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We propose a novel approach to perform approximate Bayesian inference in complex models such as Bayesian neural networks. The approach is more scalable to large data than Markov Chain Monte Carlo, it embraces more expressive models than…

Machine Learning · Statistics 2022-09-07 Joel Janek Dabrowski , Daniel Edward Pagendam

Challenging research in various fields has driven a wide range of methodological advances in variable selection for regression models with high-dimensional predictors. In comparison, selection of nonlinear functions in models with additive…

Methodology · Statistics 2013-03-05 Fabian Scheipl , Thomas Kneib , Ludwig Fahrmeir

We use Bayesian model selection paradigms, such as group least absolute shrinkage and selection operator priors, to facilitate generalized additive model selection. Our approach allows for the effects of continuous predictors to be…

Methodology · Statistics 2023-09-29 Virginia X. He , Matt P. Wand

While the choice of prior is one of the most critical parts of the Bayesian inference workflow, recent Bayesian deep learning models have often fallen back on vague priors, such as standard Gaussians. In this review, we highlight the…

Machine Learning · Statistics 2022-03-21 Vincent Fortuin

Integrative analyses based on statistically relevant associations between genomics and a wealth of intermediary phenotypes (such as imaging) provide vital insights into their clinical relevance in terms of the disease mechanisms. Estimates…

Applications · Statistics 2022-08-16 Snigdha Panigrahi , Shariq Mohammed , Arvind Rao , Veerabhadran Baladandayuthapani

Sparse modeling for signal processing and machine learning has been at the focus of scientific research for over two decades. Among others, supervised sparsity-aware learning comprises two major paths paved by: a) discriminative methods and…

Machine Learning · Statistics 2022-11-23 Lei Cheng , Feng Yin , Sergios Theodoridis , Sotirios Chatzis , Tsung-Hui Chang

In this work we apply the methodology of integral priors to handle Bayesian model selection in binomial regression models with a general link function. These models are very often used to investigate associations and risks in…

Methodology · Statistics 2013-07-01 Diego Salmeron , Juan Antonio Cano , C. P. Robert

In this paper we extend existing Bayesian methods for variable selection in Gaussian process regression, to select both the regression terms and the active covariates in the spatial correlation structure. We then use the estimated posterior…

Methodology · Statistics 2015-01-05 Ofir Harari , David M. Steinberg

The application of Bayesian inference for the purpose of model selection is very popular nowadays. In this framework, models are compared through their marginal likelihoods, or their quotients, called Bayes factors. However, marginal…

Methodology · Statistics 2022-07-27 F. Llorente , L. Martino , E. Curbelo , J. Lopez-Santiago , D. Delgado

The estimation of unknown values of parameters (or hidden variables, control variables) that characterise a physical system often relies on the comparison of measured data with synthetic data produced by some numerical simulator of the…

Machine Learning · Computer Science 2019-01-28 Xi Chen , Mike Hobson

Mutual information is widely used in artificial intelligence, in a descriptive way, to measure the stochastic dependence of discrete random variables. In order to address questions such as the reliability of the empirical value, one must…

Artificial Intelligence · Computer Science 2008-06-26 Marco Zaffalon , Marcus Hutter

Mutual information is widely used in artificial intelligence, in a descriptive way, to measure the stochastic dependence of discrete random variables. In order to address questions such as the reliability of the empirical value, one must…

Artificial Intelligence · Computer Science 2014-08-08 Marco Zaffalon , Marcus Hutter

Bayesian model selection procedures based on nonlocal alternative prior densities are extended to ultrahigh dimensional settings and compared to other variable selection procedures using precision-recall curves. Variable selection…

Methodology · Statistics 2017-01-19 Minsuk Shin , Anirban Bhattacharya , Valen E. Johnson

There is a growing interest in the so-called Bayesian Predictive Inference approach, which allows to perform Bayesian inference without specifying the likelihood and prior of the model, or the need of any MCMC. Instead, only a sequence of…

Statistics Theory · Mathematics 2025-09-30 Marco Battiston , Lorenzo Cappello

We consider the problem of selecting deterministic or stochastic models for a biological, ecological, or environmental dynamical process. In most cases, one prefers either deterministic or stochastic models as candidate models based on…

Applications · Statistics 2015-10-26 Libo Sun , Chihoon Lee , Jennifer A. Hoeting

We propose the variable selection procedure incorporating prior constraint information into lasso. The proposed procedure combines the sample and prior information, and selects significant variables for responses in a narrower region where…

Methodology · Statistics 2011-02-19 Shurong Zheng , Guodong Song , Ning-Zhong Shi

Network models are applied across many domains where data can be represented as a network. Two prominent paradigms for modeling networks are statistical models (probabilistic models for the observed network) and mechanistic models (models…

Methodology · Statistics 2019-06-20 Sixing Chen , Antonietta Mira , Jukka-Pekka Onnela

Variable selection has played a critical role in modern statistical learning and scientific discoveries. Numerous regularization and Bayesian variable selection methods have been developed in the past two decades for variable selection, but…

Methodology · Statistics 2024-03-04 Travis Canida , Hongjie Ke , Shuo Chen , Zhenayo Ye , Tianzhou Ma

We provide a flexible framework for selecting among a class of additive partial linear models that allows both linear and nonlinear additive components. In practice, it is challenging to determine which additive components should be…

Methodology · Statistics 2021-09-20 Seonghyun Jeong , Taeyoung Park , David A. van Dyk

The Bayesian approach provides powerful methods for variable selection. The ability to incorporate sparsity through prior beliefs and account for parameter uncertainty allows Bayesian variable selection to consistently identify which of the…

Methodology · Statistics 2026-03-05 Beniamino Hadj-Amar , Jack Jewson