相关论文: Bayesian Pliable Lasso with Horseshoe Prior for In…

Background: Continuous traits evolution of a group of taxa that are correlated through a phylogenetic tree is commonly modelled using parametric stochastic differential equations to represent deterministic change of trait through time,…

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…

We propose a sequential learning policy for noisy discrete global optimization and ranking and selection (R\&S) problems with high dimensional sparse belief functions, where there are hundreds or even thousands of features, but only a small…

We consider Bayesian estimation of a hierarchical linear model (HLM) from partially observed data, assumed to be missing at random, and small sample sizes. A vector of continuous covariates $C$ includes cluster-level partially observed…

Bayesian hierarchical models are commonly employed for inference in count datasets, as they account for multiple levels of variation by incorporating prior distributions for parameters at different levels. Examples include Beta-Binomial,…

High-dimensional feature selection arises in many areas of modern science. For example, in genomic research we want to find the genes that can be used to separate tissues of different classes (e.g. cancer and normal) from tens of thousands…

The emergence of Big Data raises the question of how to model economic relations when there is a large number of possible explanatory variables. We revisit the issue by comparing the possibility of using dense or sparse models in a Bayesian…

This paper proposes a hierarchical Bayesian multitask learning model that is applicable to the general multi-task binary classification learning problem where the model assumes a shared sparsity structure across different tasks. We derive a…

There are many settings where researchers are interested in estimating average treatment effects and are willing to rely on the unconfoundedness assumption, which requires that the treatment assignment be as good as random conditional on…

Many applications of machine learning involve the analysis of large data frames-matrices collecting heterogeneous measurements (binary, numerical, counts, etc.) across samples-with missing values. Low-rank models, as studied by Udell et al.…

How to estimate heterogeneity, e.g. the effect of some variable differing across observations, is a key question in political science. Methods for doing so make simplifying assumptions about the underlying nature of the heterogeneity to…

The fused lasso penalizes a loss function by the $L_1$ norm for both the regression coefficients and their successive differences to encourage sparsity of both. In this paper, we propose a Bayesian generalized fused lasso modeling based on…

Selecting interpretable feature sets in underdetermined ($n \ll p$) and highly correlated regimes constitutes a fundamental challenge in data science, particularly when analyzing physical measurements. In such settings, multiple distinct…

Microbiome data require statistical models that can simultaneously decode microbes' reaction to the environment and interactions among microbes. While a multiresponse linear regression model seems like a straight-forward solution, we argue…

We propose a procedure for sparse regression with pairwise interactions, by generalizing the Univariate Guided Sparse Regression (UniLasso) methodology. A central contribution is our introduction of a concept of univariate (or marginal)…

Due to its self-regularizing nature and its ability to quantify uncertainty, the Bayesian approach has achieved excellent recovery performance across a wide range of sparse signal recovery applications. However, most existing methods are…

Regression models are popular tools in empirical sciences to infer the influence of a set of variables onto a dependent variable given an experimental dataset. In neuroscience and cognitive psychology, Generalized Linear Models (GLMs)…

Bayesian methodologies prioritising accurate associations above sparsity in Gaussian graphical model (GGM) estimation remain relatively scarce in scientific literature. It is well accepted that the $\ell_2$ penalty enjoys a smaller…

Recent advances in deep learning highlight the need for personalized models that can learn from small samples, handle high-dimensional features, and remain interpretable. To address this, we propose the Sparse Deep Additive Model with…

Uncovering genuine relationships between a response variable of interest and a large collection of covariates is a fundamental and practically important problem. In the context of Gaussian linear models, both the Bayesian and non-Bayesian…