Inference with normal-gamma prior distributions in regression problems

DOI10.1214/10-BA507zbMath1330.62128OpenAlexW1966411627MaRDI QIDQ2635197

Jim E. Griffin, Philip J. Brown

Publication date: 11 February 2016

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ba/1340369797

zbMATH Keywords

Markov chain Monte Carloshrinkageposterior momentsscale mixture of normalsmultiple regressionBayesian Lasso\(p>n\)normal-gamma prior``spike-and-slab prior

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15) Monte Carlo methods (65C05)

Related Items

A discussion of ‘prior-based Bayesian information criterion (PBIC)’, The adaptive normal-hypergeometric-inverted-beta priors for sparse signals, A weakly informative prior for Bayesian dynamic model selection with applications in fMRI, Bayesian quantile regression for ordinal longitudinal data, Compound Poisson processes, latent shrinkage priors and Bayesian nonconvex penalization, Scaling it up: stochastic search structure learning in graphical models, Bayesian Edge Regression in Undirected Graphical Models to Characterize Interpatient Heterogeneity in Cancer, Bayesian Regression Using a Prior on the Model Fit: The R2-D2 Shrinkage Prior, Conditions for posterior contraction in the sparse normal means problem, Bayesian quantile regression for longitudinal count data, Bayesian variable selection in quantile regression with random effects: an application to Municipal Human Development Index, Bayesian sparse convex clustering via global-local shrinkage priors, Prior distributions for objective Bayesian analysis, Variable selection via penalized credible regions with Dirichlet-Laplace global-local shrinkage priors, Bayesian graphical models for modern biological applications, Fast Markov Chain Monte Carlo for High-Dimensional Bayesian Regression Models With Shrinkage Priors, Spatial Shrinkage Via the Product Independent Gaussian Process Prior, Sub-optimality of some continuous shrinkage priors, Parsimony inducing priors for large scale state-space models, Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation, Horseshoe shrinkage methods for Bayesian fusion estimation, Debt regimes and the effectiveness of monetary policy, Lasso, fractional norm and structured sparse estimation using a Hadamard product parametrization, Variable selection using shrinkage priors, Fiducial inference for gamma distributions: two-sample problems, Geometric ergodicity of the Bayesian Lasso, The Bayesian elastic net regression, Bayesian rank penalization, Bayesian linear regression with sparse priors, Bayesian Approaches to Shrinkage and Sparse Estimation, Bayesian quantile regression for single-index models, Relevant parameter changes in structural break models, Global sensitivity analysis: a Bayesian learning based polynomial chaos approach, Unnamed Item, Bayesian model selection for logistic regression models with random intercept, Hierarchical Bayes, maximum a posteriori estimators, and minimax concave penalized likelihood estimation, A majorization-minimization approach to variable selection using spike and slab priors, Stochastic model specification in Markov switching vector error correction models, Modeling time-varying parameters using artificial neural networks: a GARCH illustration, A characterization of Bayesian robustness for a normal location parameter, Trace class Markov chains for the normal-gamma Bayesian shrinkage model, Model selection in quantile regression models, Inference with three-level prior distributions in quantile regression problems, Geometric ergodicity for Bayesian shrinkage models, Comparison and contrast of two general functional regression modelling frameworks, Effect fusion using model-based clustering, The horseshoe estimator: posterior concentration around nearly black vectors, Functional Horseshoe Priors for Subspace Shrinkage, Estimation of stationary autoregressive models with the Bayesian LASSO, Bayesian effect fusion for categorical predictors, Gaussian-Gamma collaborative filtering: a hierarchical Bayesian model for recommender systems, The horseshoe prior for time-varying parameter VARs and monetary policy, The heterogeneous impact of monetary policy on the US labor market, Robust Classification of Functional and Quantitative Image Data Using Functional Mixed Models, Locally adaptive smoothing with Markov random fields and shrinkage priors, Fast Monte Carlo Markov chains for Bayesian shrinkage models with random effects, Model-based clustering based on sparse finite Gaussian mixtures, Comparing Distributions by using Dependent Normalized Random-Measure Mixtures, Achieving shrinkage in a time-varying parameter model framework, A flexible mixed-frequency vector autoregression with a steady-state prior, Sparse Bayesian time-varying covariance estimation in many dimensions, Predicting crypto‐currencies using sparse non‐Gaussian state space models, Radio-iBAG: radiomics-based integrative Bayesian analysis of multiplatform genomic data, Prediction risk for the horseshoe regression, Bayesian Semiparametric Multivariate Density Deconvolution, Time-varying sparsity in dynamic regression models, Bayesian Approaches for Large Biological Networks, BAYESIAN HYPER-LASSOS WITH NON-CONVEX PENALIZATION, Variable Selection in Linear Mixed Models Using an Extended Class of Penalties, Nonidentical twins: Comparison of frequentist and Bayesian lasso for Cox models, Lasso meets horseshoe: a survey, On Bayesian lasso variable selection and the specification of the shrinkage parameter, Contraction properties of shrinkage priors in logistic regression, Bayesian variable selection for logistic regression, An efficient Monte Carlo EM algorithm for Bayesian lasso, Bayesian shrinkage in mixture-of-experts models: identifying robust determinants of class membership, Bayesian Elastic Net Tobit Quantile Regression, Ultra high-dimensional multivariate posterior contraction rate under shrinkage priors, Efficient Sampling for Gaussian Linear Regression With Arbitrary Priors, Uncertainty Quantification for Modern High-Dimensional Regression via Scalable Bayesian Methods, Scalable Bayesian Regression in High Dimensions With Multiple Data Sources, Testing Sparsity-Inducing Penalties, Bayesian Semiparametric Functional Mixed Models for Serially Correlated Functional Data, With Application to Glaucoma Data, High-Dimensional Posterior Consistency in Bayesian Vector Autoregressive Models, High-dimensional posterior consistency of the Bayesian lasso, Bayesian discriminant analysis using a high dimensional predictor, Bayesian Conditional Mean Estimation in Log‐Normal Linear Regression Models with Finite Quadratic Expected Loss, A hybrid scan Gibbs sampler for Bayesian models with latent variables, Adaptive hierarchical priors for high-dimensional vector autoregressions, The illusion of the illusion of sparsity: an exercise in prior sensitivity, Comment: ``Bayes, oracle Bayes and empirical Bayes, Adaptive random neighbourhood informed Markov chain Monte Carlo for high-dimensional Bayesian variable selection, Shared Bayesian variable shrinkage in multinomial logistic regression, Sparse linear mixed model selection via streamlined variational Bayes, Inferring network structure in non-normal and mixed discrete-continuous genomic data, On the use of sparse Bayesian learning-based polynomial chaos expansion for global reliability sensitivity analysis, Modeling Random Effects Using Global–Local Shrinkage Priors in Small Area Estimation, Fast Bayesian inference on spectral analysis of multivariate stationary time series, Adaptive Bayesian prediction of reliability based on degradation process, Sparse Bayesian linear regression using generalized normal priors, Horseshoe Regularisation for Machine Learning in Complex and Deep Models¹, Bayesian variable selection for the Cox regression model with spatially varying coefficients with applications to Louisiana respiratory cancer data, APPROXIMATE BAYESIAN INFERENCE AND FORECASTING IN HUGE‐DIMENSIONAL MULTICOUNTRY VARs, A Bayesian Singular Value Decomposition Procedure for Missing Data Imputation, A Bayesian panel vector autoregression to analyze the impact of climate shocks on high-income economies, Shrinkage with shrunken shoulders: Gibbs sampling shrinkage model posteriors with guaranteed convergence rates, A horseshoe mixture model for Bayesian screening with an application to light sheet fluorescence microscopy in brain imaging, A Dynamic Binary Probit Model with Time-Varying Parameters and Shrinkage Prior, A comparative study on high-dimensional bayesian regression with binary predictors, A latent functional approach for modeling the effects of multidimensional exposures on disease risk, SURE-tuned bridge regression