Global-local mixtures: a unifying framework (Q2206754): Difference between revisions

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+The Cauchy–Schlömilch transformation
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+Q4768455
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+Probabilistic Applications of the Schlömilch Transformation
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+Normal Variance-Mean Mixtures and z Distributions
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+Square-root lasso: pivotal recovery of sparse signals via conic programming
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+Prediction risk for the horseshoe regression
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+Default Bayesian analysis with global-local shrinkage priors
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+The horseshoe+ estimator of ultra-sparse signals
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+Asymptotic Bayes-optimality under sparsity of some multiple testing procedures
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+Constructing and simulating multivariate distributions using khintchine's theorem
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+The horseshoe estimator for sparse signals
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+Bootstrapping Lasso Estimators
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+Reciprocal symmetry, unimodality and Khintchine’s theorem
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+High-dimensional regression with unknown variance
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+Normal scale mixtures and dual probability densities
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+Comment on article by Polson and Scott
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+On Khintchine's Theorem and its Place in Random Variate Generation
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+Estimation of ordinary differential equation parameters using constrained local polynomial regression
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+IG-symmetry and R-symmetry: Interrelations and applications to the inverse Gaussian theory
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+The Bayesian Lasso
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+An unexpected encounter with Cauchy and Lévy
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+On the half-Cauchy prior for a global scale parameter
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+Data augmentation for non-Gaussian regression models using variance-mean mixtures
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+Data augmentation for support vector machines
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+Bayesian Inference for Logistic Models Using Pólya–Gamma Latent Variables
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+The Bayesian Bridge
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+Proximal algorithms in statistics and machine learning
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+Scaled sparse linear regression
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+Q4864293
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+Uniform Correlation Mixture of Bivariate Normal Distributions and Hypercubically Contoured Densities That Are Marginally Normal
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