Cover Image

Covariate-moderated Empirical Bayes Matrix Factorization

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Denault, William R. P., Tayeb, Karl, Carbonetto, Peter, Willwerscheid, Jason, Stephens, Matthew
Format:	Preprint
Published:	2025
Subjects:	Methodology
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

ebnm: An R Package for Solving the Empirical Bayes Normal Means Problem Using a Variety of Prior Families
by: Willwerscheid, Jason, et al.
Published: (2021)

Empirical Bayes Shrinkage of Functional Effects, with Application to Analysis of Dynamic eQTLs
by: Zhang, Ziang, et al.
Published: (2026)

Gradient-based optimization for variational empirical Bayes multiple regression
by: Banerjee, Saikat, et al.
Published: (2024)

Bayesian variable selection in a Cox proportional hazards model with the "Sum of Single Effects" prior
by: Yang, Yunqi, et al.
Published: (2025)

Improved methods for empirical Bayes multivariate multiple testing and effect size estimation
by: Yang, Yunqi, et al.
Published: (2024)

A New Family of Poisson Non-negative Matrix Factorization Methods Using the Shifted Log Link
by: Weine, Eric, et al.
Published: (2026)

A flexible empirical Bayes approach to multiple linear regression and connections with penalized regression
by: Kim, Youngseok, et al.
Published: (2022)

Empirical Bayes Covariance Decomposition, and a Solution to the Multiple Tuning Problem in Sparse PCA
by: Kang, Joonsuk, et al.
Published: (2023)

Empirical Bayes Shrinkage and False Discovery Rate Estimation, Allowing For Unwanted Variation
by: Gerard, David, et al.
Published: (2017)

An Empirical Bayes Jackknife Regression Framework for Covariance Matrix Estimation
by: Xin, Huqin, et al.
Published: (2024)

A flexible model for correlated count data, with application to multi-condition differential expression analyses of single-cell RNA sequencing data
by: Liu, Yusha, et al.
Published: (2022)

A Flexible Empirical Bayes Approach to Generalized Linear Models, with Applications to Sparse Logistic Regression
by: Xie, Dongyue, et al.
Published: (2026)

Empirical Bayes Linked Matrix Decomposition
by: Lock, Eric F.
Published: (2024)

Bayesian Covariance Estimation for Multi-group Matrix-variate Data
by: Bersson, Elizabeth, et al.
Published: (2023)

Empirical Bayes Predictive Density Estimation under Covariate Shift in Large Imbalanced Linear Mixed Models
by: Sarkar, Abir, et al.
Published: (2026)

Applying Non-negative Matrix Factorization with Covariates to the Longitudinal Data as Growth Curve Model
by: Satoh, Kenichi
Published: (2024)

Local False Sign Rate and the Role of Prior Covariance Rank in Multivariate Empirical Bayes Multiple Testing
by: Xie, Dongyue
Published: (2025)

Multilevel Regression Modeling of Covariance Matrix Outcomes
by: Green, Michelle Murphy, et al.
Published: (2026)

Stochastic Block Covariance Matrix Estimation
by: Chen, Yunran, et al.
Published: (2025)

To Vary or Not To Vary: A Flexible Empirical Bayes Factor for Testing Variance Components
by: Vieira, Fabio, et al.
Published: (2025)

To Vary or Not To Vary: A Simple Empirical Bayes Factor for Testing Variance Components
by: Vieira, Fabio, et al.
Published: (2024)

Empirical Bayes for Data Integration
by: Rognon-Vael, Paul, et al.
Published: (2025)

Rational Expectations in Empirical Bayes
by: Dardanoni, Valentino, et al.
Published: (2024)

An Old Look at Empirical Bayes
by: Polson, Nicholas G., et al.
Published: (2026)

Empirical Bayes for the Reluctant Frequentist
by: Koenker, Roger, et al.
Published: (2024)

Robustifying Empirical Bayes
by: Koenker, Roger, et al.
Published: (2026)

Weighted Average Ensemble for Cholesky-based Covariance Matrix Estimation
by: Kang, Xiaoning, et al.
Published: (2025)

A Matrix-Variate Log-Normal Model for Covariance Matrices
by: Otranto, Edoardo
Published: (2026)

Poisson Inventory Models with Many Items: An Empirical Bayes Approach
by: Anderson, Edward, et al.
Published: (2025)

The Illusion of Learning from Observational Data: An Empirical Bayes Perspective
by: Wu, Bohan, et al.
Published: (2026)

Empirical Bayes Rebiasing
by: Ling, Wanyi, et al.
Published: (2026)

Covariance Matrix Estimation for High-Throughput Biomedical Data with Interconnected Communities
by: Yang, Yifan, et al.
Published: (2023)

Covariance Estimation for Matrix-variate Data via Fixed-rank Core Covariance Geometry
by: Sung, Bongjung
Published: (2025)

Empirical partially Bayes two sample testing
by: Ling, Wanyi, et al.
Published: (2025)

Empirical Bayes estimation via data fission
by: Ignatiadis, Nikolaos, et al.
Published: (2024)

Cross-Validated Loss-Based Covariance Matrix Estimator Selection in High Dimensions
by: Boileau, Philippe, et al.
Published: (2021)

Matrix Autoregressive Model with Vector Time Series Covariates for Spatio-Temporal Data
by: Sun, Hu, et al.
Published: (2023)

Covariance Matrix Estimation for High-Dimensional Interval-Valued Data with Positive Definiteness
by: Tian, Wan, et al.
Published: (2026)

(Empirical) Bayes Approaches to Parallel Trends
by: Kwon, Soonwoo, et al.
Published: (2024)

On the Hierarchical Bayes justification of Empirical Bayes Confidence Intervals
by: Sen, Aditi, et al.
Published: (2025)