Related papers: Improved methods for empirical Bayes multivariate …
We generalize the approach of Liu and Lawrence (1999) for multiple changepoint problems where the number of changepoints is unknown. The approach is based on dynamic programming recursion for efficient calculation of the marginal…
Nested sampling is a promising tool for Bayesian statistical analysis because it simultaneously performs parameter estimation and facilitates model comparison. MultiNest is one of the most popular nested sampling implementations, and has…
Balancing influential covariates is crucial for valid treatment comparisons in clinical studies. While covariate-adaptive randomization is commonly used to achieve balance, its performance can be inadequate when the number of baseline…
We introduce a flexible empirical Bayes approach for fitting Bayesian generalized linear models. Specifically, we adopt a novel mean-field variational inference (VI) method and the prior is estimated within the VI algorithm, making the…
This paper proposes a new feature screening method for the multi-response ultrahigh dimensional linear model by empirical likelihood. Through a multivariate moment condition, the empirical likelihood induced ranking statistics can exploit…
We present a coherent Bayesian framework for selection of the most likely model from the five genetic models (genotypic, additive, dominant, co-dominant, and recessive) commonly used in genetic association studies. The approach uses a…
Parameter shrinkage applied optimally can always reduce error and projection variances from those of maximum likelihood estimation. Many variables that actuaries use are on numerical scales, like age or year, which require parameters at…
Assessing variability according to distinct factors in data is a fundamental technique of statistics. The method commonly regarded to as analysis of variance (ANOVA) is, however, typically confined to the case where all levels of a factor…
We discuss the use of empirical Bayes for data integration, in the sense of transfer learning. Our main interest is in settings where one wishes to learn structure (e.g. feature selection) and one only has access to incomplete data from…
Recent years, large scale clinical data like patient surveys and medical record data are playing an increasing role in medical data science. These large-scale clinical data, collectively referred to as "real-world data (RWD)". It is…
Rank data arises frequently in marketing, finance, organizational behavior, and psychology. Most analysis of rank data reported in the literature assumes the presence of one or more variables (sometimes latent) based on whose values the…
It has been proposed that complex populations, such as those that arise in genomics studies, may exhibit dependencies among observations as well as among variables. This gives rise to the challenging problem of analyzing unreplicated…
Effect modification means the magnitude or stability of a treatment effect varies as a function of an observed covariate. Generally, larger and more stable treatment effects are insensitive to larger biases from unmeasured covariates, so a…
The present work describes simulation studies to compare the performances of bayesian wavelet shrinkage methods in estimating component curves from aggregated functional data. To do so, five methods were considered: the bayesian shrinkage…
Factors models are routinely used to analyze high-dimensional data in both single-study and multi-study settings. Bayesian inference for such models relies on Markov Chain Monte Carlo (MCMC) methods which scale poorly as the number of…
In this paper, we apply shrinkage strategies to estimate regression coefficients efficiently for the high-dimensional multiple regression model, where the number of samples is smaller than the number of predictors. We assume in the sparse…
High-dimensional variable selection, with many more covariates than observations, is widely documented in standard regression models, but there are still few tools to address it in non-linear mixed-effects models where data are collected…
In recent years, a rich variety of regularization procedures have been proposed for high dimensional regression problems. However, tuning parameter choice and computational efficiency in ultra-high dimensional problems remain vexing issues.…
Increased access to computing resources has led to the development of algorithms that can run efficiently on multi-core processing units or in distributed computing environments. In the context of Bayesian inference, many parallel computing…
Since the emergence of genome-wide association studies (GWASs), estimation of the narrow sense heritability explained by common single-nucleotide polymorphisms (SNPs) via linear mixed model approaches became widely used. As in most GWASs,…