Download or read book Scalable Algorithms for Bayesian Variable Selection written by Jin Wang and published by . This book was released on 2016 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Handbook of Bayesian Variable Selection written by Mahlet G. Tadesse and published by CRC Press. This book was released on 2021-12-24 with total page 491 pages. Available in PDF, EPUB and Kindle. Book excerpt: Bayesian variable selection has experienced substantial developments over the past 30 years with the proliferation of large data sets. Identifying relevant variables to include in a model allows simpler interpretation, avoids overfitting and multicollinearity, and can provide insights into the mechanisms underlying an observed phenomenon. Variable selection is especially important when the number of potential predictors is substantially larger than the sample size and sparsity can reasonably be assumed. The Handbook of Bayesian Variable Selection provides a comprehensive review of theoretical, methodological and computational aspects of Bayesian methods for variable selection. The topics covered include spike-and-slab priors, continuous shrinkage priors, Bayes factors, Bayesian model averaging, partitioning methods, as well as variable selection in decision trees and edge selection in graphical models. The handbook targets graduate students and established researchers who seek to understand the latest developments in the field. It also provides a valuable reference for all interested in applying existing methods and/or pursuing methodological extensions. Features: Provides a comprehensive review of methods and applications of Bayesian variable selection. Divided into four parts: Spike-and-Slab Priors; Continuous Shrinkage Priors; Extensions to various Modeling; Other Approaches to Bayesian Variable Selection. Covers theoretical and methodological aspects, as well as worked out examples with R code provided in the online supplement. Includes contributions by experts in the field. Supported by a website with code, data, and other supplementary material

Download or read book Flexible Bayesian Regression Modelling written by Yanan Fan and published by Academic Press. This book was released on 2019-10-30 with total page 302 pages. Available in PDF, EPUB and Kindle. Book excerpt: Flexible Bayesian Regression Modeling is a step-by-step guide to the Bayesian revolution in regression modeling, for use in advanced econometric and statistical analysis where datasets are characterized by complexity, multiplicity, and large sample sizes, necessitating the need for considerable flexibility in modeling techniques. It reviews three forms of flexibility: methods which provide flexibility in their error distribution; methods which model non-central parts of the distribution (such as quantile regression); and finally models that allow the mean function to be flexible (such as spline models). Each chapter discusses the key aspects of fitting a regression model. R programs accompany the methods. This book is particularly relevant to non-specialist practitioners with intermediate mathematical training seeking to apply Bayesian approaches in economics, biology, finance, engineering and medicine. Introduces powerful new nonparametric Bayesian regression techniques to classically trained practitioners Focuses on approaches offering both superior power and methodological flexibility Supplemented with instructive and relevant R programs within the text Covers linear regression, nonlinear regression and quantile regression techniques Provides diverse disciplinary case studies for correlation and optimization problems drawn from Bayesian analysis ‘in the wild’

Download or read book Fast Algorithms for Bayesian Variable Selection written by Xichen Huang and published by . This book was released on 2017 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Handbook of Bayesian Variable Selection written by Mahlet G. Tadesse and published by CRC Press. This book was released on 2021-12-24 with total page 762 pages. Available in PDF, EPUB and Kindle. Book excerpt: Bayesian variable selection has experienced substantial developments over the past 30 years with the proliferation of large data sets. Identifying relevant variables to include in a model allows simpler interpretation, avoids overfitting and multicollinearity, and can provide insights into the mechanisms underlying an observed phenomenon. Variable selection is especially important when the number of potential predictors is substantially larger than the sample size and sparsity can reasonably be assumed. The Handbook of Bayesian Variable Selection provides a comprehensive review of theoretical, methodological and computational aspects of Bayesian methods for variable selection. The topics covered include spike-and-slab priors, continuous shrinkage priors, Bayes factors, Bayesian model averaging, partitioning methods, as well as variable selection in decision trees and edge selection in graphical models. The handbook targets graduate students and established researchers who seek to understand the latest developments in the field. It also provides a valuable reference for all interested in applying existing methods and/or pursuing methodological extensions. Features: Provides a comprehensive review of methods and applications of Bayesian variable selection. Divided into four parts: Spike-and-Slab Priors; Continuous Shrinkage Priors; Extensions to various Modeling; Other Approaches to Bayesian Variable Selection. Covers theoretical and methodological aspects, as well as worked out examples with R code provided in the online supplement. Includes contributions by experts in the field. Supported by a website with code, data, and other supplementary material

Download or read book Efficient and Scalable Exact Inference Algorithms for Bayesian Networks written by John G. Sandiford and published by . This book was released on 2012 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: With the proliferation of data, and the increased use of Bayesian networks as a statistical modelling technique, the expectations and demands on Bayesian networks have increased substantially. In this text we explore novel techniques for performing exact inference with Bayesian networks, in an efficient stable and scalable manner. We consider not only discrete variable Bayesian networks but also those with continuous variables, and Dynamic Bayesian networks for modelling time series/sequential data. We first examine how existing algorithms can be decomposed into a library of techniques which can then be used when constructing novel algorithms or extending existing algorithms. We then go on to develop novel techniques, including an algorithm for the efficient and scalable manipulation of distributions during inference and algorithms for performing numerically stable inference. Additionally we develop a technique for performing fixed memory inference, which can be used to extend existing algorithms, and we also identify an inference mechanism which has similar performance to the polytree algorithm, but can operate on classes of networks that are not trees. Finally, we explore how nodes with multiple variables can lead to both graphical simplicity and performance gains.

Download or read book Statistical Learning with Sparsity written by Trevor Hastie and published by CRC Press. This book was released on 2015-05-07 with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt: Discover New Methods for Dealing with High-Dimensional DataA sparse statistical model has only a small number of nonzero parameters or weights; therefore, it is much easier to estimate and interpret than a dense model. Statistical Learning with Sparsity: The Lasso and Generalizations presents methods that exploit sparsity to help recover the underl

Download or read book Practical Methods for Scalable Bayesian and Causal Inference with Provable Quality Guarantees written by Raj Agrawal (Computer scientist) and published by . This book was released on 2021 with total page 194 pages. Available in PDF, EPUB and Kindle. Book excerpt: Many scientific and decision-making tasks require learning complex relationships between a set of p covariates and a target response, from N observed datapoints with N “p. For example, in genomics and precision medicine, there may be thousands or millions of genetic and environmental covariates but just hundreds or thousands of observed individuals. Researchers would like to (1) identify a small set of factors associated with diseases, (2) quantify these factors' effects, and (3) test for causality. Unfortunately, in this high-dimensional data regime, inference is statistically and computationally challenging due to non-linear interaction effects, unobserved confounders, and the lack of randomized experimental data. In this thesis, I start by addressing the problems of variable selection and estimation when there are non-linear interactions and fewer datapoints than covariates. Unlike previous methods whose runtimes scale at least quadratically in the number of covariates, my new method (SKIM-FA) uses a kernel trick to perform inference in linear time by exploiting special interaction structure. While SKIM-FA identifies potential risk-factors, not all of these factors need be causal. So next I aim to identify causal factors to aid in decision making. To this end, I show when we can extract causal relationships from observational data, even in the presence of unobserved confounders, non-linear effects, and a lack of randomized controlled data. In the last part of my thesis, I focus on experimental design. Specifically, if the observational data is not adequate, how do we optimally collect new experimental data to test if particular causal relationships of interest exist.

Download or read book Jointness in Bayesian Variable Selection with Applications to Growth Regression written by and published by World Bank Publications. This book was released on with total page 17 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Case Studies in Applied Bayesian Data Science written by Kerrie L. Mengersen and published by Springer Nature. This book was released on 2020-05-28 with total page 415 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presenting a range of substantive applied problems within Bayesian Statistics along with their Bayesian solutions, this book arises from a research program at CIRM in France in the second semester of 2018, which supported Kerrie Mengersen as a visiting Jean-Morlet Chair and Pierre Pudlo as the local Research Professor. The field of Bayesian statistics has exploded over the past thirty years and is now an established field of research in mathematical statistics and computer science, a key component of data science, and an underpinning methodology in many domains of science, business and social science. Moreover, while remaining naturally entwined, the three arms of Bayesian statistics, namely modelling, computation and inference, have grown into independent research fields. While the research arms of Bayesian statistics continue to grow in many directions, they are harnessed when attention turns to solving substantive applied problems. Each such problem set has its own challenges and hence draws from the suite of research a bespoke solution. The book will be useful for both theoretical and applied statisticians, as well as practitioners, to inspect these solutions in the context of the problems, in order to draw further understanding, awareness and inspiration.

Download or read book Machine Learning and Knowledge Discovery in Databases written by José L. Balcázar and published by Springer Science & Business Media. This book was released on 2010-09-13 with total page 652 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the joint conference on Machine Learning and Knowledge Discovery in Databases: ECML PKDD 2010, held in Barcelona, Spain, in September 2010. The 120 revised full papers presented in three volumes, together with 12 demos (out of 24 submitted demos), were carefully reviewed and selected from 658 paper submissions. In addition, 7 ML and 7 DM papers were distinguished by the program chairs on the basis of their exceptional scientific quality and high impact on the field. The conference intends to provide an international forum for the discussion of the latest high quality research results in all areas related to machine learning and knowledge discovery in databases. A topic widely explored from both ML and DM perspectives was graphs, with motivations ranging from molecular chemistry to social networks.

Download or read book Bayesian Variable Selection for High Dimensional Data Analysis written by Yang Aijun and published by LAP Lambert Academic Publishing. This book was released on 2011-09 with total page 92 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the practice of statistical modeling, it is often desirable to have an accurate predictive model. Modern data sets usually have a large number of predictors.Hence parsimony is especially an important issue. Best-subset selection is a conventional method of variable selection. Due to the large number of variables with relatively small sample size and severe collinearity among the variables, standard statistical methods for selecting relevant variables often face difficulties. Bayesian stochastic search variable selection has gained much empirical success in a variety of applications. This book, therefore, proposes a modified Bayesian stochastic variable selection approach for variable selection and two/multi-class classification based on a (multinomial) probit regression model.We demonstrate the performance of the approach via many real data. The results show that our approach selects smaller numbers of relevant variables and obtains competitive classification accuracy based on obtained results.

Download or read book Hierarchical Bayesian Optimization Algorithm written by Martin Pelikan and published by Springer Science & Business Media. This book was released on 2005-02 with total page 194 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a framework for the design of competent optimization techniques by combining advanced evolutionary algorithms with state-of-the-art machine learning techniques. The book focuses on two algorithms that replace traditional variation operators of evolutionary algorithms by learning and sampling Bayesian networks: the Bayesian optimization algorithm (BOA) and the hierarchical BOA (hBOA). BOA and hBOA are theoretically and empirically shown to provide robust and scalable solution for broad classes of nearly decomposable and hierarchical problems. A theoretical model is developed that estimates the scalability and adequate parameter settings for BOA and hBOA. The performance of BOA and hBOA is analyzed on a number of artificial problems of bounded difficulty designed to test BOA and hBOA on the boundary of their design envelope. The algorithms are also extensively tested on two interesting classes of real-world problems: MAXSAT and Ising spin glasses with periodic boundary conditions in two and three dimensions. Experimental results validate the theoretical model and confirm that BOA and hBOA provide robust and scalable solution for nearly decomposable and hierarchical problems with only little problem-specific information.

Download or read book Patterns of Scalable Bayesian Inference written by Elaine Angelino and published by . This book was released on 2016 with total page 128 pages. Available in PDF, EPUB and Kindle. Book excerpt: Datasets are growing not just in size but in complexity, creating a demand for rich models and quantification of uncertainty. Bayesian methods are an excellent fit for this demand, but scaling Bayesian inference is a challenge. In response to this challenge, there has been considerable recent work based on varying assumptions about model structure, underlying computational resources, and the importance of asymptotic correctness. As a result, there is a zoo of ideas with a wide range of assumptions and applicability. In this paper, we seek to identify unifying principles, patterns, and intuitions for scaling Bayesian inference. We review existing work on utilizing modern computing resources with both MCMC and variational approximation techniques. From this taxonomy of ideas, we characterize the general principles that have proven successful for designing scalable inference procedures and comment on the path forward.

Download or read book Bayesian Variable Selection in Linear and Non linear Models written by Arnab Kumar Maity and published by . This book was released on 2016 with total page 124 pages. Available in PDF, EPUB and Kindle. Book excerpt: Appropriate feature selection is a fundamental problem in the field of statistics. Models with large number of features or variables require special attention due to the computational complexity of the huge model space. This is generally known as the variable or model selection problem in the field of statistics whereas in machine learning and other literature, this is also known as feature selection, attribute selection or variable subset selection. The method of variable selection is the process of efficiently selecting an optimal subset of relevant variables for use in model construction. The central assumption in this methodology is that the data contain many redundant variable; those which do not provide any significant additional information than the optimally selected subset of variable. Variable selection is widely used in all application areas of data analytics, ranging from optimal selection of genes in large scale micro-array studies, to optimal selection of biomarkers for targeted therapy in cancer genomics to selection of optimal predictors in business analytics. Under the Bayesian approach, the formal way to perform this optimal selection is to select the model with highest posterior probability. Using this fact the problem may be thought as an optimization problem over the model space where the objective function is the posterior probability of model and the maximization is taken place with respect to the models. We propose an efficient method for implementing this optimization and we illustrate its feasibility in high dimensional problems. By means of various simulation studies, this new approach has been shown to be efficient and to outperform other statistical feature selection methods methods namely median probability model and sampling method with frequency based estimators. Theoretical justifications are provided. Applications to logistic regression and survival regression are discussed.

Download or read book Bayesian Theory and Applications written by Paul Damien and published by Oxford University Press. This book was released on 2013-01-24 with total page 717 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume guides the reader along a statistical journey that begins with the basic structure of Bayesian theory, and then provides details on most of the past and present advances in this field.

Download or read book Scaling Up Machine Learning written by Ron Bekkerman and published by Cambridge University Press. This book was released on 2012 with total page 493 pages. Available in PDF, EPUB and Kindle. Book excerpt: This integrated collection covers a range of parallelization platforms, concurrent programming frameworks and machine learning settings, with case studies.