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Rajarshi Guhaniyogi

Publications and source records attributed to Rajarshi Guhaniyogi.

At least 19 recordsLinked to original sources

MCMC-Free Uncertainty Quantification for Deep Generative Inference for Spatially Varying Coefficient Models at Scale

Varying coefficient (VC) regression models have become indispensable tools in spatial data analysis, providing unmatched flexibility in capturing complex, nonlinear relationships and spatially-varying effects of predictors on responses. Although hierarchical Bayesian approaches offer a rigorous probabilistic framework for uncertainty quantification in VC modeling, their practical application to large-scale spatial datasets remains severely hindered by the scalability limitations of Markov chain Monte Carlo (MCMC) algorithms. In response, the past decade has seen substantial advances in developing more efficient hierarchical Bayesian VC models, primarily through substituting traditional Gaussian processes (GP) with computationally efficient stochastic surrogates for estimating unknown coefficient functions. This article introduces a fundamentally different approach: the Geostatistical Variational Auto-Encoder (GeoVAE), a hierarchical deep generative framework built specifically for joint estimation of multiple spatially varying coefficient functions. GeoVAE departs from both classical GP-based Bayesian models and standard variational auto-encoders (VAEs) in two key ways. First, it constructs a coefficient-specific auto-encoder for each coefficient function, allowing each to capture its own spatial resolution and smoothness. Second, a hierarchical synthesis layer integrates information across these auto-encoders to a shared auto-encoder, explicitly modeling cross-coefficient dependencies arising from the shared spatial domain. This design enables GeoVAE to recover complex spatial patterns at computational cost that scales favorably with sample size, without MCMC or explicit GP covariance representations. We characterize the advantages and limitations of GeoVAE relative to hierarchical Bayesian spatial models, demonstrating its strong potential for large-scale spatial analysis.

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A Bayesian Vertical Federated Learning Framework for Multivariate Reduced-Rank High-Dimensional Regression

Federated learning (FL) has emerged as a leading privacy-preserving framework for collaborative machine learning across decentralized environments. While considerable progress has been made in horizontal federated learning (HFL), where data with common features is distributed across sites, vertical federated learning (VFL), where sites share observations across distinct feature sets, remains less explored. Advancing Bayesian high-dimensional multivariate reduced-rank regression methods for VFL poses unique challenges: (a) stringent privacy regulations preventing local site data sharing, and (b) fitting local regressions overlooks essential modeling aspects like inter-variable correlations. In contrast HFL allows each site to fit a comparable model independently. We present a novel Bayesian VFL framework for multivariate high-dimensional reduced-rank regression, termed BayesVFLReg, which enables precise coefficient estimation while safeguarding both feature and response privacy. Participating sites use a shared random sketching matrix to compress local variables into privacy-preserving sketches. A central server collects these sketches where Bayesian multivariate reduced-rank regression uses Gaussian scale mixture priors. For feature selection, we introduce a single-step post-processing strategy based on mixture-model clustering of the absolute posterior coefficient means to distinguish signal from noise per response variable. BayesVFLReg is computationally scalable for large, high-dimensional datasets and facilitates efficient variable selection. Theoretically, we establish sharp non-asymptotic bounds on the posterior probability that the fitted density falls within a Hellinger ball centered at the true data-generating density. Comparative simulation studies and real-world data analyses show that BayesVFLReg reliably identifies sparse feature effects, even under feature correlation.

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Interpretable Deep Neural Network for Modeling Functional Surrogates

Developing surrogates for computer models has become increasingly important for addressing complex problems in science and engineering. This article introduces an artificial intelligent (AI) surrogate, referred to as the DeepSurrogate, for analyzing functional outputs with vector-valued inputs. The relationship between the functional output and vector-valued input is modeled as an infinite sequence of unknown functions, each representing the relationship at a specific location within the functional domain. These spatially indexed functions are expressed through a combination of basis functions and their corresponding coefficient functions, both of which are modeled using deep neural networks (DNN). The proposed framework accounts for spatial dependencies across locations, while capturing the relationship between the functional output and scalar predictors. It also integrates a Monte Carlo (MC) dropout strategy to quantify prediction uncertainty, enhancing explainability in the deep neural network architecture. The proposed method enables efficient inference on datasets with approximately 50,000 spatial locations and 20 simulations, achieving results in under 10 minutes using standard hardware. The approach is validated on extensive synthetic datasets and a large-scale simulation from the Sea Lake and Overland Surge from Hurricanes (SLOSH) simulator. An open-source Python package implementing the method is made available.

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Deep Generative Modeling with Spatial and Network Images: An Explainable AI (XAI) Approach

This article addresses the challenge of modeling the amplitude of spatially indexed low frequency fluctuations (ALFF) in resting state functional MRI as a function of cortical structural features and a multi-task coactivation network in the Adolescent Brain Cognitive Development (ABCD) Study. It proposes a generative model that integrates effects of spatially-varying inputs and a network-valued input using deep neural networks to capture complex non-linear and spatial associations with the output. The method models spatial smoothness, accounts for subject heterogeneity and complex associations between network and spatial images at different scales, enables accurate inference of each images effect on the output image, and allows prediction with uncertainty quantification via Monte Carlo dropout, contributing to one of the first Explainable AI (XAI) frameworks for heterogeneous imaging data. The model is highly scalable to high-resolution data without the heavy pre-processing or summarization often required by Bayesian methods. Empirical results demonstrate its strong performance compared to existing statistical and deep learning methods. We applied the XAI model to the ABCD data which revealed associations between cortical features and ALFF throughout the entire brain. Our model performed comparably to existing methods in predictive accuracy but provided superior uncertainty quantification and faster computation, demonstrating its effectiveness for large-scale neuroimaging analysis. Open-source software in Python for XAI is available.

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Additive Nonparametric Regression with Spatial and Network Objects

This article is motivated by an imaging application from the Adolescent Brain Cognitive Development (ABCD) study, aiming to predict task-based brain activation maps from t-fMRI using cortical metrics from structural MRI (s-MRI) and brain connectivity data from resting-state fMRI (rs-fMRI). Hierarchical Bayesian modeling is well-suited for integrating diverse imaging data and quantifying prediction uncertainty. However, progress in this field is limited due to challenges in designing joint priors that capture the structures and interconnections between different imaging modalities, along with computational complexity and lack of theoretical assurances. To address these challenges, the article introduces a novel regression framework that treats t-fMRI and s-MRI images as functional data, incorporating additive non-linear effects of both network and functional predictors on the functional response. Specifically, we employ Gaussian process (GP) priors on coefficients related to the functional predictors to capture their intricate functional dependencies with the response. Furthermore, a GP prior is assigned to encapsulate the non-linear nodal effects of the network predictor on the response function. The method is supported by theoretical results on predictive accuracy for the functional response, and is empirically validated through simulation studies and analysis of multi-modal neuroimaging data from the ABCD study.

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JASPER: Joint Bayesian Analysis of Spatial Expression via Regression

Spatially resolved transcriptomics is a fast-developing set of technologies that enables the measurement of localized gene expression across spatial locations in a sample. Detecting spatially varying genes is critical for analyzing such data, yet existing methods often fail to account for inter-gene correlations, leading to inflated false positive and false negative rates. Additionally, most prominent methods rely on predefined spatial covariance kernels, making them sensitive to the complexity of spatial expression patterns. Motivated by a human breast cancer dataset, we address these limitations in existing literature through JASPER (Joint Bayesian Analysis of SPatial Expression via Regression), a Bayesian framework that jointly models spatial expression patterns across multiple genes using a spatial basis function regression approach. We demonstrate the superior performance of JASPER compared to existing methods in several real-world spatial transcriptomic datasets and supporting simulation experiments. JASPER identifies genes with stronger spatial correlation and greater biological relevance, as validated by overlap comparison, enrichment analysis, and pathway analysis using independent biological databases. Our results highlight the ability of JASPER to improve the statistical and biological interpretability of spatial transcriptomics data, making it a powerful tool for uncovering spatial gene expression patterns in complex biological systems.

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Uncertainty-Aware Neural Multivariate Geostatistics

We propose Deep Neural Coregionalization, a scalable framework for uncertainty-aware multivariate geostatistics. DNC models multivariate spatial effects through spatially varying latent factors and loadings, assigning deep Gaussian process (DGP) priors to both the factors and the entries of the loading matrix. This joint construction learns shared latent spatial structure together with response-specific, location-dependent mixing weights, enabling flexible nonlinear and space-dependent associations within and across variables. A key contribution is a variational formulation that makes the DGP to deep neural network (DNN) correspondence explicit: maximizing the DGP evidence lower bound (ELBO) is equivalent to training DNNs with weight decay and Monte Carlo (MC) dropout. This yields fast mini-batch stochastic optimization without Markov Chain Monte Carlo (MCMC), while providing principled uncertainty quantification through MC-dropout forward passes as approximate posterior draws, producing calibrated credible surfaces for prediction and spatial effect estimation. Across simulations, DNC is competitive with existing spatial factor models, particularly under strong nonstationarity and complex cross-dependence, while delivering substantial computational gains. In a multivariate environmental case study, DNC captures spatially varying cross-variable interactions, produces interpretable maps of multivariate outcomes, and scales uncertainty quantification to large datasets with orders-of-magnitude reductions in runtime.

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Mapping Drivers of Greenness: Spatial Variable Selection for MODIS Vegetation Indices

Understanding how environmental drivers relate to vegetation condition motivates spatially varying regression models, but estimating a separate coefficient surface for every predictor can yield noisy patterns and poor interpretability when many predictors are irrelevant. Motivated by MODIS vegetation index studies, we examine predictors from spectral bands, productivity and energy fluxes, observation geometry, and land surface characteristics. Because these relationships vary with canopy structure, climate, land use, and measurement conditions, methods should both model spatially varying effects and identify where predictors matter. We propose a spatially varying coefficient model where each coefficient surface uses a tensor product B-spline basis and a Bayesian group lasso prior on the basis coefficients. This prior induces predictor level shrinkage, pushing negligible effects toward zero while preserving spatial structure. Posterior inference uses Markov chain Monte Carlo and provides uncertainty quantification for each effect surface. We summarize retained effects with spatial significance maps that mark locations where the 95 percent posterior credible interval excludes zero, and we define a spatial coverage probability as the proportion of locations where the credible interval excludes zero. Simulations recover sparsity and achieve prediction. A MODIS application yields a parsimonious subset of predictors whose effect maps clarify dominant controls across landscapes.

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Supervised Learning of Functional Outcomes with Predictors at Different Scales: A Functional Gaussian Process Approach

The analysis of complex computer simulations, often involving functional data, presents unique statistical challenges. Conventional regression methods, such as function-on-function regression, typically associate functional outcomes with both scalar and functional predictors on a per-realization basis. However, simulation studies often demand a more nuanced approach to disentangle nonlinear relationships of functional outcome with predictors observed at multiple scales: domain-specific functional predictors that are fixed across simulation runs, and realization-specific global predictors that vary between runs. In this article, we develop a novel supervised learning framework tailored to this setting. We propose an additive nonlinear regression model that flexibly captures the influence of both predictor types. The effects of functional predictors are modeled through spatially-varying coefficients governed by a Gaussian process prior. Crucially, to capture the impact of global predictors on the functional outcome, we introduce a functional Gaussian process (fGP) prior. This new prior jointly models the entire collection of unknown, spatially-indexed nonlinear functions that encode the effects of the global predictors over the entire domain, explicitly accounting for their spatial dependence. This integrated architecture enables simultaneous learning from both predictor types, provides a principled strategies to quantify their respective contributions in predicting the functional outcome, and delivers rigorous uncertainty estimates for both model parameters and predictions. The utility and robustness of our approach are demonstrated through multiple synthetic datasets and a real-world application involving outputs from the Sea, Lake, and Overland Surges from Hurricanes (SLOSH) model.

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Integrative Variational Autoencoders for Generative Modeling of an Image Outcome with Multiple Input Images

Understanding relationships across multiple imaging modalities is central to neuroimaging research. We introduce the Integrative Variational Autoencoder (InVA), the first hierarchical VAE framework for image-on-image regression in multimodal neuroimaging. Unlike standard VAEs, which are not designed for predictive integration across modalities, InVA models outcome images as functions of both shared and modality-specific features. This flexible, data-driven approach avoids rigid assumptions of classical tensor regression and outperforms conventional VAEs and nonlinear models such as BART. As a key application, InVA accurately predicts costly PET scans from structural MRI, offering an efficient and powerful tool for multimodal neuroimaging.

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Adaptive Divide and Conquer with Two Rounds of Communication

We introduce a two-round adaptive communication strategy that enables rate-optimal estimation in the white noise model without requiring prior knowledge of the underlying smoothness. In the first round, local machines send summary statistics using $(\log_2(n))^2$ bits to enable the central machine to select the tuning parameters of the procedure. In the second round, another set of statistics are transmitted using optimal number of bits, enabling the central machine to aggregate and produce a final estimator that adapts to the true smoothness level. This approach achieves optimal convergence rates across a wider range of regularities, offering a potential improvement in the adaptability and efficiency of distributed estimation compared to existing one-round methods.

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Multi-object Data Integration in the Study of Primary Progressive Aphasia

This article focuses on a multi-modal imaging data application where structural/anatomical information from gray matter (GM) and brain connectivity information in the form of a brain connectome network from functional magnetic resonance imaging (fMRI) are available for a number of subjects with different degrees of primary progressive aphasia (PPA), a neurodegenerative disorder (ND) measured through a speech rate measure on motor speech loss. The clinical/scientific goal in this study becomes the identification of brain regions of interest significantly related to the speech rate measure to gain insight into ND patterns. Viewing the brain connectome network and GM images as objects, we develop an integrated object response regression framework of network and GM images on the speech rate measure. A novel integrated prior formulation is proposed on network and structural image coefficients in order to exploit network information of the brain connectome while leveraging the interconnections among the two objects. The principled Bayesian framework allows the characterization of uncertainty in ascertaining a region being actively related to the speech rate measure. Our framework yields new insights into the relationship of brain regions associated with PPA, offering a deeper understanding of neuro-degenerative patterns of PPA. The supplementary file adds details about posterior computation and additional empirical results.

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Bayesian Data Sketching for Varying Coefficient Regression Models

Varying coefficient models are popular for estimating nonlinear regression functions in functional data models. Their Bayesian variants have received limited attention in large data applications, primarily due to prohibitively slow posterior computations using Markov chain Monte Carlo (MCMC) algorithms. We introduce Bayesian data sketching for varying coefficient models to obviate computational challenges presented by large sample sizes. To address the challenges of analyzing large data, we compress the functional response vector and predictor matrix by a random linear transformation to achieve dimension reduction and conduct inference on the compressed data. Our approach distinguishes itself from several existing methods for analyzing large functional data in that it requires neither the development of new models or algorithms, nor any specialized computational hardware while delivering fully model-based Bayesian inference. Well-established methods and algorithms for varying coefficient regression models can be applied to the compressed data.

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Data Sketching and Stacking: A Confluence of Two Strategies for Predictive Inference in Gaussian Process Regressions with High-Dimensional Features

This article focuses on drawing computationally-efficient predictive inference from Gaussian process (GP) regressions with a large number of features when the response is conditionally independent of the features given the projection to a noisy low dimensional manifold. Bayesian estimation of the regression relationship using Markov Chain Monte Carlo and subsequent predictive inference is computationally prohibitive and may lead to inferential inaccuracies since accurate variable selection is essentially impossible in such high-dimensional GP regressions. As an alternative, this article proposes a strategy to sketch the high-dimensional feature vector with a carefully constructed sketching matrix, before fitting a GP with the scalar outcome and the sketched feature vector to draw predictive inference. The analysis is performed in parallel with many different sketching matrices and smoothing parameters in different processors, and the predictive inferences are combined using Bayesian predictive stacking. Since posterior predictive distribution in each processor is analytically tractable, the algorithm allows bypassing the robustness issues due to convergence and mixing of MCMC chains, leading to fast implementation with very large number of features. Simulation studies show superior performance of the proposed approach with a wide variety of competitors. The approach outperforms competitors in drawing point prediction with predictive uncertainties of outdoor air pollution from satellite images.

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Robust Distributed Learning of Functional Data From Simulators through Data Sketching

In environmental studies, realistic simulations are essential for understanding complex systems. Statistical emulation with Gaussian processes (GPs) in functional data models have become a standard tool for this purpose. Traditional centralized processing of such models requires substantial computational and storage resources, leading to emerging distributed Bayesian learning algorithms that partition data into shards for distributed computations. However, concerns about the sensitivity of distributed inference to shard selection arise. Instead of using data shards, our approach employs multiple random matrices to create random linear projections, or sketches, of the dataset. Posterior inference on functional data models is conducted using random data sketches on various machines in parallel. These individual inferences are combined across machines at a central server. The aggregation of inference across random matrices makes our approach resilient to the selection of data sketches, resulting in robust distributed Bayesian learning. An important advantage is its ability to maintain the privacy of sampling units, as random sketches prevent the recovery of raw data. We highlight the significance of our approach through simulation examples and showcase the performance of our approach as an emulator using surrogates of the Sea, Lake, and Overland Surges from Hurricanes (SLOSH) simulator - an important simulator for government agencies.

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Bayesian tensor regression using the Tucker decomposition for sparse spatial modeling

Modeling with multidimensional arrays, or tensors, often presents a problem due to high dimensionality. In addition, these structures typically exhibit inherent sparsity, requiring the use of regularization methods to properly characterize an association between a tensor covariate and a scalar response. We propose a Bayesian method to efficiently model a scalar response with a tensor covariate using the Tucker tensor decomposition in order to retain the spatial relationship within a tensor coefficient, while reducing the number of parameters varying within the model and applying regularization methods. Simulated data are analyzed to compare the model to recently proposed methods. A neuroimaging analysis using data from the Alzheimer's Data Neuroimaging Initiative is included to illustrate the benefits of the model structure in making inference.

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Distributed Bayesian Varying Coefficient Modeling Using a Gaussian Process Prior

Varying coefficient models (VCMs) are widely used for estimating nonlinear regression functions for functional data. Their Bayesian variants using Gaussian process priors on the functional coefficients, however, have received limited attention in massive data applications, mainly due to the prohibitively slow posterior computations using Markov chain Monte Carlo (MCMC) algorithms. We address this problem using a divide-and-conquer Bayesian approach. We first create a large number of data subsamples with much smaller sizes. Then, we formulate the VCM as a linear mixed-effects model and develop a data augmentation algorithm for obtaining MCMC draws on all the subsets in parallel. Finally, we aggregate the MCMC-based estimates of subset posteriors into a single Aggregated Monte Carlo (AMC) posterior, which is used as a computationally efficient alternative to the true posterior distribution. Theoretically, we derive minimax optimal posterior convergence rates for the AMC posteriors of both the varying coefficients and the mean regression function. We provide quantification on the orders of subset sample sizes and the number of subsets. The empirical results show that the combination schemes that satisfy our theoretical assumptions, including the AMC posterior, have better estimation performance than their main competitors across diverse simulations and in a real data analysis.

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Sketching in Bayesian High Dimensional Regression With Big Data Using Gaussian Scale Mixture Priors

Bayesian computation of high dimensional linear regression models with a popular Gaussian scale mixture prior distribution using Markov Chain Monte Carlo (MCMC) or its variants can be extremely slow or completely prohibitive due to the heavy computational cost that grows in the cubic order of p, with p as the number of features. Although a few recently developed algorithms make the computation efficient in presence of a small to moderately large sample size (with the complexity growing in the cubic order of n), the computation becomes intractable when sample size n is also large. In this article we adopt the data sketching approach to compress the n original samples by a random linear transformation to m<<n samples in p dimensions, and compute Bayesian regression with Gaussian scale mixture prior distributions with the randomly compressed response vector and feature matrix. Our proposed approach yields computational complexity growing in the cubic order of m. Another important motivation for this compression procedure is that it anonymizes the data by revealing little information about the original data in the course of analysis. Our detailed empirical investigation with the Horseshoe prior from the class of Gaussian scale mixture priors shows closely similar inference and a massive reduction in per iteration computation time of the proposed approach compared to the regression with the full sample. One notable contribution of this article is to derive posterior contraction rate for high dimensional predictor coefficient with a general class of shrinkage priors on them under data compression/sketching. In particular, we characterize the dimension of the compressed response vector m as a function of the sample size, number of predictors and sparsity in the regression to guarantee accurate estimation of predictor coefficients asymptotically, even after data compression.

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