相关论文: Sparse Bayesian Factor Models with Mass-Nonlocal F…

We discuss Bayesian analysis of multivariate time series with dynamic factor models that exploit time-adaptive sparsity in model parametrizations via the latent threshold approach. One central focus is on the transfer responses of multiple…

Analyzing demographic data collected across multiple populations, time periods, and age groups is challenging due to the interplay of high dimensionality, demographic heterogeneity among groups, and stochastic variability within smaller…

The choice of tuning parameters in Bayesian variable selection is a critical problem in modern statistics. In particular, for Bayesian linear regression with non-local priors, the scale parameter in the non-local prior density is an…

Many data-driven approaches exist to extract neural representations of functional magnetic resonance imaging (fMRI) data, but most of them lack a proper probabilistic formulation. We propose a group level scalable probabilistic sparse…

Non-negative tensor factorization models enable predictive analysis on count data. Among them, Bayesian Poisson-Gamma models can derive full posterior distributions of latent factors and are less sensitive to sparse count data. However,…

Factor analysis aims to determine latent factors, or traits, which summarize a given data set. Inter-battery factor analysis extends this notion to multiple views of the data. In this paper we show how a nonlinear, nonparametric version of…

The importance of interpretability of machine learning models has been increasing due to emerging enterprise predictive analytics, threat of data privacy, accountability of artificial intelligence in society, and so on. Piecewise linear…

Graphical models describe associations between variables through the notion of conditional independence. Gaussian graphical models are a widely used class of such models where the relationships are formalized by non-null entries of the…

Gaussian graphical models are widely used to infer dependence structures. Bayesian methods are appealing to quantify uncertainty associated with structural learning, i.e., the plausibility of conditional independence statements given the…

Matrix factorization exploits the idea that, in complex high-dimensional data, the actual signal typically lies in lower-dimensional structures. These lower dimensional objects provide useful insight, with interpretability favored by sparse…

Diet plays a crucial role in health, and understanding the causal effects of dietary patterns is essential for informing public health policy and personalized nutrition strategies. However, causal inference in nutritional epidemiology faces…

Although variable selection is one of the most popular areas of modern statistical research, much of its development has taken place in the classical paradigm compared to the Bayesian counterpart. Somewhat surprisingly, both the paradigms…

In the context of a high-dimensional linear regression model, we propose the use of an empirical correlation-adaptive prior that makes use of information in the observed predictor variable matrix to adaptively address high collinearity,…

Functional data are frequently accompanied by a parametric template that describes the typical shapes of the functions. However, these parametric templates can incur significant bias, which undermines both utility and interpretability. To…

We study full Bayesian procedures for high-dimensional linear regression under sparsity constraints. The prior is a mixture of point masses at zero and continuous distributions. Under compatibility conditions on the design matrix, the…

Functional data consist of trajectories observed over a continuous domain, such as time, space, or wavelength. Here we consider curves observed on different groups of subjects and propose a Bayesian multi-group functional factor analysis…

We introduce a probabilistic model with implicit norm regularization for learning nonnegative matrix factorization (NMF) that is commonly used for predicting missing values and finding hidden patterns in the data, in which the matrix…

Most estimates for penalised linear regression can be viewed as posterior modes for an appropriate choice of prior distribution. Bayesian shrinkage methods, particularly the horseshoe estimator, have recently attracted a great deal of…

Multivariate Item Response Theory (MIRT) is sought-after widely by applied researchers looking for interpretable (sparse) explanations underlying response patterns in questionnaire data. There is, however, an unmet demand for such sparsity…

Despite the popularity of sparse factor models, little attention has been given to formally address identifiability of these models beyond standard rotation-based identification such as the positive lower triangular constraint. To fill this…