Related papers: Empirical Bayes data integreation for multi-respon…
Vector autogressions (VARs) are widely applied when it comes to modeling and forecasting macroeconomic variables. In high dimensions, however, they are prone to overfitting. Bayesian methods, more concretely shrinkage priors, have shown to…
We propose a scalable variational Bayes method for statistical inference for a single or low-dimensional subset of the coordinates of a high-dimensional parameter in sparse linear regression. Our approach relies on assigning a mean-field…
The prevailing method of analyzing GWAS data is still to test each marker individually, although from a statistical point of view it is quite obvious that in case of complex traits such single marker tests are not ideal. Recently several…
In this work we construct an optimal linear shrinkage estimator for the covariance matrix in high dimensions. The recent results from the random matrix theory allow us to find the asymptotic deterministic equivalents of the optimal…
This article describes a full Bayesian treatment for simultaneous fixed-effect selection and parameter estimation in high-dimensional generalized linear mixed models. The approach consists of using a Bayesian adaptive Lasso penalty for…
We develop a new efficient methodology for Bayesian global sensitivity analysis for large-scale multivariate data. The focus is on computationally demanding models with correlated variables. A multivariate Gaussian process is used as a…
This paper presents a large-scale strip adjustment method for LiDAR mobile mapping data, yielding highly precise maps. It uses several concepts to achieve scalability. First, an efficient graph-based pre-segmentation is used, which directly…
In many astrophysical settings covariance matrices of large datasets have to be determined empirically from a finite number of mock realisations. The resulting noise degrades inference and precludes it completely if there are fewer…
Simultaneous analysis of gene expression data and genetic variants is highly of interest, especially when the number of gene expressions and genetic variants are both greater than the sample size. Association of both causal genes and…
A method for implicit variable selection in mixture of experts frameworks is proposed. We introduce a prior structure where information is taken from a set of independent covariates. Robust class membership predictors are identified using a…
Sparse regression based on global-local shrinkage priors are increasingly used for Bayesian modeling of modern high-dimensional data, but scaling up the Gibbs sampler for posterior inference remains a challenge. While much effort has gone…
A common task in high-throughput biology is to test for differences in means between two samples across thousands of features (e.g., genes or proteins), often with only a handful of replicates per sample. Moderated t-tests handle this…
We revisit empirical Bayes in the absence of a tractable likelihood function, as is typical in scientific domains relying on computer simulations. We investigate how the empirical Bayesian can make use of neural density estimators first to…
The reconstruction of the structure of biological tissue using electromyographic data is a non-invasive imaging method with diverse medical applications. Mathematically, this process is an inverse problem. Furthermore, electromyographic…
A separable covariance model for a random matrix provides a parsimonious description of the covariances among the rows and among the columns of the matrix, and permits likelihood-based inference with a very small sample size. However, in…
Count data appears in various disciplines. In this work, a new method to analyze time series count data has been proposed. The method assumes exponentially decaying covariance structure, a special class of the Mat\'ern covariance function,…
The Lasso is one of the most ubiquitous methods for variable selection in high-dimensional linear regression and has been studied extensively under different regimes. In a particular asymptotic setup entailing $n/p\to \text{constant}$, an…
A Bayesian multivariate model with a structured covariance matrix for multi-way nested data is proposed. This flexible modeling framework allows for positive and for negative associations among clustered observations, and generalizes the…
We consider jointly estimating the coefficient matrix and the error precision matrix in high-dimensional multivariate linear regression models. Bayesian methods in this context often face computational challenges, leading to previous…
Tucker tensor decomposition offers a more effective representation for multiway data compared to the widely used PARAFAC model. However, its flexibility brings the challenge of selecting the appropriate latent multi-rank. To overcome the…