Generalized Beta Mixtures of Gaussians
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2011
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Abstract
In recent years, a rich variety of shrinkage priors have been proposed that have great promise in addressing massive regression problems. In general, these new priors can be expressed as scale mixtures of normals, but have more complex forms and better properties than traditional Cauchy and double exponential priors. We first propose a new class of normal scale mixtures through a novel generalized beta distribution that encompasses many interesting priors as special cases. This encompassing framework should prove useful in comparing competing priors, considering properties and revealing close connections. We then develop a class of variational Bayes approximations through the new hierarchy presented that will scale more efficiently to the types of truly massive data sets that are now encountered routinely.
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Scholars@Duke
David B. Dunson
My research focuses on developing new tools for probabilistic learning from complex data - methods development is directly motivated by challenging applications in ecology/biodiversity, neuroscience, environmental health, criminal justice/fairness, and more. We seek to develop new modeling frameworks, algorithms and corresponding code that can be used routinely by scientists and decision makers. We are also interested in new inference framework and in studying theoretical properties of methods we develop.
Some highlight application areas:
(1) Modeling of biological communities and biodiversity - we are considering global data on fungi, insects, birds and animals including DNA sequences, images, audio, etc. Data contain large numbers of species unknown to science and we would like to learn about these new species, community network structure, and the impact of environmental change and climate.
(2) Brain connectomics - based on high resolution imaging data of the human brain, we are seeking to developing new statistical and machine learning models for relating brain networks to human traits and diseases.
(3) Environmental health & mixtures - we are building tools for relating chemical and other exposures (air pollution etc) to human health outcomes, accounting for spatial dependence in both exposures and disease. This includes an emphasis on infectious disease modeling, such as COVID-19.
Some statistical areas that play a prominent role in our methods development include models for low-dimensional structure in data (latent factors, clustering, geometric and manifold learning), flexible/nonparametric models (neural networks, Gaussian/spatial processes, other stochastic processes), Bayesian inference frameworks, efficient sampling and analytic approximation algorithms, and models for "object data" (trees, networks, images, spatial processes, etc).
Merlise Clyde
Model uncertainty and choice in prediction and variable selection problems for linear, generalized linear models and multivariate models. Bayesian Model Averaging. Prior distributions for model selection and model averaging. Wavelets and adaptive kernel non-parametric function estimation. Spatial statistics. Experimental design for nonlinear models. Applications in proteomics, bioinformatics, astro-statistics, air pollution and health effects, and environmental sciences.
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