Related papers: Repulsive g-Priors for Regression Mixtures
In causal matching designs, some control subjects are often left unmatched, and some covariates are often left unmodeled. This article introduces "rebar," a method using high-dimensional modeling to incorporate these commonly discarded data…
This article explores the optimization of variational approximations for posterior covariances of Gaussian multiway arrays. To achieve this, we establish a natural differential geometric optimization framework on the space using the…
Constraints are a natural choice for prior information in Bayesian inference. In various applications, the parameters of interest lie on the boundary of the constraint set. In this paper, we use a method that implicitly defines a…
Kelly (2007, hereafter K07) described an efficient algorithm, using Gibbs sampling, for performing linear regression in the fairly general case where non-zero measurement errors exist for both the covariates and response variables, where…
We study the high-dimensional linear regression problem with categorical predictors that have many levels. We propose a new estimation approach, which performs model compression via two mechanisms by simultaneously encouraging (a)…
Nonparametric regression for massive numbers of samples (n) and features (p) is an increasingly important problem. In big n settings, a common strategy is to partition the feature space, and then separately apply simple models to each…
Linear mixed models (LMMs) are widely used for heritability estimation in genome-wide association studies (GWAS). In standard approaches to heritability estimation with LMMs, a genetic relationship matrix (GRM) must be specified. In GWAS,…
Diffusion models have shown strong performances in solving inverse problems through posterior sampling while they suffer from errors during earlier steps. To mitigate this issue, several Decoupled Posterior Sampling methods have been…
The restricted polynomially-tilted pairwise interaction (RPPI) distribution gives a flexible model for compositional data. It is particularly well-suited to situations where some of the marginal distributions of the components of a…
In this article, we present some specific aspects of symmetric Gamma process mixtures for use in regression models. We propose a new Gibbs sampler for simulating the posterior and we establish adaptive posterior rates of convergence related…
We study the sparse high-dimensional Gaussian mixture model when the number of clusters is allowed to grow with the sample size. A minimax lower bound for parameter estimation is established, and we show that a constrained maximum…
Within Bayesian nonparametrics, dependent Dirichlet process mixture models provide a highly flexible approach for conducting inference about the conditional density function. However, several formulations of this class make either rather…
This paper addresses challenges in flexibly modeling multimodal data that lie on constrained spaces. Such data are commonly found in spatial applications, such as climatology and criminology, where measurements are restricted to a…
The problem of joint estimation of multiple graphical models from high dimensional data has been studied in the statistics and machine learning literature, due to its importance in diverse fields including molecular biology, neuroscience…
Robust estimators of location and dispersion are often used in the elliptical model to obtain an uncontaminated and highly representative subsample by trimming the data outside an ellipsoid based in the associated Mahalanobis distance. Here…
Sparse regression problems, where the goal is to identify a small set of relevant predictors, often require modeling not only main effects but also meaningful interactions through other variables. While the pliable lasso has emerged as a…
We propose a novel parameterized family of Mixed Membership Mallows Models (M4) to account for variability in pairwise comparisons generated by a heterogeneous population of noisy and inconsistent users. M4 models individual preferences as…
Many biological high-throughput data sets, such as targeted amplicon-based and metagenomic sequencing data, are compositional in nature. A common exploratory data analysis task is to infer statistical associations between the…
Gaussian Mixture Models are one of the most studied and mature models in unsupervised learning. However, outliers are often present in the data and could influence the cluster estimation. In this paper, we study a new model that assumes…
Challenges with data in the big-data era include (i) the dimension $p$ is often larger than the sample size $n$ (ii) outliers or contaminated points are frequently hidden and more difficult to detect. Challenge (i) renders most conventional…