In many applications, inter-sample heterogeneity is crucial to understanding the complex biological processes under study. For example, in genomic analysis of cancers, each patient in a cohort may have a different driver mutation, making it difficult or impossible to identify causal mutations from an averaged view of the entire cohort. Unfortunately, many traditional methods for genomic analysis seek to estimate a single model which is shared by all samples in a population, ignoring this inter-sample heterogeneity entirely. In order to better understand patient heterogeneity, it is necessary to develop practical, personalized statistical models.