Horseshoe shrinkage methods for Bayesian fusion estimation (Q2157506): Difference between revisions

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+Graph signal denoising using \(t\)-shrinkage priors
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+The horseshoe+ estimator of ultra-sparse signals
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+Dirichlet–Laplace Priors for Optimal Shrinkage
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+Fast unfolding of communities in large networks
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+Statistics for high-dimensional data. Methods, theory and applications.
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+The horseshoe estimator for sparse signals
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+Bayesian linear regression with sparse priors
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+The Joint Graphical Lasso for Inverse Covariance Estimation Across Multiple Classes
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+Asymptotic properties of Bayes risk for the horseshoe prior
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Dynamic Shrinkage Processes
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+Penalized regression, standard errors, and Bayesian Lassos
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+The Graphical Horseshoe Estimator for Inverse Covariance Matrices
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+Generalized methods and solvers for noise removal from piecewise constant signals. I. Background theory
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+Bayesian Variable Selection in Linear Regression
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+The DFS Fused Lasso: Linear-Time Denoising over General Graphs
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+The Bayesian Lasso
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+Sparsity information and regularization in the horseshoe and other shrinkage priors
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+Properties and refinements of the fused Lasso
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+The Spike-and-Slab LASSO
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+Bayesian generalized fused lasso modeling via NEG distribution
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+Bayesian shrinkage towards sharp minimaxity
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+Bayesian fusion estimation via \(t\) shrinkage
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+Nearly optimal Bayesian shrinkage for high-dimensional regression
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+Spatial smoothing and hot spot detection for CGH data using the fused lasso
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+Sparsity and Smoothness Via the Fused Lasso
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+Adaptive posterior contraction rates for the horseshoe
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+The horseshoe estimator: posterior concentration around nearly black vectors
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+Bayesian graphical Lasso models and efficient posterior computation
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+Contraction properties of shrinkage priors in logistic regression
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+Regularization and Variable Selection Via the Elastic Net
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