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20082024
most citedRegularization of Case-Specific Parameters for Robustness and Efficiency

36 citations · 104 across the 18 of their papers we have counts for

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14 papers · 1 filter

stat.ME2024

Robust distribution-free tests for the linear model

Torey Hilbert, Steven MacEachern, Yuan Zhang

Recently, there has been growing concern about heavy-tailed and skewed noise in biological data. We introduce RobustPALMRT, a flexible permutation framework for testing the associa…

stat.ME2023

Regularized Exponentially Tilted Empirical Likelihood for Bayesian Inference

Eunseop Kim, Steven N. MacEachern, Mario Peruggia

Bayesian inference with empirical likelihood faces a challenge as the posterior domain is a proper subset of the original parameter space due to the convex hull constraint. We prop…

stat.ME2023

A Process of Dependent Quantile Pyramids

Hyoin An, Steven N. MacEachern

Despite the practicality of quantile regression (QR), simultaneous estimation of multiple QR curves continues to be challenging. We address this problem by proposing a Bayesian non…

stat.ME2022

Superset model problem

Koji Miyawaki, Steven N. MacEachern

This paper focuses on the superset model problem that arises in the context of regression. To address this problem, we take the Bayesian approach to measure its uncertainty. An ill…

stat.ME2022

Familial inference: tests for hypotheses on a family of centres

Ryan Thompson, Catherine S. Forbes, Steven N. MacEachern +1

Statistical hypotheses are translations of scientific hypotheses into statements about one or more distributions, often concerning their centre. Tests that assess statistical hypot…

stat.ME2021

Empirical likelihood for the analysis of experimental designs

Eunseop Kim, Steven N. MacEachern, Mario Peruggia

Empirical likelihood enables a nonparametric, likelihood-driven style of inference without restrictive assumptions routinely made in parametric models. We develop a framework for a…

stat.ME2020

The Dependent Dirichlet Process and Related Models

Fernand A. Quintana, Peter Mueller, Alejandro Jara +1

Standard regression approaches assume that some finite number of the response distribution characteristics, such as location and scale, change as a (parametric or nonparametric) fu…

stat.ME2019

A regression approach to the two-dataset problem

Steven N. MacEachern, Koji Miyawaki

This paper considers the two-dataset problem, where data are collected from two potentially different populations sharing common aspects. This problem arises when data are collecte…

stat.ME2019★ 2 cited

Economic variable selection

Steven N. MacEachern, Koji Miyawaki

Regression plays a key role in many research areas and its variable selection is a classic and major problem. This study emphasizes cost of predictors to be purchased for future us…

stat.ME2018★ 22 cited

Bayesian Restricted Likelihood Methods: Conditioning on Insufficient Statistics in Bayesian Regression

John R. Lewis, Steven N. MacEachern, Yoonkyung Lee

Bayesian methods have proven themselves to be successful across a wide range of scientific problems and have many well-documented advantages over competing methods. However, these…

stat.ME2016★ 1 cited

Marginally Interpretable Generalized Linear Mixed Models

Jeffrey J. Gory, Peter F. Craigmile, Steven N. MacEachern

Two popular approaches for relating correlated measurements of a non-Gaussian response variable to a set of predictors are to fit a marginal model using generalized estimating equa…

stat.ME2016★ 2 cited

Bandwidth Selection for Kernel Density Estimation with a Markov Chain Monte Carlo Sample

Hang J. Kim, Steven N. MacEachern, Yoonsuh Jung

Markov chain Monte Carlo samplers produce dependent streams of variates drawn from the limiting distribution of the Markov chain. With this as motivation, we introduce novel univar…

stat.ME2012★ 36 cited

Regularization of Case-Specific Parameters for Robustness and Efficiency

Yoonkyung Lee, Steven N. MacEachern, Yoonsuh Jung

Regularization methods allow one to handle a variety of inferential problems where there are more covariates than cases. This allows one to consider a potentially enormous number o…

stat.ME2012

Restricting exchangeable nonparametric distributions

Sinead Williamson, Zoubin Ghahramani, Steven N. MacEachern +1

Distributions over exchangeable matrices with infinitely many columns, such as the Indian buffet process, are useful in constructing nonparametric latent variable models. However,…