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We develop a fully automatic Bayesian Lasso via variational inference. This is a scalable procedure for approximating the posterior distribution. Special attention is driven to the knot selection in regression spline. In order to carry…

Methodology · Statistics 2021-03-01 Larissa Alves , Ronaldo Dias , Helio S. Migon

Missingness is a common issue for neuroimaging data, and neglecting it in downstream statistical analysis can introduce bias and lead to misguided inferential conclusions. It is therefore crucial to conduct appropriate statistical methods…

Methodology · Statistics 2025-03-25 Tong Lu , Chixiang Chen , Hsin-Hsiung Huang , Peter Kochunov , Elliot Hong , Shuo Chen

We consider the problems of variable selection and estimation in nonparametric additive regression models for high-dimensional data. In recent years, several methods have been proposed to model nonlinear relationships when the number of…

Methodology · Statistics 2013-10-07 Linn Cecilie Bergersen , Kukatharmini Tharmaratnam , Ingrid K. Glad

The Gaussian process latent variable model (GP-LVM) is a popular approach to non-linear probabilistic dimensionality reduction. One design choice for the model is the number of latent variables. We present a spike and slab prior for the…

Machine Learning · Statistics 2015-05-12 Zhenwen Dai , James Hensman , Neil Lawrence

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

Sparse deep neural networks have proven to be efficient for predictive model building in large-scale studies. Although several works have studied theoretical and numerical properties of sparse neural architectures, they have primarily…

Machine Learning · Statistics 2023-09-18 Sanket Jantre , Shrijita Bhattacharya , Tapabrata Maiti

Latent space models (LSMs) are often used to analyze dynamic (time-varying) networks that evolve in continuous time. Existing approaches to Bayesian inference for these models rely on Markov chain Monte Carlo algorithms, which cannot handle…

Methodology · Statistics 2024-01-19 Joshua Daniel Loyal

We address the problem of dynamic variable selection in time series regression with unknown residual variances, where the set of active predictors is allowed to evolve over time. To capture time-varying variable selection uncertainty, we…

Methodology · Statistics 2019-09-24 Veronika Rockova , Kenichiro McAlinn

Bayesian model selection procedures based on nonlocal alternative prior densities are extended to ultrahigh dimensional settings and compared to other variable selection procedures using precision-recall curves. Variable selection…

Methodology · Statistics 2017-01-19 Minsuk Shin , Anirban Bhattacharya , Valen E. Johnson

It is common to show the confidence intervals or $p$-values of selected features, or predictor variables in regression, but they often involve selection bias. The selective inference approach solves this bias by conditioning on the…

Methodology · Statistics 2022-06-02 Yoshikazu Terada , Hidetoshi Shimodaira

Multiple Imputation (MI) is one of the most popular approaches to addressing missing values in questionnaires and surveys. MI with multivariate imputation by chained equations (MICE) allows flexible imputation of many types of data. In…

Methodology · Statistics 2023-04-24 Edoardo Costantini , Kyle M. Lang , Klaas Sijtsma , Tim Reeskens

\Multiple imputation (MI) is a popular and well-established method for handling missing data in multivariate data sets, but its practicality for use in massive and complex data sets has been questioned. One such data set is the Panel Study…

Linear mixed models (LMMs) are instrumental for regression analysis with structured dependence, such as grouped, clustered, or multilevel data. However, selection among the covariates--while accounting for this structured…

Methodology · Statistics 2022-04-20 Daniel R. Kowal

The analysis of data from multiple experiments, such as observations of several individuals, is commonly approached using mixed-effects models, which account for variation between individuals through hierarchical representations. This makes…

Computation · Statistics 2026-03-05 Henrik Häggström , Sebastian Persson , Marija Cvijovic , Umberto Picchini

Technological advances in genotyping have given rise to hypothesis-based association studies of increasing scope. As a result, the scientific hypotheses addressed by these studies have become more complex and more difficult to address using…

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

Purpose: Machine learning is broadly used for clinical data analysis. Before training a model, a machine learning algorithm must be selected. Also, the values of one or more model parameters termed hyper-parameters must be set. Selecting…

Machine Learning · Computer Science 2018-12-10 Xueqiang Zeng , Gang Luo

Although variable selection is one of the most popular areas of modern statistical research, much of its development has taken place in the classical paradigm compared to the Bayesian counterpart. Somewhat surprisingly, both the paradigms…

Statistics Theory · Mathematics 2021-05-27 Minerva Mukhopadhyay , Sourabh Bhattacharya

Multilevel linear models allow flexible statistical modelling of complex data with different levels of stratification. Identifying the most appropriate model from the large set of possible candidates is a challenging problem. In the…

Methodology · Statistics 2022-11-15 Tom Edinburgh , Ari Ercole , Stephen J. Eglen

G-formula is a popular approach for estimating treatment or exposure effects from longitudinal data that are subject to time-varying confounding. G-formula estimation is typically performed by Monte-Carlo simulation, with non-parametric…