Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: BIVAS: A scalable Bayesian method for bi-level variable selection with
  applications   In this paper, we consider a Bayesian bi-level variable selection problem in
high-dimensional regressions. In many practical situations, it is natural to
assign group membership to each predictor. Examples include that genetic
variants can be grouped at the gene level and a covariate from different tasks
naturally forms a group. Thus, it is of interest to select important groups as
well as important members from those groups. The existing Markov Chain Monte
Carlo (MCMC) methods are often computationally intensive and not scalable to
large data sets. To address this problem, we consider variational inference for
bi-level variable selection (BIVAS). In contrast to the commonly used
mean-field approximation, we propose a hierarchical factorization to
approximate the posterior distribution, by utilizing the structure of bi-level
variable selection. Moreover, we develop a computationally efficient and fully
parallelizable algorithm based on this variational approximation. We further
extend the developed method to model data sets from multi-task learning. The
comprehensive numerical results from both simulation studies and real data
analysis demonstrate the advantages of BIVAS for variable selection, parameter
estimation and computational efficiency over existing methods. The method is
implemented in R package `bivas' available at https://github.com/mxcai/bivas.

14
The categories of this paper are: math-ph
37
The categories of this paper are: supr-con
15
The categories of this paper are: nucl-ex
5
The categories of this paper are: gr-qc
10
The categories of this paper are: q-bio
22
The categories of this paper are: chao-dyn
25
The categories of this paper are: patt-sol
28
The categories of this paper are: alg-geom
19
The categories of this paper are: eess
21
The categories of this paper are: adap-org
18
The categories of this paper are: econ
12
The categories of this paper are: nucl-th
30
The categories of this paper are: q-alg
23
The categories of this paper are: solv-int
6
The categories of this paper are: astro-ph
17
The categories of this paper are: q-fin