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Joint Bayesian factor models are popular for characterizing relationships between multivariate correlated predictors and a response variable. Standard models assume that all variables, including both the predictors and the response, are…

Methodology · Statistics 2025-05-19 Glenn Palmer , David B. Dunson

This article is motivated by the problem of inference on interactions among chemical exposures impacting human health outcomes. Chemicals often co-occur in the environment or in synthetic mixtures and as a result exposure levels can be…

Methodology · Statistics 2020-01-09 Federico Ferrari , David B Dunson

This manuscript is concerned with relating two approaches that can be used to explore complex dependence structures between categorical variables, namely Bayesian partitioning of the covariate space incorporating a variable selection…

Methodology · Statistics 2016-01-06 Michail Papathomas , Sylvia Richardson

We introduce a factor analysis model that summarizes the dependencies between observed variable groups, instead of dependencies between individual variables as standard factor analysis does. A group may correspond to one view of the same…

Machine Learning · Statistics 2014-11-19 Seppo Virtanen , Arto Klami , Suleiman A. Khan , Samuel Kaski

We discuss the issue of estimating large-scale vector autoregressive (VAR) models with stochastic volatility in real-time situations where data are sampled at different frequencies. In the case of a large VAR with stochastic volatility, the…

Econometrics · Economics 2019-12-06 Sebastian Ankargren , Paulina Jonéus

In a traditional Gaussian graphical model, data homogeneity is routinely assumed with no extra variables affecting the conditional independence. In modern genomic datasets, there is an abundance of auxiliary information, which often gets…

Methodology · Statistics 2023-08-16 Yabo Niu , Yang Ni , Debdeep Pati , Bani K. Mallick

Latent variable models are popularly used to measure latent factors (e.g., abilities and personalities) from large-scale assessment data. Beyond understanding these latent factors, the covariate effect on responses controlling for latent…

Methodology · Statistics 2026-01-12 Jing Ouyang , Chengyu Cui , Kean Ming Tan , Gongjun Xu

In this work we present full Bayesian inference for a new flexible nonseparable class of cross-covariance functions for multivariate spatial data. A Bayesian test is proposed for separability of covariance functions which is much more…

Methodology · Statistics 2017-07-24 Rafael S. Erbisti , Thais C. O. Fonseca , Mariane B. Alves

This thesis responds to the challenges of using a large number, such as thousands, of features in regression and classification problems. There are two situations where such high dimensional features arise. One is when high dimensional…

Machine Learning · Statistics 2007-09-20 Longhai Li

The linear varying coefficient models posits a linear relationship between an outcome and covariates in which the covariate effects are modeled as functions of additional effect modifiers. Despite a long history of study and use in…

Methodology · Statistics 2024-09-26 Sameer K. Deshpande , Ray Bai , Cecilia Balocchi , Jennifer E. Starling , Jordan Weiss

Large-scale longitudinal molecular profiling is now firmly established in biomedical research, prompted by the need to uncover coordinated biomarker trajectories reflecting the dynamics of underlying biological mechanisms and characterise…

Methodology · Statistics 2026-03-24 Salima Jaoua , Daniel Temko , Hélène Ruffieux

We propose a Bayesian regression method that accounts for multi-way interactions of arbitrary orders among the predictor variables. Our model makes use of a factorization mechanism for representing the regression coefficients of…

Machine Learning · Statistics 2017-09-28 Mikhail Yurochkin , XuanLong Nguyen , Nikolaos Vasiloglou

Medical prediction applications often need to deal with small sample sizes compared to the number of covariates. Such data pose problems for prediction and variable selection, especially when the covariate-response relationship is…

Machine Learning · Statistics 2024-11-05 Jeroen M. Goedhart , Thomas Klausch , Jurriaan Janssen , Mark A. van de Wiel

It is well recognised that animal and plant pathogens form complex ecological communities of interacting organisms within their hosts. Although community ecology approaches have been applied to determine pathogen interactions at the…

Recent work on overfitting Bayesian mixtures of distributions offers a powerful framework for clustering multivariate data using a latent Gaussian model which resembles the factor analysis model. The flexibility provided by overfitting…

Methodology · Statistics 2019-08-29 Panagiotis Papastamoulis

In this paper, we consider the statistical analysis of a protein interaction network. We propose a Bayesian model that uses a hierarchy of probabilistic assumptions about the way proteins interact with one another in order to: (i) identify…

Molecular Networks · Quantitative Biology 2007-11-15 Edoardo M Airoldi , David M Blei , Stephen E Fienberg , Eric P Xing

Methods utilizing instrumental variables have been a fundamental statistical approach to estimation in the presence of unmeasured confounding, usually occurring in non-randomized observational data common to fields such as economics and…

Methodology · Statistics 2022-10-06 Charles Spanbauer , Wei Pan

The linear regression model is widely used in empirical work in Economics, Statistics, and many other disciplines. Researchers often include many covariates in their linear model specification in an attempt to control for confounders. We…

Statistics Theory · Mathematics 2017-12-12 Matias D. Cattaneo , Michael Jansson , Whitney K. Newey

We consider the problem of estimating high-dimensional covariance matrices of a particular structure, which is a summation of low rank and sparse matrices. This covariance structure has a wide range of applications including factor analysis…

Methodology · Statistics 2013-10-17 Lin Zhang , Abhra Sarkar , Bani K. Mallick

Products manufactured from the same batch or utilized in the same region often exhibit correlated lifetime observations due to the latent heterogeneity caused by the influence of shared but unobserved covariates. The unavailable…

Methodology · Statistics 2021-07-15 Xuxue Sun , Mingyang Li