相关论文: Bayesian Covariate-Dependent Graph Learning with a…

In recent years, Ising prior with the network information for the "in" or "out" binary random variable in Bayesian variable selections has received more and more attentions. In this paper, we discover that even without the informative prior…

We consider a Bayesian approach to variable selection in the presence of high dimensional covariates based on a hierarchical model that places prior distributions on the regression coefficients as well as on the model space. We adopt the…

Gaussian graphical models (GGMs) are well-established tools for probabilistic exploration of dependence structures using precision matrices. We develop a Bayesian method to incorporate covariate information in this GGMs setup in a nonlinear…

We address the problem of dynamic variable selection in time series regression with unknown residual variances, where the set of active predictors is allowed to evolve over time. To capture time-varying variable selection uncertainty, we…

The R package spikeSlabGAM implements Bayesian variable selection, model choice, and regularized estimation in (geo-)additive mixed models for Gaussian, binomial, and Poisson responses. Its purpose is to (1) choose an appropriate subset of…

Motivated by the need to study the molecular mechanism underlying Type 1 Diabetes (T1D) with the gene expression data collected from both the patients and healthy controls at multiple time points, we propose an innovative method for jointly…

Within the framework of Gaussian graphical models, a prior distribution for the underlying graph is introduced to induce a block structure in the adjacency matrix of the graph and learning relationships between fixed groups of variables. A…

High dimensional and heterogeneous count data are collected in various applied fields. In this paper, we look closely at high-resolution sequencing data on the microbiome, which have enabled researchers to study the genomes of entire…

Joint modeling of multiview graphs with a common set of nodes between views and auxiliary predictors is an essential, yet less explored, area in statistical methodology. Traditional approaches often treat graphs in different views as…

Variable selection for structured covariates lying on an underlying known graph is a problem motivated by practical applications, and has been a topic of increasing interest. However, most of the existing methods may not be scalable to high…

Recent works have demonstrated that the sample complexity of gradient-based learning of single index models, i.e. functions that depend on a 1-dimensional projection of the input data, is governed by their information exponent. However,…

There has been an intense development on the estimation of a sparse regression coefficient vector in statistics, machine learning and related fields. In this paper, we focus on the Bayesian approach to this problem, where sparsity is…

Large-scale "pre-train and prompt learning" paradigms have demonstrated remarkable adaptability, enabling broad applications across diverse domains such as question answering, image recognition, and multimodal retrieval. This approach fully…

Sparseness of the regression coefficient vector is often a desirable property, since, among other benefits, sparseness improves interpretability. In practice, many true regression coefficients might be negligibly small, but non-zero, which…

We introduce a symmetric random scan Gibbs sampler for scalable Bayesian variable selection that eliminates storage of the full cross-product matrix by computing required quantities on-the-fly. Data-informed proposal weights, constructed…

In statistics and machine learning, detecting dependencies in datasets is a central challenge. We propose a novel neural network model for supervised graph structure learning, i.e., the process of learning a mapping between observational…

In this work, we propose a scalable Bayesian procedure for learning the local dependence structure in a high-dimensional model where the variables possess a natural ordering. The ordering of variables can be indexed by time, the vicinities…

We explore various Bayesian approaches to estimate partial Gaussian graphical models. Our hierarchical structures enable to deal with single-output as well as multiple-output linear regressions, in small or high dimension, enforcing either…

Deep learning models, such as convolutional neural networks, have long been applied to image and multi-media tasks, particularly those with structured data. More recently, there has been more attention to unstructured data that can be…

An important task in building regression models is to decide which regressors should be included in the final model. In a Bayesian approach, variable selection can be performed using mixture priors with a spike and a slab component for the…