Related papers: Empirical Bayes data integreation for multi-respon…

This study examines the problem of determining whether to treat individuals based on observed covariates. The most common decision rule is the conditional empirical success (CES) rule proposed by Manski (2004), which assigns individuals to…

Ordering the expected outcomes across a collection of clusters after performing a covariate adjustment commonly arises in many applied settings, such as healthcare provider evaluation. Regression parameters in such covariate adjustment…

Recent literature provides many computational and modeling approaches for covariance matrices estimation in a penalized Gaussian graphical models but relatively little study has been carried out on the choice of the tuning parameter. This…

Consider the problem of estimating a multivariate normal mean with a known variance matrix, which is not necessarily proportional to the identity matrix. The coordinates are shrunk directly in proportion to their variances in Efron and…

This paper discusses regularized estimators in the multivariate statistical model as tools naturally arising within a Bayesian framework. First, a link is established between Bayesian estimation and inference under parameter rounding…

Empirical Bayes (EB) improves the accuracy of simultaneous inference "by learning from the experience of others" (Efron, 2012). Classical EB theory focuses on latent variables that are iid draws from a fitted prior (Efron, 2019). Modern…

We propose the Bayesian adaptive Lasso (BaLasso) for variable selection and coefficient estimation in linear regression. The BaLasso is adaptive to the signal level by adopting different shrinkage for different coefficients. Furthermore, we…

This article proposes a Bayesian approach to regression with a scalar response against vector and tensor covariates. Tensor covariates are commonly vectorized prior to analysis, failing to exploit the structure of the tensor, and resulting…

We propose a new empirical Bayes approach for inference in the $p \gg n$ normal linear model. The novelty is the use of data in the prior in two ways, for centering and regularization. Under suitable sparsity assumptions, we establish a…

We develop a fully Bayesian framework for function-on-scalars regression with many predictors. The functional data response is modeled nonparametrically using unknown basis functions, which produces a flexible and data-adaptive functional…

We propose a fast and theoretically grounded method for Bayesian variable selection and model averaging in latent variable regression models. Our framework addresses three interrelated challenges: (i) intractable marginal likelihoods, (ii)…

The state-of-the-art methods for estimating high-dimensional covariance matrices all shrink the eigenvalues of the sample covariance matrix towards a data-insensitive shrinkage target. The underlying shrinkage transformation is either…

We propose Bayesian Univariate-Guided Sparse Regression (BUGS), a novel global-local shrinkage framework that incorporates marginal association information directly into the prior through a continuous modulation of shrinkage. Unlike…

This paper introduces a simple principle for robust high-dimensional statistical inference via an appropriate shrinkage on the data. This widens the scope of high-dimensional techniques, reducing the moment conditions from sub-exponential…

Sparse Principal Components Analysis (PCA) has been proposed as a way to improve both interpretability and reliability of PCA. However, use of sparse PCA in practice is hindered by the difficulty of tuning the multiple hyperparameters that…

In high-dimensions, the prior tails can have a significant effect on both posterior computation and asymptotic concentration rates. To achieve optimal rates while keeping the posterior computations relatively simple, an empirical Bayes…

This paper extends the idea of decoupling shrinkage and sparsity for continuous priors to Bayesian Quantile Regression (BQR). The procedure follows two steps: In the first step, we shrink the quantile regression posterior through state of…

The Genotype-Tissue Expression (GTEx) project collects samples from multiple human tissues to study the relationship between genetic variation or single nucleotide polymorphisms (SNPs) and gene expression in each tissue. However, most…

Conducting genome-wide association studies (GWAS) in copy number variation (CNV) level is a field where few people involves and little statistical progresses have been achieved, traditional methods suffer from many problems such as batch…

In many applications, it is of interest to assess the dependence structure in multivariate longitudinal data. Discovering such dependence is challenging due to the dimensionality involved. By concatenating the random effects from component…