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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 insights, with interpretation favored by sparse structures. Sparsity, in addition, is beneficial in terms of regularization and, thus, to avoid over-fitting. By exploiting Bayesian shrinkage priors, we devise a computationally convenient approach for high-dimensional matrix factorization. The dependence between row and column entities is modeled by inducing flexible sparse patterns within factors. The availability of external information is accounted for in such a way that structures are allowed while not imposed. Inspired by boosting algorithms, we pair the proposed approach with a numerical strategy relying on a sequential inclusion and estimation of low-rank contributions, with a data-driven stopping rule. Practical advantages of the proposed approach are demonstrated by means of a simulation study and the analysis of soccer heatmaps obtained from new generation tracking data. for this article are available online. [ABSTRACT FROM AUTHOR]

In the current paper, we review existing tools for solving variable selection problems in psychology. Modern regularization methods such as lasso regression have recently been introduced in the field and are incorporated into popular methodologies, such as network analysis. However, several recognized limitations of lasso regularization may limit its suitability for psychological research. In this paper, we compare the properties of lasso approaches used for variable selection to Bayesian variable selection approaches. In particular we highlight advantages of stochastic search variable selection (SSVS), that make it well suited for variable selection applications in psychology. We demonstrate these advantages and contrast SSVS with lasso type penalization in an application to predict depression symptoms in a large sample and an accompanying simulation study. We investigate the effects of sample size, effect size, and patterns of correlation among predictors on rates of correct and false inclusion and bias in the estimates. SSVS as investigated here is reasonably computationally efficient and powerful to detect moderate effects in small sample sizes (or small effects in moderate sample sizes), while protecting against false inclusion and without over-penalizing true effects. We recommend SSVS as a flexible framework that is well-suited for the field, discuss limitations, and suggest directions for future development.

This article considers a stable vector autoregressive (VAR) model and investigates return predictability in a Bayesian context. The bivariate VAR system comprises asset returns and a further prediction variable, such as the dividend-price ratio, and allows pinning down the question of return predictability to the value of one particular model parameter. We develop a new shrinkage type prior for this parameter and compare our Bayesian approach to ordinary least squares estimation and to the reduced-bias estimator proposed in Amihud and Hurvich (2004. "Predictive Regressions: A Reduced-Bias Estimation Method." Journal of Financial and Quantitative Analysis 39: 813–41). A simulation study shows that the Bayesian approach dominates the reduced-bias estimator in terms of observed size (false positive) and power (false negative). We apply our methodology to a system comprising annual CRSP value-weighted returns running, respectively, from 1926 to 2004 and from 1953 to 2021, and the logarithmic dividend-price ratio. For the first sample, the Bayesian approach supports the hypothesis of no return predictability, while for the second data set weak evidence for predictability is observed. Then, instead of the dividend-price ratio, some prediction variables proposed in Welch and Goyal (2008. "A Comprehensive Look at the Empirical Performance of Equity Premium Prediction." Review of Financial Studies 21: 1455–508) are used. Also with these prediction variables, only weak evidence for return predictability is supported by Bayesian testing. These results are corroborated with an out-of-sample forecasting analysis. [ABSTRACT FROM AUTHOR]

In the current paper, we review existing tools for solving variable selection problems in psychology. Modern regularization methods such as lasso regression have recently been introduced in the field and are incorporated into popular methodologies, such as network analysis. However, several recognized limitations of lasso regularization may limit its suitability for psychological research. In this paper, we compare the properties of lasso approaches used for variable selection to Bayesian variable selection approaches. In particular we highlight advantages of stochastic search variable selection (SSVS), that make it well suited for variable selection applications in psychology. We demonstrate these advantages and contrast SSVS with lasso type penalization in an application to predict depression symptoms in a large sample and an accompanying simulation study. We investigate the effects of sample size, effect size, and patterns of correlation among predictors on rates of correct and false inclusion and bias in the estimates. SSVS as investigated here is reasonably computationally efficient and powerful to detect moderate effects in small sample sizes (or small effects in moderate sample sizes), while protecting against false inclusion and without over-penalizing true effects. We recommend SSVS as a flexible framework that is well-suited for the field, discuss limitations, and suggest directions for future development. [ABSTRACT FROM AUTHOR]

In recent years there has been an increasing interest in the use of relational event models for dynamic social network analysis. The basis of these models is the concept of an "event", defined as a triplet of time, sender, and receiver of some social interaction. The key question that relational event models aim to answer is what drives the pattern of social interactions among actors. Researchers often consider a very large number of predictors in their studies (including exogenous effects, endogenous network effects, and interaction effects). However, employing an excessive number of effects may lead to overfitting and inflated Type-I error rates. Moreover, the fitted model can easily become overly complex and the implied social interaction behavior difficult to interpret. A potential solution to this problem is to apply Bayesian regularization using shrinkage priors to recognize which effects are truly nonzero (the "wheat") and which effects can be considered as (largely) irrelevant (the "chaff"). In this paper, we propose Bayesian regularization methods for relational event models using four different priors for both an actor and a dyad relational event model: a flat prior model with no shrinkage, a ridge estimator with a normal prior, a Bayesian lasso with a Laplace prior, and a horseshoe prior. We apply these regularization methods in three different empirical applications. The results reveal that Bayesian regularization can be used to separate the wheat from the chaff in models with a large number of effects by yielding considerably fewer significant effects, resulting in a more parsimonious description of the social interaction behavior between actors in dynamic social networks, without sacrificing predictive performance. • Relational event models aim to answer what drives dynamic social interactions. • There is a large number of predictors in relational data analysis. • Excessive number of predictors increases Type 1 error rate. • Variable selection can be applied to relational event models via shrinkage priors. • Shrinkage priors eliminate negligible effects keeping high predictive performance. [ABSTRACT FROM AUTHOR]

The paper discusses shrinkage priors which impose increasing shrinkage in a sequence of parameters. We review the cumulative shrinkage process (CUSP) prior of Legramanti et al. (Legramanti et al. 2020 Biometrika107, 745–752. (doi:10.1093/biomet/asaa008)), which is a spike-and-slab shrinkage prior where the spike probability is stochastically increasing and constructed from the stick-breaking representation of a Dirichlet process prior. As a first contribution, this CUSP prior is extended by involving arbitrary stick-breaking representations arising from beta distributions. As a second contribution, we prove that exchangeable spike-and-slab priors, which are popular and widely used in sparse Bayesian factor analysis, can be represented as a finite generalized CUSP prior, which is easily obtained from the decreasing order statistics of the slab probabilities. Hence, exchangeable spike-and-slab shrinkage priors imply increasing shrinkage as the column index in the loading matrix increases, without imposing explicit order constraints on the slab probabilities. An application to sparse Bayesian factor analysis illustrates the usefulness of the findings of this paper. A new exchangeable spike-and-slab shrinkage prior based on the triple gamma prior of Cadonna et al. (Cadonna et al. 2020 Econometrics8, 20. (doi:10.3390/econometrics8020020)) is introduced and shown to be helpful for estimating the unknown number of factors in a simulation study. This article is part of the theme issue 'Bayesian inference: challenges, perspectives, and prospects'. [ABSTRACT FROM AUTHOR]

Currently several Bayesian approaches are available to estimate large sparse precision matrices, including Bayesian graphical Lasso (Wang, 2012), Bayesian structure learning (Banerjee and Ghosal, 2015), and graphical horseshoe (Li et al., 2019). Although these methods have exhibited nice empirical performances, in general they are computationally expensive. Moreover, only a few theoretical results are available for Bayesian graphical models with continuous shrinkage priors. A very recent work (Sagar et al., 2021) studies the posterior concentration properties of the graphical horseshoe prior and graphical horseshoe-like priors under a full likelihood model. In this paper, we propose a new method that integrates some commonly used continuous shrinkage priors into a quasi-Bayesian framework featured by a pseudo-likelihood. Under mild conditions, we establish an optimal posterior contraction rate for the proposed method. Compared to existing approaches, our method has two main advantages. First, our method is computationally efficient while achieving similar error rate; second, our framework is amenable to theoretical analysis. Extensive simulation experiments and the analysis on a real data set are supportive of our theoretical results. • Sparse precision matrix estimation and variable selection. • A quasi-Bayesian framework integrates commonly used continuous shrinkage priors with pseudo-likelihood. • Optimal posterior contraction rate for the proposed method under mild conditions. [ABSTRACT FROM AUTHOR]

Abstract Background Prediction and classification algorithms are commonly used in clinical research for identifying patients susceptible to clinical conditions such as diabetes, colon cancer, and Alzheimer’s disease. Developing accurate prediction and classification methods benefits personalized medicine. Building an excellent predictive model involves selecting the features that are most significantly associated with the outcome. These features can include several biological and demographic characteristics, such as genomic biomarkers and health history. Such variable selection becomes challenging when the number of potential predictors is large. Bayesian shrinkage models have emerged as popular and flexible methods of variable selection in regression settings. This work discusses variable selection with three shrinkage priors and illustrates its application to clinical data such as Pima Indians Diabetes, Colon cancer, ADNI, and OASIS Alzheimer’s real-world data. Methods A unified Bayesian hierarchical framework that implements and compares shrinkage priors in binary and multinomial logistic regression models is presented. The key feature is the representation of the likelihood by a Polya-Gamma data augmentation, which admits a natural integration with a family of shrinkage priors, specifically focusing on Horseshoe, Dirichlet Laplace, and Double Pareto priors. Extensive simulation studies are conducted to assess the performances under different data dimensions and parameter settings. Measures of accuracy, AUC, brier score, L1 error, cross-entropy, and ROC surface plots are used as evaluation criteria comparing the priors with frequentist methods as Lasso, Elastic-Net, and Ridge regression. Results All three priors can be used for robust prediction on significant metrics, irrespective of their categorical response model choices. Simulation studies could achieve the mean prediction accuracy of 91.6% (95% CI: 88.5, 94.7) and 76.5% (95% CI: 69.3, 83.8) for logistic regression and multinomial logistic models, respectively. The model can identify significant variables for disease risk prediction and is computationally efficient. Conclusions The models are robust enough to conduct both variable selection and prediction because of their high shrinkage properties and applicability to a broad range of classification problems.

Background: Prediction and classification algorithms are commonly used in clinical research for identifying patients susceptible to clinical conditions such as diabetes, colon cancer, and Alzheimer's disease. Developing accurate prediction and classification methods benefits personalized medicine. Building an excellent predictive model involves selecting the features that are most significantly associated with the outcome. These features can include several biological and demographic characteristics, such as genomic biomarkers and health history. Such variable selection becomes challenging when the number of potential predictors is large. Bayesian shrinkage models have emerged as popular and flexible methods of variable selection in regression settings. This work discusses variable selection with three shrinkage priors and illustrates its application to clinical data such as Pima Indians Diabetes, Colon cancer, ADNI, and OASIS Alzheimer's real-world data.Methods: A unified Bayesian hierarchical framework that implements and compares shrinkage priors in binary and multinomial logistic regression models is presented. The key feature is the representation of the likelihood by a Polya-Gamma data augmentation, which admits a natural integration with a family of shrinkage priors, specifically focusing on Horseshoe, Dirichlet Laplace, and Double Pareto priors. Extensive simulation studies are conducted to assess the performances under different data dimensions and parameter settings. Measures of accuracy, AUC, brier score, L1 error, cross-entropy, and ROC surface plots are used as evaluation criteria comparing the priors with frequentist methods as Lasso, Elastic-Net, and Ridge regression.Results: All three priors can be used for robust prediction on significant metrics, irrespective of their categorical response model choices. Simulation studies could achieve the mean prediction accuracy of 91.6% (95% CI: 88.5, 94.7) and 76.5% (95% CI: 69.3, 83.8) for logistic regression and multinomial logistic models, respectively. The model can identify significant variables for disease risk prediction and is computationally efficient.Conclusions: The models are robust enough to conduct both variable selection and prediction because of their high shrinkage properties and applicability to a broad range of classification problems. [ABSTRACT FROM AUTHOR]

We propose a Bayesian approach to cumulative logistic regression model for the ordinal response based on the orthogonal principal components via singular value decomposition considering the multicollinearity among predictors. The advantage of the suggested method is considering dimension reduction and parameter estimation simultaneously. To evaluate the performance of the proposed model we conduct a simulation study with considering a high-dimensional and highly correlated explanatory matrix. Also, we fit the suggested method to a real data concerning sprout- and scab-damaged kernels of wheat and compare it to EM based proportional-odds logistic regression model. Compared to EM based methods, we argue that the proposed model works better for the highly correlated high-dimensional data with providing parameter estimates and provides good predictions. [ABSTRACT FROM AUTHOR]

In omics experiments, estimation and variable selection can involve thousands of proteins/genes observed from a relatively small number of subjects. Many regression regularization procedures have been developed for estimation and variable selection in such high‐dimensional problems. However, approaches have predominantly focused on linear regression models that ignore correlation arising from long sequences of repeated measurements on the outcome. Our work is motivated by the need to identify proteomic biomarkers that improve the prediction of rapid lung‐function decline for individuals with cystic fibrosis (CF) lung disease. We extend four Bayesian penalized regression approaches for a Gaussian linear mixed effects model with nonstationary covariance structure to account for the complicated structure of longitudinal lung function data while simultaneously estimating unknown parameters and selecting important protein isoforms to improve predictive performance. Different types of shrinkage priors are evaluated to induce variable selection in a fully Bayesian framework. The approaches are studied with simulations. We apply the proposed method to real proteomics and lung‐function outcome data from our motivating CF study, identifying a set of relevant clinical/demographic predictors and a proteomic biomarker for rapid decline of lung function. We also illustrate the methods on CD4 yeast cell‐cycle genomic data, confirming that the proposed method identifies transcription factors that have been highlighted in the literature for their importance as cell cycle transcription factors. [ABSTRACT FROM AUTHOR]

An important task in drug development is to identify patients, which respond better or worse to an experimental treatment. Identifying predictive covariates, which influence the treatment effect and can be used to define subgroups of patients, is a key aspect of this task. Analyses of treatment effect heterogeneity are however known to be challenging, since the number of possible covariates or subgroups is often large, while samples sizes in earlier phases of drug development are often small. In addition, distinguishing predictive covariates from prognostic covariates, which influence the response independent of the given treatment, can often be difficult. While many approaches for these types of problems have been proposed, most of them focus on the two‐arm clinical trial setting, where patients are given either the treatment or a control. In this article we consider parallel groups dose‐finding trials, in which patients are administered different doses of the same treatment. To investigate treatment effect heterogeneity in this setting we propose a Bayesian hierarchical dose–response model with covariate effects on dose–response parameters. We make use of shrinkage priors to prevent overfitting, which can easily occur, when the number of considered covariates is large and sample sizes are small. We compare several such priors in simulations and also investigate dependent modeling of prognostic and predictive effects to better distinguish these two types of effects. We illustrate the use of our proposed approach using a Phase II dose‐finding trial and show how it can be used to identify predictive covariates and subgroups of patients with increased treatment effects. [ABSTRACT FROM AUTHOR]

We propose a new volatility process in which parameters vary over time according to an artificial neural network (ANN). We prove the process's stationarity as well as the global identification of the parameters. Since ANNs require economic series as input variables, we develop a shrinkage approach to select which explanatory variables are relevant to forecast volatility. Empirically, the proposed model favorably compares with other flexible processes in terms of in-sample fit on six financial returns. It also delivers accurate short-term volatility predictions in terms of root mean squared errors and the predictive likelihood criterion. For long-term forecasts, it can be competitive with the Markov-switching generalized autoregressive conditional heteroskedastic (MS-GARCH) model if appropriate exogenous variables are used. Since our new type of time-varying parameter (TVP) process is based on a universal approximator, the approach can readily revisit and potentially improve many standard TVP applications. [ABSTRACT FROM AUTHOR]

Two-dimensional (2D) nuclear magnetic resonance (nmr) methods have become increasingly popular in metabolomics, since they have considerable potential to accurately identify and quantify metabolites within complex biological samples. 2D 1H J-resolved (jres) nmr spectroscopy is a widely used method that expands overlapping resonances into a second dimension. However, existing analytical processing methods do not fully exploit the information in the jres spectrum and, more importantly, do not provide measures of uncertainty associated with the estimates of quantities of interest, such as metabolite concentration. Combining the data-generating mechanisms and the extensive prior knowledge available in online databases, we develop a Bayesian method to analyse 2D jres data, which allows for automatic deconvolution, identification and quantification of metabolites. The model extends and improves previous work on one-dimensional nmr spectral data. Our approach is based on a combination of B-spline tight wavelet frames and theoretical templates, and thus enables the automatic incorporation of expert knowledge within the inferential framework. Posterior inference is performed through specially devised Markov chain Monte Carlo methods. We demonstrate the performance of our approach via analyses of datasets from serum and urine, showing the advantages of our proposed approach in terms of identification and quantification of metabolites. [ABSTRACT FROM AUTHOR]

Diploid organisms have two copies of each gene, called alleles, that can be separately transcribed. The RNA abundance associated to any particular allele is known as allele-specific expression (ASE). When two alleles have polymorphisms in transcribed regions, ASE can be studied using RNA-seq read count data. ASE has characteristics different from the regular RNA-seq expression: ASE cannot be assessed for every gene, measures of ASE can be biased towards one of the alleles (reference allele), and ASE provides two measures of expression for a single gene for each biological samples with leads to additional complications for single-gene models. We present statistical methods for modeling ASE and detecting genes with differential allelic expression. We propose a hierarchical, overdispersed, count regression model to deal with ASE counts. The model accommodates gene-specific overdispersion, has an internal measure of the reference allele bias, and uses random effects to model the gene-specific regression parameters. Fully Bayesian inference is obtained using the fbseq package that implements a parallel strategy to make the computational times reasonable. Simulation and real data analysis suggest the proposed model is a practical and powerful tool for the study of differential ASE.

Periodontal disease (PD) is a chronic inflammatory disease that affects the gum tissue and bone supporting the teeth. Although tooth-site level PD progression is believed to be spatio-temporally referenced, the whole-mouth average periodontal pocket depth (PPD) has been commonly used as an indicator of the current/active status of PD. This leads to imminent loss of information, and imprecise parameter estimates. Despite availability of statistical methods that accommodates spatiotemporal information for responses collected at the tooth-site level, the enormity of longitudinal databases derived from oral health practice-based settings render them unscalable for application. To mitigate this, we introduce a Bayesian spatiotemporal model to detect problematic/diseased tooth-sites dynamically inside the mouth for any subject obtained from large databases. This is achieved via a spatial continuous sparsity-inducing shrinkage prior on spatially varying linear-trend regression coefficients. A low-rank representation captures the nonstationary covariance structure of the PPD outcomes, and facilitates the relevant Markov chain Monte Carlo computing steps applicable to thousands of study subjects. Application of our method to both simulated data and to a rich database of electronic dental records from the HealthPartners ® Institute reveal improved prediction performances, compared with alternative models with usual Gaussian priors for regression parameters and conditionally autoregressive specification of the covariance structure. [ABSTRACT FROM AUTHOR]

Applications of high-dimensional regression often involve multiple sources or types of covariates. We propose methodology for this setting, emphasizing the "wide data" regime with large total dimensionality p and sample size n ≪ p . We focus on a flexible ridge-type prior with shrinkage levels that are specific to each data type or source and that are set automatically by empirical Bayes. All estimation, including setting of shrinkage levels, is formulated mainly in terms of inner product matrices of size n × n . This renders computation efficient in the wide data regime and allows scaling to problems with millions of features. Furthermore, the proposed procedures are free of user-set tuning parameters. We show how sparsity can be achieved by post-processing of the Bayesian output via constrained minimization of a certain Kullback–Leibler divergence. This yields sparse solutions with adaptive, source-specific shrinkage, including a closed-form variant that scales to very large p. We present empirical results from a simulation study based on real data and a case study in Alzheimer's disease involving millions of features and multiple data sources. for this article are available online. [ABSTRACT FROM AUTHOR]

Many penalized maximum likelihood estimators correspond to posterior mode estimators under specific prior distributions. Appropriateness of a particular class of penalty functions can therefore be interpreted as the appropriateness of a prior for the parameters. For example, the appropriateness of a lasso penalty for regression coefficients depends on the extent to which the empirical distribution of the regression coefficients resembles a Laplace distribution. We give a testing procedure of whether or not a Laplace prior is appropriate and accordingly, whether or not using a lasso penalized estimate is appropriate. This testing procedure is designed to have power against exponential power priors which correspond to ℓ q penalties. Via simulations, we show that this testing procedure achieves the desired level and has enough power to detect violations of the Laplace assumption when the numbers of observations and unknown regression coefficients are large. We then introduce an adaptive procedure that chooses a more appropriate prior and corresponding penalty from the class of exponential power priors when the null hypothesis is rejected. We show that this can improve estimation of the regression coefficients both when they are drawn from an exponential power distribution and when they are drawn from a spike-and-slab distribution. for this article are available online. [ABSTRACT FROM AUTHOR]

This article deals with comparing a test with a control therapy using meta-analyses of data from randomized controlled trials with a time-to-event endpoint. Such analyses can often benefit from prior information about the distribution of control group outcomes. One possible source of this information is the published aggregate data about control groups of historical trials from the medical literature. We review methods for making posterior inference about exponentially distributed event times more robust to prior-data conflicts by discounting the prior information based on the extent of observed prior-data conflict. We use simulations to compare analyses without prior information with the meta-analytic combined, meta-analytic predictive and robust meta-analytic predictive approaches, as well as Bayesian model averaging using shrinkage priors. Bayesian model averaging via shrinkage priors with well-chosen hyperpriors performed best in terms of credible interval coverage and mean-squared error across scenarios. For the robust meta-analytic predictive approach, there was little benefit in increasing the weight of the informative mixture components beyond 0.2–0.5. This was the case even when little prior-data conflict was expected, except with very sparse data or substantial between-trial heterogeneity in control group hazard rates. for this article are available online. [ABSTRACT FROM AUTHOR]

This article considers a stable vector autoregressive (VAR) model and investigates return predictability in a Bayesian context. The bivariate VAR system comprises asset returns and a further prediction variable, such as the dividend-price ratio, and allows pinning down the question of return predictability to the value of one particular model parameter. We develop a new shrinkage type prior for this parameter and compare our Bayesian approach to ordinary least squares estimation and to the reduced-bias estimator proposed in Amihud and Hurvich (2004. "Predictive Regressions: A Reduced-Bias Estimation Method." Journal of Financial and Quantitative Analysis 39: 813-41). A simulation study shows that the Bayesian approach dominates the reduced-bias estimator in terms of observed size (false positive) and power (false negative). We apply our methodology to a system comprising annual CRSP value-weighted returns running, respectively, from 1926 to 2004 and from 1953 to 2021, and the logarithmic dividend-price ratio. For the first sample, the Bayesian approach supports the hypothesis of no return predictability, while for the second data set weak evidence for predictability is observed. Then, instead of the dividend-price ratio, some prediction variables proposed in Welch and Goyal (2008. "A Comprehensive Look at the Empirical Performance of Equity Premium Prediction." Review of Financial Studies 21: 1455-508) are used. Also with these prediction variables, only weak evidence for return predictability is supported by Bayesian testing. These results are corroborated with an out-of-sample forecasting analysis., (© 2023 Walter de Gruyter GmbH, Berlin/Boston.)

In observational studies, estimation of a causal effect of a treatment on an outcome relies on proper adjustment for confounding. If the number of the potential confounders (p) is larger than the number of observations (n), then direct control for all potential confounders is infeasible. Existing approaches for dimension reduction and penalization are generally aimed at predicting the outcome, and are less suited for estimation of causal effects. Under standard penalization approaches (e.g. Lasso), if a variable Xj is strongly associated with the treatment T but weakly with the outcome Y, the coefficient ßj will be shrunk towards zero thus leading to confounding bias. Under the assumption of a linear model for the outcome and sparsity, we propose continuous spike and slab priors on the regression coefficients ßj corresponding to the potential confounders Xj. Specifically, we introduce a prior distribution that does not heavily shrink to zero the coefficients (ßjs) of the Xjs that are strongly associated with T but weakly associated with Y. We compare our proposed approach to several state of the art methods proposed in the literature. Our proposed approach has the following features: 1) it reduces confounding bias in high dimensional settings; 2) it shrinks towards zero coefficients of instrumental variables; and 3) it achieves good coverages even in small sample sizes. We apply our approach to the National Health and Nutrition Examination Survey (NHANES) data to estimate the causal effects of persistent pesticide exposure on triglyceride levels. [ABSTRACT FROM AUTHOR]

There has been an intense development in the Bayesian graphical model literature over the past decade; however, most of the existing methods are restricted to moderate dimensions. We propose a novel graphical model selection approach for large dimensional settings where the dimension increases with the sample size, by decoupling model fitting and covariance selection. First, a full model based on a complete graph is fit under a novel class of mixtures of inverse- Wishart priors, which induce shrinkage on the precision matrix under an equivalence with Cholesky-based regularization, while enabling conjugate updates. Subsequently, a post-fitting model selection step uses penalized joint credible regions to perform model selection. This allows our methods to be computationally feasible for large dimensional settings using a combination of straightforward Gibbs samplers and efficient post-fitting inferences. Theoretical guarantees in terms of selection consistency are also established. Simulations show that the proposed approach compares favorably with competing methods, both in terms of accuracy metrics and computation times. We apply this approach to a cancer genomics data example. [ABSTRACT FROM AUTHOR]

Abstract Several recent empirical studies, particularly in the regional economic growth literature, emphasize the importance of explicitly accounting for uncertainty surrounding model specification. Standard approaches to deal with the problem of model uncertainty involve the use of Bayesian model-averaging techniques. However, Bayesian model-averaging for spatial autoregressive models suffers from severe drawbacks both in terms of computational time and possible extensions to more flexible econometric frameworks. To alleviate these problems, this paper presents two global–local shrinkage priors in the context of high-dimensional matrix exponential spatial specifications. A simulation study is conducted to evaluate the performance of the shrinkage priors. Results suggest that they perform particularly well in high-dimensional environments, especially when the number of parameters to estimate exceeds the number of observations. Moreover, we use pan-European regional economic growth data to illustrate the performance of the proposed shrinkage priors. [ABSTRACT FROM AUTHOR]

This article develops a slice sampler for Bayesian linear regression models with arbitrary priors. The new sampler has two advantages over current approaches. One, it is faster than many custom implementations that rely on auxiliary latent variables, if the number of regressors is large. Two, it can be used with any prior with a density function that can be evaluated up to a normalizing constant, making it ideal for investigating the properties of new shrinkage priors without having to develop custom sampling algorithms. The new sampler takes advantage of the special structure of the linear regression likelihood, allowing it to produce better effective sample size per second than common alternative approaches. [ABSTRACT FROM AUTHOR]

Polynomial chaos expansion (PCE) is a versatile tool widely used in uncertainty quantification and machine learning, but its successful application depends strongly on the accuracy and reliability of the resulting PCE-based response surface. High accuracy typically requires high polynomial degrees, demanding many training points especially in high-dimensional problems through the curse of dimensionality. So-called sparse PCE concepts work with a much smaller selection of basis polynomials compared to conventional PCE approaches and can overcome the curse of dimensionality very efficiently, but have to pay specific attention to their strategies of choosing training points. Furthermore, the approximation error resembles an uncertainty that most existing PCE-based methods do not estimate. In this study, we develop and evaluate a fully Bayesian approach to establish the PCE representation via joint shrinkage priors and Markov chain Monte Carlo. The suggested Bayesian PCE model directly aims to solve the two challenges named above: achieving a sparse PCE representation and estimating uncertainty of the PCE itself. The embedded Bayesian regularizing via the joint shrinkage prior allows using higher polynomial degrees for given training points due to its ability to handle underdetermined situations, where the number of considered PCE coefficients could be much larger than the number of available training points. We also explore multiple variable selection methods to construct sparse PCE expansions based on the established Bayesian representations, while globally selecting the most meaningful orthonormal polynomials given the available training data. We demonstrate the advantages of our Bayesian PCE and the corresponding sparsity-inducing methods on several benchmarks. • Polynomial Chaos expansions are surrogates for computationally expensive models. • A key problem is the number of polynomial expansion terms in high dimensions. • We regularize the polynomial coefficients with a Bayesian joint shrinkage prior. • This is combined with statistical methods for Bayesian variable selection. • Our method outperforms existing methods in terms of accuracy and predictive performance. [ABSTRACT FROM AUTHOR]

Summary: Medical imaging data with thousands of spatially correlated data points are common in many fields. Methods that account for spatial correlation often require cumbersome matrix evaluations which are prohibitive for data of this size, and thus current work has either used low‐rank approximations or analyzed data in blocks. We propose a method that accounts for nonstationarity, functional connectivity of distant regions of interest, and local signals, and can be applied to large multi‐subject datasets using spectral methods combined with Markov Chain Monte Carlo sampling. We illustrate using simulated data that properly accounting for spatial dependence improves precision of estimates and yields valid statistical inference. We apply the new approach to study associations between cortical thickness and Alzheimer's disease, and find several regions of the cortex where patients with Alzheimer's disease are thinner on average than healthy controls. [ABSTRACT FROM AUTHOR]

This paper presents a Bayesian analysis of partially linear additive models for quantile regression. We develop a semiparametric Bayesian approach to quantile regression models using a spectral representation of the nonparametric regression functions and the Dirichlet process (DP) mixture for error distribution. We also consider Bayesian variable selection procedures for both parametric and nonparametric components in a partially linear additive model structure based on the Bayesian shrinkage priors via a stochastic search algorithm. Based on the proposed Bayesian semiparametric additive quantile regression model referred to as BSAQ, the Bayesian inference is considered for estimation and model selection. For the posterior computation, we design a simple and efficient Gibbs sampler based on a location-scale mixture of exponential and normal distributions for an asymmetric Laplace distribution, which facilitates the commonly used collapsed Gibbs sampling algorithms for the DP mixture models. Additionally, we discuss the asymptotic property of the sempiparametric quantile regression model in terms of consistency of posterior distribution. Simulation studies and real data application examples illustrate the proposed method and compare it with Bayesian quantile regression methods in the literature. [ABSTRACT FROM AUTHOR]

Diploid organisms have two copies of each gene, called alleles, that can be separately transcribed. The RNA abundance associated to any particular allele is known as allele-specific expression (ASE). When two alleles have polymorphisms in transcribed regions, ASE can be studied using RNA-seq read count data. ASE has characteristics different from the regular RNA-seq expression: ASE cannot be assessed for every gene, measures of ASE can be biased towards one of the alleles (reference allele), and ASE provides two measures of expression for a single gene for each biological samples with leads to additional complications for single-gene models. We present statistical methods for modeling ASE and detecting genes with differential allelic expression. We propose a hierarchical, overdispersed, count regression model to deal with ASE counts. The model accommodates gene-specific overdispersion, has an internal measure of the reference allele bias, and uses random effects to model the gene-specific regression parameters. Fully Bayesian inference is obtained using the fbseq package that implements a parallel strategy to make the computational times reasonable. Simulation and real data analysis suggest the proposed model is a practical and powerful tool for the study of differential ASE.