相关论文: VarFA: A Variational Factor Analysis Framework For…

To analyze the uncertain data frequently encountered in practice, this paper proposes novel fixed-effects models that incorporate an uncertain measure to investigate variables of interest and nuisance variables in factor designs. First, an…

We develop a simple and unified framework for nonlinear variable selection that incorporates uncertainty in the prediction function and is compatible with a wide range of machine learning models (e.g., tree ensembles, kernel methods, neural…

Variational inference uses optimization, rather than integration, to approximate the marginal likelihood, and thereby the posterior, in a Bayesian model. Thanks to advances in computational scalability made in the last decade, variational…

Recently, a number of mostly $\ell_1$-norm regularized least squares type deterministic algorithms have been proposed to address the problem of \emph{sparse} adaptive signal estimation and system identification. From a Bayesian perspective,…

Motivation: Protein function prediction is a challenging task and an open problem in computational biology. The Critical Assessment of protein Function Annotation (CAFA) is a triennial, community-driven initiative that provides an…

The PARAFAC2 is a multimodal factor analysis model suitable for analyzing multi-way data when one of the modes has incomparable observation units, for example because of differences in signal sampling or batch sizes. A fully probabilistic…

Variational inference is a popular method for estimating model parameters and conditional distributions in hierarchical and mixed models, which arise frequently in many settings in the health, social, and biological sciences. Variational…

We present a novel factor analysis method that can be applied to the discovery of common factors shared among trajectories in multivariate time series data. These factors satisfy a precedence-ordering property: certain factors are recruited…

In this paper, we study transfer learning for high-dimensional factor-augmented sparse linear models, motivated by applications in economics and finance where strongly correlated predictors and latent factor structures pose major challenges…

Confirmatory Factor Analysis (CFA) is a particular form of factor analysis, most commonly used in social research. In confirmatory factor analysis, the researcher first develops a hypothesis about what factors they believe are underlying…

We propose a novel classification model for weak signal data, building upon a recent model for Bayesian multi-view learning, Group Factor Analysis (GFA). Instead of assuming all data to come from a single GFA model, we allow latent…

We study learning problems in which the conditional distribution of the output given the input varies as a function of additional task variables. In varying-coefficient models with Gaussian process priors, a Gaussian process generates the…

Cluster-weighted factor analyzers (CWFA) are a versatile class of mixture models designed to estimate the joint distribution of a random vector that includes a response variable along with a set of explanatory variables. They are…

Random effects are a flexible addition to statistical models to capture structural heterogeneity in the data, such as spatial dependencies, individual differences, temporal dependencies, or non-linear effects. Testing for the presence (or…

Factor Analysis based on multivariate $t$ distribution ($t$fa) is a useful robust tool for extracting common factors on heavy-tailed or contaminated data. However, $t$fa is only applicable to vector data. When $t$fa is applied to matrix…

Federated learning methods enable model training across distributed data sources without data leaving their original locations and have gained increasing interest in various fields. However, existing approaches are limited, excluding many…

Item factor analysis (IFA) refers to the factor models and statistical inference procedures for analyzing multivariate categorical data. IFA techniques are commonly used in social and behavioral sciences for analyzing item-level response…

Researchers in explainable artificial intelligence have developed numerous methods for helping users understand the predictions of complex supervised learning models. By contrast, explaining the $\textit{uncertainty}$ of model outputs has…

Variational inference offers scalable and flexible tools to tackle intractable Bayesian inference of modern statistical models like Bayesian neural networks and Gaussian processes. For largely over-parameterized models, however, the…

This article presents an Analysis of Variance model for functional data that explicitly incorporates phase variability through a time-warping component, allowing for a unified approach to estimation and inference in presence of amplitude…