Bayesian high-dimensional screening via MCMC (Q466528): Difference between revisions

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+.1154
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+Approximations and consistency of Bayes factors as model dimension grows
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+The Intrinsic Bayes Factor for Model Selection and Prediction
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+Consistent High-Dimensional Bayesian Variable Selection via Penalized Credible Regions
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+Bayesian Wavelet Regression on Curves With Application to a Spectroscopic Calibration Problem
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+Bayes Model Averaging with Selection of Regressors
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+Variable selection in high-dimensional linear models: partially faithful distributions and the PC-simple algorithm
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+The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
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+Objective Bayesian model selection in Gaussian graphical models
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+Consistency of Bayesian procedures for variable selection
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+Flexible Empirical Bayes Estimation for Wavelets
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+Multiple shrinkage and subset selection in wavelets
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+Sequential Monte Carlo Samplers
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+Q3059475
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+Sure Independence Screening for Ultrahigh Dimensional Feature Space
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+A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
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+Sure independence screening in generalized linear models with NP-dimensionality
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+Benchmark priors for Bayesian model averaging.
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+The risk inflation criterion for multiple regression
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+Calibration and empirical Bayes variable selection
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+Consistency of objective Bayes factors for nonnested linear models and increasing model dimension
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+Asymptotic properties of bridge estimators in sparse high-dimensional regression models
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+Bayesian variable selection for high dimensional generalized linear models: convergence rates of the fitted densities
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+Bayesian Model Selection in High-Dimensional Settings
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+Mixtures of \(g\)-priors for Bayesian model averaging with economic applications
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+Mixtures of <i>g</i> Priors for Bayesian Variable Selection
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+Bayesian Variable Selection in Structured High-Dimensional Covariate Spaces With Applications in Genomics
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+A unified approach to model selection and sparse recovery using regularized least squares
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+High-dimensional graphs and variable selection with the Lasso
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+Lasso-type recovery of sparse representations for high-dimensional data
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+Consistency of Bayes factors for intrinsic priors in normal linear models
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+Consistency of objective Bayes factors as the model dimension grows
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+Adaptive sampling for Bayesian variable selection
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+Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem
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+Q4408719
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+Consistency of Bayesian linear model selection with a growing number of parameters
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+Likelihood-Based Selection and Sharp Parameter Estimation
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+Q4845383
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+Nonparametric regression using Bayesian variable selection
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+High-dimensional generalized linear models and the lasso
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+Q5434041
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+Shrinkage Tuning Parameter Selection with a Diverging number of Parameters
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+High-dimensional variable selection
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+Bayesian Variable Selection and Regularization for Time–Frequency Surface Estimation
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+Q3906895
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+The sparsity and bias of the LASSO selection in high-dimensional linear regression
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+Empirical Bayes False Coverage Rate Controlling Confidence Intervals
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+Q3174050
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