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Bayesian shrinkage methods have generated a lot of recent interest as tools for high-dimensional regression and model selection. These methods naturally facilitate tractable uncertainty quantification and incorporation of prior information.…

Computation · Statistics 2017-04-17 Bala Rajaratnam , Doug Sparks , Kshitij Khare , Liyuan Zhang

Variable selection techniques have become increasingly popular amongst statisticians due to an increased number of regression and classification applications involving high-dimensional data where we expect some predictors to be unimportant.…

Methodology · Statistics 2010-09-20 Anthony Lee , Francois Caron , Arnaud Doucet , Chris Holmes

Clinical investigators are increasingly interested in discovering computational biomarkers from short-term longitudinal omics data sets. This work focuses on Bayesian regression and variable selection for longitudinal omics datasets, which…

Methodology · Statistics 2025-05-20 Livia Popa , Sumanta Basu , Myung Hee Lee , Martin T. Wells

We propose Bayesian methods for Gaussian graphical models that lead to sparse and adaptively shrunk estimators of the precision (inverse covariance) matrix. Our methods are based on lasso-type regularization priors leading to parsimonious…

Methodology · Statistics 2013-10-07 Rajesh Talluri , Veerabhadran Baladandayuthapani , Bani K. Mallick

Identifying variables associated with clinical endpoints is of much interest in clinical trials. With the rapid growth of cell and gene therapy (CGT) and therapeutics for ultra-rare diseases, there is an urgent need for statistical methods…

Methodology · Statistics 2025-11-18 Lingxuan Kong , Yumin Zhang , Chenkun Wang , Yaoyuan Vincent Tan

Although the block Gibbs sampler for the Bayesian graphical LASSO proposed by Wang (2012) has been widely applied and extended to various shrinkage priors in recent years, it has a less noticeable but possibly severe disadvantage that the…

Computation · Statistics 2022-04-15 Sakae Oya , Teruo Nakatsuma

Few Bayesian methods for analyzing high-dimensional sparse survival data provide scalable variable selection, effect estimation and uncertainty quantification. Such methods often either sacrifice uncertainty quantification by computing…

Methodology · Statistics 2022-07-06 Michael Komodromos , Eric Aboagye , Marina Evangelou , Sarah Filippi , Kolyan Ray

A Bayesian approach to variable selection which is based on the expected Kullback-Leibler divergence between the full model and its projection onto a submodel has recently been suggested in the literature. Here we extend this idea by…

Methodology · Statistics 2009-01-30 David Nott , Chenlei Leng

This paper introduces a novel Bayesian approach for variable selection in high-dimensional and potentially sparse regression settings. Our method replaces the indicator variables in the traditional spike and slab prior with continuous,…

Methodology · Statistics 2025-02-07 Linduni M. Rodrigo , Robert Kohn , Hadi M. Afshar , Sally Cripps

We propose a novel Bayesian model selection technique on linear mixed-effects models to compare multiple treatments with a control. A fully Bayesian approach is implemented to estimate the marginal inclusion probabilities that provide a…

Applications · Statistics 2015-09-28 Lei Gong , James M. Flegal , Stephen R. Spindler , Patricia L. Mote

In high-throughput genetics studies, an important aim is to identify gene-environment interactions associated with the clinical outcomes. Recently, multiple marginal penalization methods have been developed and shown to be effective in…

Methodology · Statistics 2021-02-24 Xi Lu , Kun Fan , Jie Ren , Cen Wu

In this work, we developed a new Bayesian method for variable selection in function-on-scalar regression (FOSR). Our method uses a hierarchical Bayesian structure and latent variables to enable an adaptive covariate selection process for…

Methodology · Statistics 2026-03-31 Pedro Henrique T. O. Sousa , Camila P. E. de Souza , Ronaldo Dias

Causal effect estimation is a critical task in statistical learning that aims to find the causal effect on subjects by identifying causal links between a number of predictor (or, explanatory) variables and the outcome of a treatment. In a…

Methodology · Statistics 2024-11-26 Tathagata Basu , Matthias C. M. Troffaes

Bayesian model selection with improper priors is not well-defined because of the dependence of the marginal likelihood on the arbitrary scaling constants of the within-model prior densities. We show how this problem can be evaded by…

Statistics Theory · Mathematics 2020-04-28 A. Philip Dawid , Monica Musio

We use Bayesian model selection paradigms, such as group least absolute shrinkage and selection operator priors, to facilitate generalized additive model selection. Our approach allows for the effects of continuous predictors to be…

Methodology · Statistics 2023-09-29 Virginia X. He , Matt P. Wand

In Bayesian regression models with categorical predictors, constraints are needed to ensure identifiability when using all $K$ levels of a factor. The sum-to-zero constraint is particularly useful as it allows coefficients to represent…

Methodology · Statistics 2025-04-15 Zhi Ling , Shozen Dan

In the sparse normal means model, coverage of adaptive Bayesian posterior credible sets associated to spike and slab prior distributions is considered. The key sparsity hyperparameter is calibrated via marginal maximum likelihood empirical…

Statistics Theory · Mathematics 2019-02-05 Ismael Castillo , Botond Szabo

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

We consider the problem of sampling from a product-of-experts-type model that encompasses many standard prior and posterior distributions commonly found in Bayesian imaging. We show that this model can be easily lifted into a novel latent…

Image and Video Processing · Electrical Eng. & Systems 2026-04-16 Muhamed Kuric , Martin Zach , Andreas Habring , Michael Unser , Thomas Pock

Linear mixed effects models are widely used in statistical modelling. We consider a mixed effects model with Bayesian variable selection in the random effects using spike-and-slab priors and developed a variational Bayes inference scheme…

Methodology · Statistics 2024-08-15 M-Z. Spyropoulou , J. Hopker , J. E. Griffin
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