activity
20162026
most citedFitting Structural Equation Models via Variational Approximations

17 citations · 37 across the 9 of their papers we have counts for

collaborators

10 papers

stat.ME2026

Variational approximate penalized credible regions for Bayesian grouped regression

Weichang Yu, Khue-Dung Dang

We develop a fast and accurate grouped penalized credible region approach for variable selection and prediction in Bayesian high-dimensional regression. Most existing Bayesian meth…

stat.ME2024

Variational Bayes for Mixture of Gaussian Structural Equation Models

Khue-Dung Dang, Luca Maestrini, Francis K. C. Hui

Structural equation models (SEMs) are commonly used to study the structural relationship between observed variables and latent constructs. Recently, Bayesian fitting procedures for…

stat.ML2023★ 1 cited

Mixtures of Gaussian process experts based on kernel stick-breaking processes

Yuji Saikai, Khue-Dung Dang

Mixtures of Gaussian process experts is a class of models that can simultaneously address two of the key limitations inherent in standard Gaussian processes: scalability and predic…

stat.ME2022

Bayesian outcome selection modelling

Khue-Dung Dang, Louise M. Ryan, Richard J. Cook +3

Psychiatric and social epidemiology often involves assessing the effects of environmental exposure on outcomes that are difficult to measure directly. To address this problem, it i…

stat.ME2021★ 17 cited

Fitting Structural Equation Models via Variational Approximations

Khue-Dung Dang, Luca Maestrini

Structural equation models are commonly used to capture the relationship between sets of observed and unobservable variables. Traditionally these models are fitted using frequentis…

stat.AP2020

Bayesian structural equation modeling for data from multiple cohorts

Khue-Dung Dang, Louise M. Ryan, Tugba Akkaya-Hocagil +7

While it is well known that high levels of prenatal alcohol exposure (PAE) result in significant cognitive deficits in children, the exact nature of the dose response is less well…

stat.ME2018★ 2 cited

Subsampling MCMC - An introduction for the survey statistician

Matias Quiroz, Mattias Villani, Robert Kohn +2

The rapid development of computing power and efficient Markov Chain Monte Carlo (MCMC) simulation algorithms have revolutionized Bayesian statistics, making it a highly practical i…

stat.CO2018

Subsampling Sequential Monte Carlo for Static Bayesian Models

David Gunawan, Khue-Dung Dang, Matias Quiroz +2

We show how to speed up Sequential Monte Carlo (SMC) for Bayesian inference in large data problems by data subsampling. SMC sequentially updates a cloud of particles through a sequ…

stat.CO2017★ 12 cited

Hamiltonian Monte Carlo with Energy Conserving Subsampling

Khue-Dung Dang, Matias Quiroz, Robert Kohn +2

Hamiltonian Monte Carlo (HMC) samples efficiently from high-dimensional posterior distributions with proposed parameter draws obtained by iterating on a discretized version of the…

stat.CO2016★ 5 cited

The block-Poisson estimator for optimally tuned exact subsampling MCMC

Matias Quiroz, Minh-Ngoc Tran, Mattias Villani +2

Speeding up Markov Chain Monte Carlo (MCMC) for datasets with many observations by data subsampling has recently received considerable attention. A pseudo-marginal MCMC method is p…