Variable selection using shrinkage priors

DOI10.1016/J.CSDA.2016.10.008zbMath1466.62135arXiv1503.04303OpenAlexW2104844823MaRDI QIDQ1658484

Debdeep Pati, Hanning Li

Publication date: 14 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1503.04303

zbMATH Keywords

horseshoeMarkov chain Monte Carlovariable selectionBayesianshrinkage priors

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Related Items (13)

Bayesian group bridge for bi-level variable selection ⋮ Bayesian Approaches to Shrinkage and Sparse Estimation ⋮ Horseshoe Regularisation for Machine Learning in Complex and Deep Models¹ ⋮ Bayesian tensor response regression with an application to brain activation studies ⋮ Nearly optimal Bayesian shrinkage for high-dimensional regression ⋮ A global-local approach for detecting hotspots in multiple-response regression ⋮ A comparative study on high-dimensional bayesian regression with binary predictors ⋮ Detecting communities in attributed networks through bi-direction penalized clustering and its application ⋮ Bayesian fusion estimation via \(t\) shrinkage ⋮ Joint Bayesian estimation of voxel activation and inter-regional connectivity in fMRI experiments ⋮ The beta-mixture shrinkage prior for sparse covariances with near-minimax posterior convergence rate ⋮ Bayesian Regression With Undirected Network Predictors With an Application to Brain Connectome Data ⋮ Sparse linear mixed model selection via streamlined variational Bayes

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