Unified Bayesian theory of sparse linear regression with nuisance parameters
From MaRDI portal
Publication:2044407
DOI10.1214/21-EJS1855zbMath1471.62284arXiv2008.10230MaRDI QIDQ2044407
Seonghyun Jeong, Subhashis Ghosal
Publication date: 9 August 2021
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2008.10230
high-dimensional regression; model selection consistency; sparse priors; posterior contraction rates; Bernstein-von Mises theorems
Related Items
Bayesian sparse seemingly unrelated regressions model with variable selection and covariance estimation via the horseshoe+, Posterior contraction in group sparse logit models for categorical responses, Bayesian estimation of sparse precision matrices in the presence of Gaussian measurement error
Cites Work
- Unnamed Item
- Bayesian variable selection with shrinking and diffusing priors
- Empirical Bayes posterior concentration in sparse high-dimensional linear models
- The semiparametric Bernstein-von Mises theorem
- A semiparametric Bernstein-von Mises theorem for Gaussian process priors
- Bayesian linear regression with sparse priors
- Convergence rates of posterior distributions for non iid observations
- A practical guide to splines
- Spectral properties of Kac-Murdock-Szegö matrices with a complex parameter
- On the contraction properties of some high-dimensional quasi-posterior distributions
- Bayesian estimation of sparse signals with a continuous spike-and-slab prior
- Convergence rates of posterior distributions.
- Weak convergence and empirical processes. With applications to statistics
- Needles and straw in a haystack: posterior concentration for possibly sparse sequences
- Sparse permutation invariant covariance estimation
- Eigenvalues of tridiagonal pseudo-Toeplitz matrices
- Empirical Bayes oracle uncertainty quantification for regression
- Bayesian linear regression for multivariate responses under group sparsity
- A general framework for Bayes structured linear models
- The moments of products of quadratic forms in normal variables
- Consistent High-Dimensional Bayesian Variable Selection via Penalized Credible Regions
- Bayesian Model Selection in High-Dimensional Settings
- Bayesian sparse linear regression with unknown symmetric error
- Posterior contraction in sparse generalized linear models
- Measurement Error in Nonlinear Models
- Fundamentals of Nonparametric Bayesian Inference