The Bayesian group-Lasso for analyzing contingency tables

Group-Lasso estimators, useful in many applications, suffer from lack of meaningful variance estimates for regression coefficients. To overcome such problems, we propose a full Bayesian treatment of the Group-Lasso, extending the standard Bayesian Lasso, using hierarchical expansion. The method is then applied to Poisson models for contingency tables using a highly efficient MCMC algorithm. The simulated experiments validate the performance of this method on artificial datasets with known ground-truth. When applied to a breast cancer dataset, the method demonstrates the capability of identifying the differences in interactions patterns of marker proteins between different patient groups.

• Type: Conference
• Year: 2009
• Where: ICML
• Authors: Sudhir Raman, Thomas J. Fuchs, Peter J. Wild, Edgar Dahl, Volker Roth
• Keywords: Efficient Mcmc Algorithm, ICML 2009, Machine Learning, Meaningful Variance Estimates, Standard Bayesian Lasso