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The paper revisits the Bayesian group lasso and uses spike and slab priors for group variable selection. In the process, the connection of our model with penalized regression is demonstrated, and the role of posterior median for…

Statistics Theory · Mathematics 2015-12-04 Xiaofan Xu , Malay Ghosh

In practical situations, most experimental designs often yield unbalanced data which have different numbers of observations per unit because of cost constraints, or missing data, etc. In this paper, we consider the Bayesian approach to…

Methodology · Statistics 2012-05-22 Min Wang , Xiaoqian Sun

Bayesian model selection poses two main challenges: the specification of parameter priors for all models, and the computation of the resulting Bayes factors between models. There is now a large literature on automatic and objective…

Methodology · Statistics 2016-08-11 Leonhard Held , Daniel Sabanés Bové , Isaac Gravestock

Sample selection models are a widely used approach for correcting bias caused by data that are missing not at random. Their formulation requires specifying the variables that influence the outcome and those that drive the selection process.…

Computation · Statistics 2026-03-25 Adam J. Iqbal , Emmanuel O. Ogundimu , F. Javier Rubio

Precision cancer medicine aims to determine the optimal treatment for each patient. In-vitro cancer drug sensitivity screens combined with multi-omics characterization of the cancer cells have become an important tool to achieve this aim.…

Methodology · Statistics 2024-03-14 Zhi Zhao , Marco Banterle , Alex Lewin , Manuela Zucknick

Gene-environment (G$\times$E) interactions have important implications to elucidate the etiology of complex diseases beyond the main genetic and environmental effects. Outliers and data contamination in disease phenotypes of G$\times$E…

Methodology · Statistics 2020-06-11 Jie Ren , Fei Zhou , Xiaoxi Li , Shuangge Ma , Yu Jiang , Cen Wu

Most estimates for penalised linear regression can be viewed as posterior modes for an appropriate choice of prior distribution. Bayesian shrinkage methods, particularly the horseshoe estimator, have recently attracted a great deal of…

Methodology · Statistics 2017-11-06 Zemei Xu , Daniel F. Schmidt , Enes Makalic , Guoqi Qian , John L. Hopper

Modern epidemiological analytics increasingly use machine learning models that offer strong prediction but often lack calibrated uncertainty. Bayesian methods provide principled uncertainty quantification, yet are viewed as difficult to…

Machine Learning · Statistics 2025-11-18 Debashis Chatterjee

The behavior of Bayesian model averaging (BMA) for the normal linear regression model in the presence of influential observations that contribute to model misfit is investigated. Remedies to attenuate the potential negative impacts of such…

Methodology · Statistics 2021-11-23 Christopher M. Hans , Mario Peruggia , Junyan Wang

An important goal in cancer research is the survival prognosis of a patient based on a minimal panel of genomic and molecular markers such as genes or proteins. Purely data-driven models without any biological knowledge can produce…

Methodology · Statistics 2025-10-02 Tobias Østmo Hermansen , Manuela Zucknick , Zhi Zhao

We study Bayesian group-regularized estimation in high-dimensional generalized linear models (GLMs) under a continuous spike-and-slab prior. Our framework covers both canonical and non-canonical link functions and subsumes logistic,…

Methodology · Statistics 2025-08-26 Ray Bai

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

L1-norm regularized logistic regression models are widely used for analyzing data with binary response. In those analyses, fusing regression coefficients is useful for detecting groups of variables. This paper proposes a binomial logistic…

Methodology · Statistics 2023-12-15 Yuko Kakikawa , Shuichi Kawano

We propose a new approach to mixed-frequency regressions in a high-dimensional environment that resorts to Group Lasso penalization and Bayesian techniques for estimation and inference. In particular, to improve the prediction properties of…

Econometrics · Economics 2020-06-12 Matteo Mogliani , Anna Simoni

Bayesian methods have proven themselves to be successful across a wide range of scientific problems and have many well-documented advantages over competing methods. However, these methods run into difficulties for two major and prevalent…

Methodology · Statistics 2022-07-29 John R. Lewis , Steven N. MacEachern , Yoonkyung Lee

Latent class analysis is used to perform model based clustering for multivariate categorical responses. Selection of the variables most relevant for clustering is an important task which can affect the quality of clustering considerably.…

Computation · Statistics 2016-06-17 Arthur White , Jason Wyse , Thomas Brendan Murphy

We introduce a Bayesian prior distribution, the Logit-Normal continuous analogue of the spike-and-slab (LN-CASS), which enables flexible parameter estimation and variable/model selection in a variety of settings. We demonstrate its use and…

Applications · Statistics 2018-10-04 William Thomson , Sara Jabbari , Angela Taylor , Wiebke Arlt , David Smith

Consider the problem of high dimensional variable selection for the Gaussian linear model when the unknown error variance is also of interest. In this paper, we show that the use of conjugate shrinkage priors for Bayesian variable selection…

Methodology · Statistics 2025-04-17 Gemma E. Moran , Veronika Rockova , Edward I. George

Model uncertainty is a central challenge in statistical models for binary outcomes such as logistic regression, arising when it is unclear which predictors should be included in the model. Many methods have been proposed to address this…

We use a newly released version of the SuperBayeS code to analyze the impact of the choice of priors and the influence of various constraints on the statistical conclusions for the preferred values of the parameters of the Constrained MSSM.…

High Energy Physics - Phenomenology · Physics 2010-02-03 R. Trotta , F. Feroz , M. P. Hobson , L. Roszkowski , R. Ruiz de Austri
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