1 code implementation • 20 Oct 2021 • Gemma E. Moran, Dhanya Sridhar, Yixin Wang, David M. Blei
The underlying model is sparse in that each observed feature (i. e. each dimension of the data) depends on a small subset of the latent factors.
no code implementations • 2 Aug 2019 • Gemma E. Moran, David M. Blei, Rajesh Ranganath
However, PPCs use the data twice -- both to calculate the posterior predictive and to evaluate it -- which can lead to overconfident assessments of the quality of a model.
1 code implementation • 5 Mar 2019 • Ray Bai, Gemma E. Moran, Joseph Antonelli, Yong Chen, Mary R. Boland
We introduce the spike-and-slab group lasso (SSGL) for Bayesian estimation and variable selection in linear regression with grouped variables.
Methodology
1 code implementation • 9 Jan 2018 • Gemma E. Moran, Veronika Rockova, Edward I. George
In a similar way, we show that conjugate priors for linear regression, which induce prior dependence, can lead to such underestimation in the Bayesian high-dimensional regression setting.
Methodology