Related papers: Bayesian Pliable Lasso with Horseshoe Prior for In…

Bayesian fused lasso is one of the sparse Bayesian methods, which shrinks both regression coefficients and their successive differences simultaneously. In this paper, we propose a Bayesian fused lasso modeling via horseshoe prior. By…

Bounded continuous responses -- such as proportions -- arise frequently in diverse scientific fields including climatology, biostatistics, and finance. Beta regression is a widely adopted framework for modeling such data, due to the…

We introduce a sparse high-dimensional regression approach that can incorporate prior information on the regression parameters and can borrow information across a set of similar datasets. Prior information may for instance come from…

The Bayesian Lasso is constructed in the linear regression framework and applies the Gibbs sampling to estimate the regression parameters. This paper develops a new sparse learning model, named the Bayesian Lasso Sparse (BLS) model, that…

We introduce a pliable lasso method for estimation of interaction effects in the Cox proportional hazards model framework. The pliable lasso is a linear model that includes interactions between covariates X and a set of modifying variables…

Frequentist robust variable selection has been extensively investigated in high-dimensional regression. Despite success, developing the corresponding statistical inference procedures remains a challenging task. Recently, tackling this…

Predictive inference in the sparse Gaussian sequence model has received considerably less attention than its non-sparse, finite-sample counterpart. Existing work has largely been confined to discrete mixture priors. In this paper, we study…

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…

In this paper, the use of the Generalized Beta Mixture (GBM) and Horseshoe distributions as priors in the Bayesian Compressive Sensing framework is proposed. The distributions are considered in a two-layer hierarchical model, making the…

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.…

We add a set of convex constraints to the lasso to produce sparse interaction models that honor the hierarchy restriction that an interaction only be included in a model if one or both variables are marginally important. We give a precise…

Gaussian graphical models provide a powerful framework for studying conditional dependencies in multivariate data, with widespread applications spanning biomedical, environmental sciences, and other data-rich scientific domains. While the…

Substantial research on structured sparsity has contributed to analysis of many different applications. However, there have been few Bayesian procedures among this work. Here, we develop a Bayesian model for structured sparsity that uses a…

Gallstone disease is a complex, multifactorial condition with significant global health burdens. Identifying underlying risk factors and their interactions is crucial for early diagnosis, targeted prevention, and effective clinical…

We develop a Bayesian tree ensemble model to estimate heterogeneous treatment effects in censored survival data with high-dimensional covariates. Instead of imposing sparsity through the tree structure, we place a horseshoe prior directly…

Modern approaches to perform Bayesian variable selection rely mostly on the use of shrinkage priors. That said, an ideal shrinkage prior should be adaptive to different signal levels, ensuring that small effects are ruled out, while keeping…

In this paper, we use augmented the hierarchical latent variable model to model multi-period time series, where the dynamics of time series are governed by factors or trends in multiple periods. Previous methods based on stacked recurrent…

After selection with the Group LASSO (or generalized variants such as the overlapping, sparse, or standardized Group LASSO), inference for the selected parameters is unreliable in the absence of adjustments for selection bias. In the…

Sparsity of the solution of a linear regression model is a common requirement, and many prior distributions have been designed for this purpose. A combination of the sparsity requirement with smoothness of the solution is also common in…

Bayesian predictive inference provides a coherent description of entire predictive uncertainty through predictive distributions. We examine several widely used sparsity priors from the predictive (as opposed to estimation) inference…