相关论文: The penalized profile sampler

We proposed a new penalized method in this paper to solve sparse Poisson Regression problems. Being different from $\ell_1$ penalized log-likelihood estimation, our new method can be viewed as penalized weighted score function method. We…

We here introduce a novel classification approach adopted from the nonlinear model identification framework, which jointly addresses the feature selection and classifier design tasks. The classifier is constructed as a polynomial expansion…

This paper describes the use of flexible Bayesian regression models for estimating a partially identified probability function. Our approach permits efficient sensitivity analysis concerning the posterior impact of priors on the partially…

The simultaneous estimation of multiple unknown parameters lies at heart of a broad class of important problems across science and technology. Currently, the state-of-the-art performance in the such problems is achieved by nonparametric…

Causal inference is crucial for understanding the true impact of interventions, policies, or actions, enabling informed decision-making and providing insights into the underlying mechanisms that shape our world. In this paper, we establish…

In variable selection, most existing screening methods focus on marginal effects and ignore dependence between covariates. To improve the performance of selection, we incorporate pairwise effects in covariates for screening and…

Probabilistic graphical models compactly represent joint distributions by decomposing them into factors over subsets of random variables. In Bayesian networks, the factors are conditional probability distributions. For many problems, common…

The main challenges that arise when adopting Gaussian Process priors in probabilistic modeling are how to carry out exact Bayesian inference and how to account for uncertainty on model parameters when making model-based predictions on…

We consider the problem of estimating the parameters of a Gaussian or binary distribution in such a way that the resulting undirected graphical model is sparse. Our approach is to solve a maximum likelihood problem with an added l_1-norm…

Unbinned likelihood fits aim at maximizing the information one can extract from experimental data, yet their application in realistic statistical analyses is often hindered by the computational cost of profiling systematic uncertainties.…

Generalized linear models (GLMs) are routinely used for modeling relationships between a response variable and a set of covariates. The simple form of a GLM comes with easy interpretability, but also leads to concerns about model…

In designed experiments and surveys, known laws or design feat ures provide checks on the most relevant aspects of a model and identify the target parameters. In contrast, in most observational studies in the health and social sciences, the…

Feature selection is one of the most decisive tools in understanding data and machine learning models. Among other methods, sparsity induced by $L^{1}$ penalty is one of the simplest and best studied approaches to this problem. Although…

Overlapping asymmetric datasets are common in data science and pose questions of how they can be incorporated together into a predictive analysis. In healthcare datasets there is often a small amount of information that is available for a…

Doubly-stochastic point processes model the occurrence of events over a spatial domain as an inhomogeneous Poisson process conditioned on the realization of a random intensity function. They are flexible tools for capturing spatial…

We present a likelihood-free probabilistic inversion method based on normalizing flows for high-dimensional inverse problems. The proposed method is composed of two complementary networks: a summary network for data compression and an…

Analyzing multi-layered graphical models provides insight into understanding the conditional relationships among nodes within layers after adjusting for and quantifying the effects of nodes from other layers. We obtain the penalized maximum…

We introduce a semi-parametric Bayesian model for survival analysis. The model is centred on a parametric baseline hazard, and uses a Gaussian process to model variations away from it nonparametrically, as well as dependence on covariates.…

Priors are important for achieving proper posteriors with physically meaningful covariance structures for Gaussian random fields (GRFs) since the likelihood typically only provides limited information about the covariance structure under…

In this paper, we introduce a new concept for constructing prior distributions. We exploit the natural nested structure inherent to many model components, which defines the model component to be a flexible extension of a base model. Proper…