07-28 Naveen Naidu Narisetty , Xuming He

Multiple imputation has become one of the standard methods in drawing inferences in many incomplete data applications. Applications of multiple imputation in relatively more complex settings, such as high-dimensional clustered data, require…

Methodology · Statistics 2025-04-08 Qiushuang Li , Recai Yucel

We consider modeling a binary response variable together with a set of covariates for two groups under observational data. The grouping variable can be the confounding variable (the common cause of treatment and outcome), gender,…

Methodology · Statistics 2023-04-13 Rasool Tahmasbi , Keyvan Tahmasbi

In this paper we extend existing Bayesian methods for variable selection in Gaussian process regression, to select both the regression terms and the active covariates in the spatial correlation structure. We then use the estimated posterior…

Methodology · Statistics 2015-01-05 Ofir Harari , David M. Steinberg

Estimating the structure of Bayesian networks as directed acyclic graphs (DAGs) from observational data is a fundamental challenge, particularly in causal discovery. Bayesian approaches excel by quantifying uncertainty and addressing…

Machine Learning · Computer Science 2026-02-17 Edwin V. Bonilla , Pantelis Elinas , He Zhao , Maurizio Filippone , Vassili Kitsios , Terry O'Kane
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