Related papers: Bayesian network-guided sparse regression with fle…
The Na\"ive Bayes has proven to be a tractable and efficient method for classification in multivariate analysis. However, features are usually correlated, a fact that violates the Na\"ive Bayes' assumption of conditional independence, and…
We develop a Bayesian variable selection method, called SVEN, based on a hierarchical Gaussian linear model with priors placed on the regression coefficients as well as on the model space. Sparsity is achieved by using degenerate spike…
We develop a novel Bayesian method to select important predictors in regression models with multiple responses of diverse types. A sparse Gaussian copula regression model is used to account for the multivariate dependencies between any…
We consider applying Bayesian Variable Selection Regression, or BVSR, to genome-wide association studies and similar large-scale regression problems. Currently, typical genome-wide association studies measure hundreds of thousands, or…
Conjugate priors allow for fast inference in large dimensional vector autoregressive (VAR) models but, at the same time, introduce the restriction that each equation features the same set of explanatory variables. This paper proposes a…
We develop a fast variational approximation scheme for Gaussian process (GP) regression, where the spectrum of the covariance function is subjected to a sparse approximation. Our approach enables uncertainty in covariance function…
This paper develops a sparsity-inducing version of Bayesian Causal Forests, a recently proposed nonparametric causal regression model that employs Bayesian Additive Regression Trees and is specifically designed to estimate heterogeneous…
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…
Obesity is a common issue in modern societies today that can lead to various diseases and significantly reduced quality of life. Currently, research has been conducted to investigate resting state EEG (electroencephalogram) signals with an…
In recent years, Ising prior with the network information for the "in" or "out" binary random variable in Bayesian variable selections has received more and more attentions. In this paper, we discover that even without the informative prior…
Neighborhood selection is a widely used method used for estimating the support set of sparse precision matrices, which helps determine the conditional dependence structure in undirected graphical models. However, reporting only point…
Selecting key variables from high-dimensional data is increasingly important in the era of big data. Sparse regression serves as a powerful tool for this purpose by promoting model simplicity and explainability. In this work, we revisit a…
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…
The quantile varying coefficient (VC) model can flexibly capture dynamical patterns of regression coefficients. In addition, due to the quantile check loss function, it is robust against outliers and heavy-tailed distributions of the…
Variable selection has played a critical role in modern statistical learning and scientific discoveries. Numerous regularization and Bayesian variable selection methods have been developed in the past two decades for variable selection, but…
We consider a Bayesian approach to variable selection in the presence of high dimensional covariates based on a hierarchical model that places prior distributions on the regression coefficients as well as on the model space. We adopt the…
We develop a Bayesian vector autoregressive (VAR) model with multivariate stochastic volatility that is capable of handling vast dimensional information sets. Three features are introduced to permit reliable estimation of the model. First,…
We propose a novel spike and slab prior specification with scaled beta prime marginals for the importance parameters of regression coefficients to allow for general effect selection within the class of structured additive distributional…
We consider the problem of variable selection in varying-coefficient functional linear models, where multiple predictors are functions and a response is a scalar and depends on an exogenous variable. The varying-coefficient functional…
We present an objective Bayes method for covariance selection in Gaussian multivariate regression models whose error term has a covariance structure which is Markov with respect to a Directed Acyclic Graph (DAG). The scope is…