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Variable selection remains a difficult problem, especially for generalized linear mixed models (GLMMs). While some frequentist approaches to simultaneously select joint fixed and random effects exist, primarily through the use of…

Methodology · Statistics 2024-12-03 Feng Ding , Ian Laga

Covariance estimation and selection for multivariate datasets in a high-dimensional regime is a fundamental problem in modern statistics. Gaussian graphical models are a popular class of models used for this purpose. Current Bayesian…

Methodology · Statistics 2019-03-06 Xuan Cao , Shaojun Zhang

To address three important issues involved in latent variable models (LVMs), including capturing infrequent patterns, achieving small-sized but expressive models and alleviating overfitting, several studies have been devoted to…

Machine Learning · Computer Science 2017-11-27 Pengtao Xie , Jun Zhu , Eric P. Xing

Logistic regression involving high-dimensional covariates is a practically important problem. Often the goal is variable selection, i.e., determining which few of the many covariates are associated with the binary response. Unfortunately,…

Computation · Statistics 2025-02-18 Yiqi Tang , Ryan Martin

Graphical models based on Directed Acyclic Graphs (DAGs) are widely used to answer causal questions across a variety of scientific and social disciplines. However, observational data alone cannot distinguish in general between DAGs…

Methodology · Statistics 2022-06-03 Federico Castelletti , Guido Consonni

In this article, we propose a novel spatial global-local spike-and-slab selection prior for image-on-scalar regression. We consider a Bayesian hierarchical Gaussian process model for image smoothing, that uses a flexible Inverse-Wishart…

Methodology · Statistics 2022-12-19 Zijian Zeng , Meng Li , Marina Vannucci

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…

Methodology · Statistics 2020-06-30 Nadja Klein , Manuel Carlan , Thomas Kneib , Stefan Lang , Helga Wagner

Factors models are routinely used to analyze high-dimensional data in both single-study and multi-study settings. Bayesian inference for such models relies on Markov Chain Monte Carlo (MCMC) methods which scale poorly as the number of…

Methodology · Statistics 2025-04-29 Blake Hansen , Alejandra Avalos-Pacheco , Massimiliano Russo , Roberta De Vito

Bayesian networks, with structure given by a directed acyclic graph (DAG), are a popular class of graphical models. However, learning Bayesian networks from discrete or categorical data is particularly challenging, due to the large…

Methodology · Statistics 2018-02-06 Jiaying Gu , Fei Fu , Qing Zhou

Parameter estimates for associated genetic variants, report ed in the initial discovery samples, are often grossly inflated compared to the values observed in the follow-up replication samples. This type of bias is a consequence of the…

Applications · Statistics 2011-04-15 Lizhen Xu , Radu V. Craiu , Lei Sun

We introduce a Bayesian approach for multivariate spatio-temporal prediction for high-dimensional count-valued data. Our primary interest is when there are possibly millions of data points referenced over different variables, geographic…

Methodology · Statistics 2015-12-24 Jonathan R. Bradley , Scott H. Holan , Christopher K. Wikle

Directed acyclic graph (DAG) models, also called Bayesian networks, impose conditional independence constraints on a multivariate probability distribution, and are widely used in probabilistic reasoning, machine learning and causal…

Statistics Theory · Mathematics 2022-12-20 Robin J. Evans

This note is concerned with an accurate and computationally efficient variational bayesian treatment of mixed-effects modelling. We focus on group studies, i.e. empirical studies that report multiple measurements acquired in multiple…

Machine Learning · Statistics 2019-03-22 Jean Daunizeau

We consider the problem of variable selection in high-dimensional settings with missing observations among the covariates. To address this relatively understudied problem, we propose a new synergistic procedure -- adaptive Bayesian SLOPE --…

Causal discovery is a fundamental problem with applications spanning various areas in science and engineering. It is well understood that solely using observational data, one can only orient the causal graph up to its Markov equivalence…

Machine Learning · Computer Science 2024-10-29 Zihan Zhou , Muhammad Qasim Elahi , Murat Kocaoglu

Variable selection and classification are common objectives in the analysis of high-dimensional data. Most such methods make distributional assumptions that may not be compatible with the diverse families of distributions data can take. A…

Methodology · Statistics 2019-08-28 Weichang Yu , Lamiae Azizi , John T. Ormerod

We propose a cautious Bayesian variable selection routine by investigating the sensitivity of a hierarchical model, where the regression coefficients are specified by spike and slab priors. We exploit the use of latent variables to…

Methodology · Statistics 2022-06-20 Tathagata Basu , Matthias C. M. Troffaes , Jochen Einbeck

Simultaneous analysis of gene expression data and genetic variants is highly of interest, especially when the number of gene expressions and genetic variants are both greater than the sample size. Association of both causal genes and…

Methodology · Statistics 2021-10-07 Morteza Amini

Invariant prediction [Peters et al., 2016] analyzes feature/outcome data from multiple environments to identify invariant features - those with a stable predictive relationship to the outcome. Such features support generalization to new…

Machine Learning · Statistics 2025-07-10 Luhuan Wu , Mingzhang Yin , Yixin Wang , John P. Cunningham , David M. Blei

Directed Acyclic Graphical (DAG) models efficiently formulate causal relationships in complex systems. Traditional DAGs assume nodes to be scalar variables, characterizing complex systems under a facile and oversimplified form. This paper…

Methodology · Statistics 2024-04-23 Tian Lan , Ziyue Li , Junpeng Lin , Zhishuai Li , Lei Bai , Man Li , Fugee Tsung , Rui Zhao , Chen Zhang