A computational framework for empirical Bayes inference

DOI10.1007/s11222-010-9182-3zbMath1221.62014OpenAlexW2030524152MaRDI QIDQ637982

Yves F. Atchadé

Publication date: 8 September 2011

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-010-9182-3

zbMATH Keywords

adaptive MCMCvariable selectionBayesian LASSO

Mathematics Subject Classification ID

Related Items (7)

Bayesian quantile regression and variable selection for partial linear single-index model: Using free knot spline ⋮ An efficient sampling algorithm with adaptations for Bayesian variable selection ⋮ Maximum Likelihood Estimation of Regularization Parameters in High-Dimensional Inverse Problems: An Empirical Bayesian Approach Part I: Methodology and Experiments ⋮ Bayesian MIDAS penalized regressions: estimation, selection, and prediction ⋮ Adaptive Markov chain Monte Carlo for auxiliary variable method and its application to parallel tempering ⋮ Bayesian adaptive Lasso ⋮ Nonparametric localized bandwidth selection for Kernel density estimation

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