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This work addresses the problem of high-dimensional classification by exploring the generalized Bayesian logistic regression method under a sparsity-inducing prior distribution. The method involves utilizing a fractional power of the…

Statistics Theory · Mathematics 2024-03-20 The Tien Mai

Given a supervised machine learning problem where the training set has been subject to a known sampling bias, how can a model be trained to fit the original dataset? We achieve this through the Bayesian inference framework by altering the…

Machine Learning · Statistics 2022-03-16 Max Sklar

This thesis responds to the challenges of using a large number, such as thousands, of features in regression and classification problems. There are two situations where such high dimensional features arise. One is when high dimensional…

Machine Learning · Statistics 2007-09-20 Longhai Li

We propose the Bayesian adaptive Lasso (BaLasso) for variable selection and coefficient estimation in linear regression. The BaLasso is adaptive to the signal level by adopting different shrinkage for different coefficients. Furthermore, we…

Methodology · Statistics 2010-09-14 Chenlei Leng , Minh Ngoc Tran , David Nott

We propose a new data-augmentation strategy for fully Bayesian inference in models with binomial likelihoods. The approach appeals to a new class of Polya-Gamma distributions, which are constructed in detail. A variety of examples are…

Methodology · Statistics 2015-03-20 Nicholas G. Polson , James G. Scott , Jesse Windle

Statistical analysis of microbiome data is challenging. Bayesian multinomial logistic-normal (MLN) models have gained popularity due to their ability to account for the count compositional nature of these data, but existing approaches are…

Methodology · Statistics 2025-05-27 Tinghua Chen , Michelle Pistner Nixon , Justin D. Silverman

We develop a fully Bayesian, logistic tracking algorithm with the purpose of providing classification results that are unbiased when applied uniformly to individuals with differing sensitive variable values. Here, we consider bias in the…

Applications · Statistics 2020-12-02 Martin B. Short , George O. Mohler

We develop a scalable multi-step Monte Carlo algorithm for inference under a large class of nonparametric Bayesian models for clustering and classification. Each step is "embarrassingly parallel" and can be implemented using the same Markov…

Computation · Statistics 2018-06-08 Yang Ni , Peter Müller , Maurice Diesendruck , Sinead Williamson , Yitan Zhu , Yuan Ji

The demand for extracting rules from high dimensional real world data is increasing in various fields. However, the possible redundancy of such data sometimes makes it difficult to obtain a good generalization ability for novel samples. To…

Disordered Systems and Neural Networks · Physics 2009-11-11 Shinsuke Uda , Yoshiyuki Kabashima

In the era of big data, variable selection is a key technology for handling high-dimensional problems with a small sample size but a large number of covariables. Different variable selection methods were proposed for different models, such…

Methodology · Statistics 2020-12-14 Yinrui Sun , Hangjin Jiang

Explosive growth in data and availability of cheap computing resources have sparked increasing interest in Big learning, an emerging subfield that studies scalable machine learning algorithms, systems, and applications with Big Data.…

Machine Learning · Computer Science 2017-03-02 Jun Zhu , Jianfei Chen , Wenbo Hu , Bo Zhang

Ordinal categorical data are routinely encountered in many practical applications. When the primary goal is to construct a regression model for ordinal outcomes, cumulative link models represent one of the most popular choices to link the…

Methodology · Statistics 2026-03-13 Emanuele Aliverti

The paper proposes a Bayesian multinomial logit model to analyse spatial patterns of urban expansion. The specification assumes that the log-odds of each class follow a spatial autoregressive process. Using recent advances in Bayesian…

Econometrics · Economics 2020-08-04 Tamás Krisztin , Philipp Piribauer , Michael Wögerer

This paper discusses the challenges presented by tall data problems associated with Bayesian classification (specifically binary classification) and the existing methods to handle them. Current methods include parallelizing the likelihood,…

Methodology · Statistics 2017-03-22 Richard D. Payne , Bani K. Mallick

We propose a penalized likelihood method that simultaneously fits the multinomial logistic regression model and combines subsets of the response categories. The penalty is non differentiable when pairs of columns in the optimization…

Methodology · Statistics 2017-05-11 Bradley S. Price , Charles J. Geyer , Adam J. Rothman

Bayesian optimization (BO) is a model-based approach for gradient-free black-box function optimization. Typically, BO is powered by a Gaussian process (GP), whose algorithmic complexity is cubic in the number of evaluations. Hence, GP-based…

Machine Learning · Statistics 2017-12-11 Valerio Perrone , Rodolphe Jenatton , Matthias Seeger , Cedric Archambeau

Multi-objective optimization aims to solve problems with competing objectives. Evaluating such problems is often slow or expensive, limiting the budget of evaluations. In many applications, historical data from related optimization tasks is…

Machine Learning · Computer Science 2026-05-12 Leonard Papenmeier , Petru Tighineanu

Multi-task learning has shown to significantly enhance the performance of multiple related learning tasks in a variety of situations. We present the fused logistic regression, a sparse multi-task learning approach for binary classification.…

Machine Learning · Statistics 2013-12-31 Venelin Mitov , Manfred Claassen

Logistic regression models are a popular and effective method to predict the probability of categorical response data. However inference for these models can become computationally prohibitive for large datasets. Here we adapt ideas from…

Methodology · Statistics 2020-08-25 Tom Whitaker , Boris Beranger , Scott A. Sisson

The problem of joint estimation of multiple graphical models from high dimensional data has been studied in the statistics and machine learning literature, due to its importance in diverse fields including molecular biology, neuroscience…

Methodology · Statistics 2019-07-04 Peyman Jalali , Kshitij Khare , George Michailidis