Bayesian Varying-Effects Regression Models via Gaussian Process Priors
Presenter
January 12, 2026
Abstract
Traditional regression models typically assume linear relationships among predictors and response variables, often neglecting complex dependencies and variations across different observations or variables. However, in numerous real-world scenarios, predictors exhibit structured interactions, and their effects on an outcome variable may vary depending on additional covariates. I will introduce novel Bayesian varying-coefficients regression frameworks that employ Gaussian process priors to model non-linear predictor effects and variable selection priors to simultaneously select important predictors and modulating covariates. I will consider extensions to longitudinal data that use two-dimensional Gaussian processes to capture both time-evolving predictor effects and the influence of the covariates on these effects. Using simulation studies, I will show that integrating network information into feature selection improves power to detect the true predictors, also outperforming regularization. I will also show applications to microbiome data.