BAYESIAN HYPER-LASSOS WITH NON-CONVEX PENALIZATION (Q2802765): Difference between revisions

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+Bayesian sigmoid shrinkage with improper variance priors and an application to wavelet denois\-ing
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+Heuristics of instability and stabilization in model selection
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+Multivariate Bayesian Variable Selection and Prediction
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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 via Nonconcave Penalized Likelihood and its Oracle Properties
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+Nonconcave penalized likelihood with a diverging number of parameters.
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+Inference with normal-gamma prior distributions in regression problems
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+Spike and slab variable selection: frequentist and Bayesian strategies
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+Empirical Bayes selection of wavelet thresholds
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+Q5488704
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+Bayesian Classification of Tumours by Using Gene Expression Data
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+High-dimensional graphs and variable selection with the Lasso
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+Q4363980
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+Bayesian Variable Selection in Linear Regression
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+The Bayesian Lasso
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+Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
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+Tuning parameter selectors for the smoothly clipped absolute deviation method
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+Shrinkage Tuning Parameter Selection with a Diverging number of Parameters
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+Q3174050
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+The Adaptive Lasso and Its Oracle Properties
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+Regularization and Variable Selection Via the Elastic Net
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+https://doi.org/10.1111/j.1467-842x.2011.00641.x
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+Publication:2802765