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Latent variable models are increasingly used in economics for high-dimensional categorical data like text and surveys. We demonstrate the effectiveness of Hamiltonian Monte Carlo (HMC) with parallelized automatic differentiation for…

Econometrics · Economics 2024-03-04 Szymon Sacher , Laura Battaglia , Stephen Hansen

Motivated by examples from genetic association studies, this paper considers the model selection problem in a general complex linear model system and in a Bayesian framework. We discuss formulating model selection problems and incorporating…

Methodology · Statistics 2014-03-14 Xiaoquan Wen

In conducting non-linear dimensionality reduction and feature learning, it is common to suppose that the data lie near a lower-dimensional manifold. A class of model-based approaches for such problems includes latent variables in an unknown…

Machine Learning · Statistics 2020-08-20 Deborshee Sen , Theodore Papamarkou , David Dunson

Modern statistical applications involving large data sets have focused attention on statistical methodologies which are both efficient computationally and able to deal with the screening of large numbers of different candidate models. Here…

Methodology · Statistics 2014-02-26 David J. Nott , Minh-Ngoc Tran , Chenlei Leng

Flow cytometry is a widespread single-cell measurement technology with a multitude of clinical and research applications. Interpretation of flow cytometry data is hard; the instrumentation is delicate and can not render absolute…

Applications · Statistics 2015-02-16 Jonas Wallin , Kerstin Johnsson , Magnus Fontes

Analyzing electronic health records (EHR) poses significant challenges because often few samples are available describing a patient's health and, when available, their information content is highly diverse. The problem we consider is how to…

Machine Learning · Statistics 2019-12-20 Alexis Bellot , Mihaela van der Schaar

High-dimensional Bayesian variable selection problems are often solved using computationally expensive Markov Chain Montle Carlo (MCMC) techniques. Recently, a Bayesian variable selection technique was developed for continuous data using…

Computation · Statistics 2016-05-19 Patrick McDermott , John Snyder , Rebecca Willison

Exponential random graph models (ERGMs) are a widely used framework for network data, enabling hypothesis testing on the structural mechanisms underlying observed networks. Bayesian ERGMs provide principled uncertainty quantification and…

Methodology · Statistics 2026-05-26 Alberto Caimo , Isabella Gollini

The complementary information found in different modalities of patient data can aid in more accurate modelling of a patient's disease state and a better understanding of the underlying biological processes of a disease. However, the…

Machine Learning · Computer Science 2025-04-18 Annette Spooner , Mohammad Karimi Moridani , Azadeh Safarchi , Salim Maher , Fatemeh Vafaee , Amany Zekry , Arcot Sowmya

Electronic phenotyping is the task of ascertaining whether an individual has a medical condition of interest by analyzing their medical record and is foundational in clinical informatics. Increasingly, electronic phenotyping is performed…

Machine Learning · Statistics 2019-01-08 Daisy Yi Ding , Chloé Simpson , Stephen Pfohl , Dave C. Kale , Kenneth Jung , Nigam H. Shah

In recent years, deep learning (DL) techniques have provided state-of-the-art performance on different medical imaging tasks. However, the availability of good quality annotated medical data is very challenging due to involved time…

Machine Learning · Computer Science 2020-12-29 Muhammad Ahtazaz Ahsan , Adnan Qayyum , Junaid Qadir , Adeel Razi

Hidden Markov Models (HMMs) comprise a powerful generative approach for modeling sequential data and time-series in general. However, the commonly employed assumption of the dependence of the current time frame to a single or multiple…

Machine Learning · Computer Science 2021-09-13 Konstantinos P. Panousis , Sotirios Chatzis , Sergios Theodoridis

It is proposed in the literature that in some complicated problems maximum likelihood estimates (MLE) are not suitable or even do not exist. An alternative to MLE for estimation of the parameters is the Bayesian method. The Markov chain…

Applications · Statistics 2019-10-08 Ali Reza Fotouhi

Interactions among multiple time series of positive random variables are crucial in diverse financial applications, from spillover effects to volatility interdependence. A popular model in this setting is the vector Multiplicative Error…

Computation · Statistics 2021-07-12 Nicola Donelli , Stefano Peluso , Antonietta Mira

High-dimensional longitudinal data is increasingly used in a wide range of scientific studies. To properly account for dependence between longitudinal observations, statistical methods for high-dimensional linear mixed models (LMMs) have…

Methodology · Statistics 2024-07-10 Anja Zgodic , Ray Bai , Jiajia Zhang , Peter Olejua , Alexander C. McLain

Empirical Bayes (EB) improves the accuracy of simultaneous inference "by learning from the experience of others" (Efron, 2012). Classical EB theory focuses on latent variables that are iid draws from a fitted prior (Efron, 2019). Modern…

Methodology · Statistics 2025-12-24 Bohan Wu , Eli N. Weinstein , David M. Blei

The multinomial probit model is often used to analyze choice behaviour. However, estimation with existing Markov chain Monte Carlo (MCMC) methods is computationally costly, which limits its applicability to large choice data sets. This…

Econometrics · Economics 2022-10-18 Rubén Loaiza-Maya , Didier Nibbering

Machine Learning applications have brought new insights into a secondary analysis of medical data. Machine Learning helps to develop new drugs, define populations susceptible to certain illnesses, identify predictors of many common…

Machine Learning · Computer Science 2020-12-29 YuanZheng Hu , Marina Sokolova

High-throughput phenotyping, the automated mapping of patient signs and symptoms to standardized ontology concepts, is essential to gaining value from electronic health records (EHR) in the support of precision medicine. Despite…

Artificial Intelligence · Computer Science 2024-06-24 Syed I. Munzir , Daniel B. Hier , Chelsea Oommen , Michael D. Carrithers

High-dimensional feature selection arises in many areas of modern science. For example, in genomic research we want to find the genes that can be used to separate tissues of different classes (e.g. cancer and normal) from tens of thousands…

Computation · Statistics 2018-07-20 Longhai Li , Weixin Yao