Contraction properties of shrinkage priors in logistic regression (Q2301116): Difference between revisions

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+Generalized double Pareto shrinkage
@@ Property / cites work: Generalized double Pareto shrinkage / rank @@
+Normal rank
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+Posterior consistency in linear models under shrinkage priors
+Normal rank
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+On the contraction properties of some high-dimensional quasi-posterior distributions
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+Empirical Bayes oracle uncertainty quantification for regression
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+Needles and straw in a haystack: robust confidence for possibly sparse sequences
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+The horseshoe+ estimator of ultra-sparse signals
@@ Property / cites work: The horseshoe+ estimator of ultra-sparse signals / rank @@
+Normal rank
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+Dirichlet–Laplace Priors for Optimal Shrinkage
@@ Property / cites work: Dirichlet–Laplace Priors for Optimal Shrinkage / rank @@
+Normal rank
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+The horseshoe estimator for sparse signals
@@ Property / cites work: The horseshoe estimator for sparse signals / rank @@
+Normal rank
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+Bayesian linear regression with sparse priors
@@ Property / cites work: Bayesian linear regression with sparse priors / rank @@
+Normal rank
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+Needles and straw in a haystack: posterior concentration for possibly sparse sequences
+Normal rank
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+Normal approximation to the posterior distribution for generalized linear models with many covariates
+Normal rank
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+Asymptotic normality of posterior distributions in high-dimensional linear models
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+Asymptotic normality of posterior distributions for exponential families when the number of parameters tends to infinity.
+Normal rank
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+Convergence rates of posterior distributions.
@@ Property / cites work: Convergence rates of posterior distributions. / rank @@
+Normal rank
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+Fundamentals of Nonparametric Bayesian Inference
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+Normal rank
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+Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
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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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+Bayesian variable selection for high dimensional generalized linear models: convergence rates of the fitted densities
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+Empirical Bayes posterior concentration in sparse high-dimensional linear models
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+ADAPTIVE BAYESIAN ESTIMATION OF CONDITIONAL DENSITIES
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+The Bayesian Lasso
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+Normal rank
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+Bayesian Inference for Logistic Models Using Pólya–Gamma Latent Variables
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+Adaptive Bayesian density regression for high-dimensional data
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+The horseshoe estimator: posterior concentration around nearly black vectors
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+Minimax-optimal nonparametric regression in high dimensions
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