no code implementations • 18 Oct 2023 • Anja Zgodic, Ray Bai, Jiajia Zhang, Alexander C. McLain
We use empirical Bayes estimators of hyperparameters for increased flexibility and an Expectation-Conditional-Minimization (ECM) algorithm for computationally efficient maximum a posteriori probability (MAP) estimation of parameters.
no code implementations • 15 Sep 2023 • Anja Zgodic, Ray Bai, Jiajia Zhang, YuAn Wang, Chris Rorden, Alexander McLain
Bayesian heteroscedastic linear regression models relax the homoscedastic error assumption but can enforce restrictive prior assumptions on parameters, and many are computationally infeasible in the high-dimensional setting.
no code implementations • 16 Sep 2022 • Alexander C. McLain, Anja Zgodic, Howard Bondell
In this paper, we proposed a computationally efficient and powerful Bayesian approach for sparse high-dimensional linear regression.