4 papers
Bayesian Model Averaging under Predictor Redundancy via Density-Ratio Posterior Compression
Hanqing Li, Xuewen Lu, Yuting Chen
Bayesian model averaging in support-indexed regression induces a posterior distribution over active predictor supports. Under predictor redundancy, posterior mass can spread across…
Deep Neural Networks for Doubly Robust Estimation with Nonprobability Survey Samples
Yufang Dai, Shihua Luo, Wendy Lou +2
Integrating probability and nonprobability survey samples is an important problem in modern survey sampling. Nonprobability samples often contain rich outcome information but may l…
Bernstein-von Mises Theorem for Sparse Generalized Linear Model
Hanqing Li, Xuewen Lu
We study spike-and-slab priors for generalized linear models with possible grouped sparsity. The main result is an oracle Bernstein--von Mises theorem for the fractional posterior…
Variable Selection with Broken Adaptive Ridge Regression for Interval-Censored Competing Risks Data
Fatemeh Mahmoudi, Chenxi Li, Kaida Cai +1
Competing risks data refer to situations where the occurrence of one event pre- cludes the possibility of other events happening, resulting in multiple mutually exclusive events. T…