Fast Markov Chain Monte Carlo for High-Dimensional Bayesian Regression Models With Shrinkage Priors (Q5066449): Difference between revisions

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scientific article; zbMATH DE number 7499907

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English	Fast Markov Chain Monte Carlo for High-Dimensional Bayesian Regression Models With Shrinkage Priors	scientific article; zbMATH DE number 7499907

Statements

instance of

scholarly article

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title

Fast Markov Chain Monte Carlo for High-Dimensional Bayesian Regression Models With Shrinkage Priors (English)

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DOI

10.1080/10618600.2020.1864383

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Journal of Computational and Graphical Statistics

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publication date

29 March 2022

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full work available at URL

https://arxiv.org/abs/1903.06964

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Mathematics Subject Classification ID

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Bayesian fused Lasso

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Bayesian group Lasso

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geometric ergodicity

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Gibbs sampler

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Hamiltonian Monte Carlo

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trace class

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describes a project that uses

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MaRDI publication profile

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OpenAlex ID

W3117628444

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cites work

Generalized double Pareto shrinkage

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Dirichlet–Laplace Priors for Optimal Shrinkage

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The horseshoe estimator for sparse signals

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Bayesian linear regression with sparse priors

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Bootstrapping Lasso Estimators

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Connections and Extensions: A Discussion of the Paper by Girolami and Byrne

0 references

Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

0 references

Sandwich algorithms for Bayesian variable selection

0 references

Inference with normal-gamma prior distributions in regression problems

0 references

The Bayesian group Lasso for confounded spatial data

0 references

A theoretical comparison of the data augmentation, marginal augmentation and PX-DA algorithms

0 references

Improving the convergence properties of the data augmentation algorithm with an application to Bayesian mixture modeling

0 references

A selective review of group selection in high-dimensional models

0 references

Needles and straw in haystacks: Empirical Bayes estimates of possibly sparse sequences

0 references

Q3965154

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A spectral analytic comparison of trace-class data augmentation algorithms and their sandwich variants

0 references

Penalized regression, standard errors, and Bayesian Lassos

0 references

Bayesian group Lasso for nonparametric varying-coefficient models with application to functional genome-wide association studies

0 references

The Bayesian elastic net

0 references

Covariance structure of the Gibbs sampler with applications to the comparisons of estimators and augmentation schemes

0 references

Parameter Expansion for Data Augmentation

0 references

On the geometric ergodicity of Hamiltonian Monte Carlo

0 references

A significance test for the lasso

0 references

Geometric Ergodicity of van Dyk and Meng's Algorithm for the Multivariate Student's<i>t</i>Model

0 references

Seeking efficient data augmentation schemes via conditional and marginal augmentation

0 references

Ordering and improving the performance of Monte Carlo Markov chains.

0 references

Bayesian Variable Selection in Linear Regression

0 references

Q3172405

0 references

Mean field variational Bayes for continuous sparse signal shrinkage: pitfalls and remedies

0 references

Trace Class Markov Chains for Bayesian Inference with Generalized Double Pareto Shrinkage Priors

0 references

The Bayesian Lasso

0 references

Convergence complexity analysis of Albert and Chib's algorithm for Bayesian probit regression

0 references

Uncertainty Quantification for Modern High-Dimensional Regression via Scalable Bayesian Methods

0 references

Geometric ergodicity and hybrid Markov chains

0 references

Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo

0 references

Spectral bounds for certain two-factor non-reversible MCMC algorithms

0 references

Sparsity and Smoothness Via the Fused Lasso

0 references

Spatial smoothing and hot spot detection for CGH data using the fused lasso

0 references

Geometric ergodicity of Gibbs samplers in Bayesian penalized regression models

0 references

Multivariate output analysis for Markov chain Monte Carlo

0 references

Bayesian variable selection and estimation for group Lasso

0 references

A fast unified algorithm for solving group-lasso penalize learning problems

0 references

Model Selection and Estimation in Regression with Grouped Variables

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:5066449

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3117628444
@@ Property / OpenAlex ID: W3117628444 / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized double Pareto shrinkage
@@ Property / cites work: Generalized double Pareto shrinkage / rank @@
+Normal rank
@@ Property / cites work @@
+Dirichlet–Laplace Priors for Optimal Shrinkage
@@ Property / cites work: Dirichlet–Laplace Priors for Optimal Shrinkage / rank @@
+Normal rank
@@ Property / cites work @@
+The horseshoe estimator for sparse signals
@@ Property / cites work: The horseshoe estimator for sparse signals / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian linear regression with sparse priors
@@ Property / cites work: Bayesian linear regression with sparse priors / rank @@
+Normal rank
@@ Property / cites work @@
+Bootstrapping Lasso Estimators
@@ Property / cites work: Bootstrapping Lasso Estimators / rank @@
+Normal rank
@@ Property / cites work @@
+Connections and Extensions: A Discussion of the Paper by Girolami and Byrne
+Normal rank
@@ Property / cites work @@
+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
+Normal rank
@@ Property / cites work @@
+Sandwich algorithms for Bayesian variable selection
+Normal rank
@@ Property / cites work @@
+Inference with normal-gamma prior distributions in regression problems
+Normal rank
@@ Property / cites work @@
+The Bayesian group Lasso for confounded spatial data
+Normal rank
@@ Property / cites work @@
+A theoretical comparison of the data augmentation, marginal augmentation and PX-DA algorithms
+Normal rank
@@ Property / cites work @@
+Improving the convergence properties of the data augmentation algorithm with an application to Bayesian mixture modeling
+Normal rank
@@ Property / cites work @@
+A selective review of group selection in high-dimensional models
+Normal rank
@@ Property / cites work @@
+Needles and straw in haystacks: Empirical Bayes estimates of possibly sparse sequences
+Normal rank
@@ Property / cites work @@
+Q3965154
@@ Property / cites work: Q3965154 / rank @@
+Normal rank
@@ Property / cites work @@
+A spectral analytic comparison of trace-class data augmentation algorithms and their sandwich variants
+Normal rank
@@ Property / cites work @@
+Penalized regression, standard errors, and Bayesian Lassos
+Normal rank
@@ Property / cites work @@
+Bayesian group Lasso for nonparametric varying-coefficient models with application to functional genome-wide association studies
+Normal rank
@@ Property / cites work @@
+The Bayesian elastic net
@@ Property / cites work: The Bayesian elastic net / rank @@
+Normal rank
@@ Property / cites work @@
+Covariance structure of the Gibbs sampler with applications to the comparisons of estimators and augmentation schemes
+Normal rank
@@ Property / cites work @@
+Parameter Expansion for Data Augmentation
@@ Property / cites work: Parameter Expansion for Data Augmentation / rank @@
+Normal rank
@@ Property / cites work @@
+On the geometric ergodicity of Hamiltonian Monte Carlo
+Normal rank
@@ Property / cites work @@
+A significance test for the lasso
@@ Property / cites work: A significance test for the lasso / rank @@
+Normal rank
@@ Property / cites work @@
+Geometric Ergodicity of van Dyk and Meng's Algorithm for the Multivariate Student's<i>t</i>Model
+Normal rank
@@ Property / cites work @@
+Seeking efficient data augmentation schemes via conditional and marginal augmentation
+Normal rank
@@ Property / cites work @@
+Ordering and improving the performance of Monte Carlo Markov chains.
+Normal rank
@@ Property / cites work @@
+Bayesian Variable Selection in Linear Regression
@@ Property / cites work: Bayesian Variable Selection in Linear Regression / rank @@
+Normal rank
@@ Property / cites work @@
+Q3172405
@@ Property / cites work: Q3172405 / rank @@
+Normal rank
@@ Property / cites work @@
+Mean field variational Bayes for continuous sparse signal shrinkage: pitfalls and remedies
+Normal rank
@@ Property / cites work @@
+Trace Class Markov Chains for Bayesian Inference with Generalized Double Pareto Shrinkage Priors
+Normal rank
@@ Property / cites work @@
+The Bayesian Lasso
@@ Property / cites work: The Bayesian Lasso / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence complexity analysis of Albert and Chib's algorithm for Bayesian probit regression
+Normal rank
@@ Property / cites work @@
+Uncertainty Quantification for Modern High-Dimensional Regression via Scalable Bayesian Methods
+Normal rank
@@ Property / cites work @@
+Geometric ergodicity and hybrid Markov chains
@@ Property / cites work: Geometric ergodicity and hybrid Markov chains / rank @@
+Normal rank
@@ Property / cites work @@
+Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo
+Normal rank
@@ Property / cites work @@
+Spectral bounds for certain two-factor non-reversible MCMC algorithms
+Normal rank
@@ Property / cites work @@
+Sparsity and Smoothness Via the Fused Lasso
@@ Property / cites work: Sparsity and Smoothness Via the Fused Lasso / rank @@
+Normal rank
@@ Property / cites work @@
+Spatial smoothing and hot spot detection for CGH data using the fused lasso
+Normal rank
@@ Property / cites work @@
+Geometric ergodicity of Gibbs samplers in Bayesian penalized regression models
+Normal rank
@@ Property / cites work @@
+Multivariate output analysis for Markov chain Monte Carlo
+Normal rank
@@ Property / cites work @@
+Bayesian variable selection and estimation for group Lasso
+Normal rank
@@ Property / cites work @@
+A fast unified algorithm for solving group-lasso penalize learning problems
+Normal rank
@@ Property / cites work @@
+Model Selection and Estimation in Regression with Grouped Variables
+Normal rank