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We introduce a generalized Bayesian method for multiple changepoint analysis with a loss function inspired by multinomial logistic regression. The method does not require a specification of the data-generating process and avoids restrictive…

Methodology · Statistics 2026-03-27 Yuhui Wang , Andrew M. Thomas , Michael Jauch

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…

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

Most estimates for penalised linear regression can be viewed as posterior modes for an appropriate choice of prior distribution. Bayesian shrinkage methods, particularly the horseshoe estimator, have recently attracted a great deal of…

Methodology · Statistics 2017-11-06 Zemei Xu , Daniel F. Schmidt , Enes Makalic , Guoqi Qian , John L. Hopper

Approximate Bayesian computation is an established and popular method for likelihood-free inference with applications in many disciplines. The effectiveness of the method depends critically on the availability of well performing summary…

Machine Learning · Statistics 2018-05-23 Prashant Singh , Andreas Hellander

Functional mixed models are widely useful for regression analysis with dependent functional data, including longitudinal functional data with scalar predictors. However, existing algorithms for Bayesian inference with these models only…

Methodology · Statistics 2023-06-14 Thomas Y. Sun , Daniel R. Kowal

As evidenced by various recent and significant papers within the frequentist literature, along with numerous applications in macroeconomics, genomics, and neuroscience, there continues to be substantial interest to understand the…

Methodology · Statistics 2019-06-13 Jonathan P Williams , Yuying Xie , Jan Hannig

Gene-environment (G$\times$E) interactions have important implications to elucidate the etiology of complex diseases beyond the main genetic and environmental effects. Outliers and data contamination in disease phenotypes of G$\times$E…

Methodology · Statistics 2020-06-11 Jie Ren , Fei Zhou , Xiaoxi Li , Shuangge Ma , Yu Jiang , Cen Wu

A structural equation model (SEM) is an effective framework to reason over causal relationships represented via a directed acyclic graph (DAG). Recent advances have enabled effective maximum-likelihood point estimation of DAGs from…

Machine Learning · Computer Science 2021-12-07 Chris Cundy , Aditya Grover , Stefano Ermon

Learning the causal structure that underlies data is a crucial step towards robust real-world decision making. The majority of existing work in causal inference focuses on determining a single directed acyclic graph (DAG) or a Markov…

Machine Learning · Computer Science 2021-06-15 Yashas Annadani , Jonas Rothfuss , Alexandre Lacoste , Nino Scherrer , Anirudh Goyal , Yoshua Bengio , Stefan Bauer

In deep active learning, it is especially important to choose multiple examples to markup at each step to work efficiently, especially on large datasets. At the same time, existing solutions to this problem in the Bayesian setup, such as…

Machine Learning · Computer Science 2023-02-17 Aleksandr Rubashevskii , Daria Kotova , Maxim Panov

Variable selection for structured covariates lying on an underlying known graph is a problem motivated by practical applications, and has been a topic of increasing interest. However, most of the existing methods may not be scalable to high…

Methodology · Statistics 2016-04-27 Changgee Chang , Suprateek Kundu , Qi Long

Motivation: Recent advances in technology for brain imaging and high-throughput genotyping have motivated studies examining the influence of genetic variation on brain structure. Wang et al. (Bioinformatics, 2012) have developed an approach…

Methodology · Statistics 2016-10-18 Keelin Greenlaw , Elena Szefer , Jinko Graham , Mary Lesperance , Farouk S. Nathoo

We consider the problem of recovering the true causal structure among a set of variables, generated by a linear acyclic structural equation model (SEM) with the error terms being independent, not necessarily Gaussian, and having equal…

Statistics Theory · Mathematics 2026-03-25 Anamitra Chaudhuri , Yang Ni , Anirban Bhattacharya

In this work, we demonstrate the Empirical Bayes approach to learning a Dynamic Bayesian Network. By starting with several point estimates of structure and weights, we can use a data-driven prior to subsequently obtain a model to quantify…

Machine Learning · Computer Science 2024-07-02 Vyacheslav Kungurtsev , Apaar , Aarya Khandelwal , Parth Sandeep Rastogi , Bapi Chatterjee , Jakub Mareček

Distributed Lag Models (DLMs) and similar regression approaches such as MIDAS have been used for many decades in econometrics and more recently to investigate how poor air quality adversely affects human health. In this paper we describe…

Methodology · Statistics 2025-01-30 Daniel Dempsey , Jason Wyse

Causal learning from data has received much attention recently. Bayesian networks can be used to capture causal relationships. There, one recovers a weighted directed acyclic graph in which random variables are represented by vertices, and…

Machine Learning · Computer Science 2026-01-06 Pavel Rytir , Ales Wodecki , Georgios Korpas , Jakub Marecek

We consider a binary response which is potentially affected by a set of continuous variables. Of special interest is the causal effect on the response due to an intervention on a specific variable. The latter can be meaningfully determined…

Methodology · Statistics 2020-09-11 Federico Castelletti , Guido Consonni

We study distributed cooperative decision-making under the explore-exploit tradeoff in the multiarmed bandit (MAB) problem. We extend the state-of-the-art frequentist and Bayesian algorithms for single-agent MAB problems to cooperative…

Systems and Control · Computer Science 2019-09-18 Peter Landgren , Vaibhav Srivastava , Naomi Ehrich Leonard

Structural learning of directed acyclic graphs (DAGs) or Bayesian networks has been studied extensively under the assumption that data are independent. We propose a new Gaussian DAG model for dependent data which assumes the observations…

Machine Learning · Statistics 2021-07-30 Hangjian Li , Oscar Hernan Madrid Padilla , Qing Zhou

Gaussian graphical models (GGMs) are well-established tools for probabilistic exploration of dependence structures using precision matrices. We develop a Bayesian method to incorporate covariate information in this GGMs setup in a nonlinear…

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