Penalized regression, standard errors, and Bayesian Lassos
From MaRDI portal
Publication:2635207
zbMath1330.62289MaRDI QIDQ2635207
Malay Ghosh, Jeff Gill, Minjung Kyung, George Casella
Publication date: 11 February 2016
Published in: Bayesian Analysis (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ba/1340218343
Related Items
A discussion of ‘prior-based Bayesian information criterion (PBIC)’ ⋮ Bayesian variable selection via a benchmark in normal linear models ⋮ Bayesian penalized model for classification and selection of functional predictors using longitudinal MRI data from ADNI ⋮ Bayesian bridge regression ⋮ A novel Bayesian regression model for counts with an application to health data ⋮ Graph signal denoising using \(t\)-shrinkage priors ⋮ Compound Poisson processes, latent shrinkage priors and Bayesian nonconvex penalization ⋮ Bayesian variable selection and estimation for group Lasso ⋮ Approximate Gibbs sampler for Bayesian Huberized lasso ⋮ Regularization and model selection for quantile varying coefficient model with categorical effect modifiers ⋮ Bayesian regularized regression based on composite quantile method ⋮ Bayesian group selection with non-local priors ⋮ Objective Bayesian edge screening and structure selection for Ising networks ⋮ The use of vector bootstrapping to improve variable selection precision in Lasso models ⋮ 1-bit matrix completion: PAC-Bayesian analysis of a variational approximation ⋮ Bayesian Lasso for Semiparametric Structural Equation Models ⋮ Asymptotically Exact Data Augmentation: Models, Properties, and Algorithms ⋮ Fast Markov Chain Monte Carlo for High-Dimensional Bayesian Regression Models With Shrinkage Priors ⋮ A Bayesian model of dose-response for cancer drug studies ⋮ Horseshoe shrinkage methods for Bayesian fusion estimation ⋮ VARIABLE SELECTION FOR BAYESIAN SURVIVAL MODELS USING BREGMAN DIVERGENCE MEASURE ⋮ Multiple comparisons in genetic association studies: a hierarchical modeling approach ⋮ Variable selection for high-dimensional genomic data with censored outcomes using group Lasso prior ⋮ Selection of polynomial chaos bases via Bayesian model uncertainty methods with applications to sparse approximation of PDEs with stochastic inputs ⋮ Robust Bayesian regularized estimation based on \(t\) regression model ⋮ Bayesian group bridge for bi-level variable selection ⋮ Bayesian sparse reduced rank multivariate regression ⋮ Bayesian generalized fused lasso modeling via NEG distribution ⋮ Survival prediction and variable selection with simultaneous shrinkage and grouping priors ⋮ A hierarchical Bayesian perspective on majorization-minimization for non-convex sparse regression: application to M/EEG source imaging ⋮ The Bayesian group Lasso for confounded spatial data ⋮ Geometric ergodicity of the Bayesian Lasso ⋮ Reversible jump Markov chain Monte Carlo algorithms for Bayesian variable selection in logistic mixed models ⋮ A new Gibbs sampler for Bayesian lasso ⋮ Review of Bayesian selection methods for categorical predictors using JAGS ⋮ Generalized Kalman smoothing: modeling and algorithms ⋮ A graph Laplacian prior for Bayesian variable selection and grouping ⋮ Bayesian Approaches to Shrinkage and Sparse Estimation ⋮ Bayesian elastic net based on empirical likelihood ⋮ Bayesian hierarchical mixture models for detecting non‐normal clusters applied to noisy genomic and environmental datasets ⋮ Using the “Hidden” genome to improve classification of cancer types ⋮ A Bayesian spatial model for imaging genetics ⋮ A Bayesian Subset Specific Approach to Joint Selection of Multiple Graphical Models ⋮ Time fused coefficient SIR model with application to COVID-19 epidemic in the United States ⋮ Variational inference for Bayesian bridge regression ⋮ Variable selection in linear-circular regression models ⋮ Nonstationary Gaussian Process Discriminant Analysis With Variable Selection for High-Dimensional Functional Data ⋮ A sequential modeling approach for predicting clinical outcomes with repeated measures ⋮ Fitting survival data with penalized Poisson regression ⋮ Power-Expected-Posterior Methodology with Baseline Shrinkage Priors ⋮ Incorporating grouping information in Bayesian variable selection with applications in genomics ⋮ Bayesian regularization via graph Laplacian ⋮ Comment on article by Finegold and Drton ⋮ Prior-Preconditioned Conjugate Gradient Method for Accelerated Gibbs Sampling in “Large n , Large p ” Bayesian Sparse Regression ⋮ Bayesian adaptive Lasso estimation of large graphical model based on modified Cholesky decomposition ⋮ An exact sampler for fully Baysian elastic net ⋮ A latent functional approach for modeling the effects of multidimensional exposures on disease risk ⋮ Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization ⋮ Spike-and-Slab Group Lassos for Grouped Regression and Sparse Generalized Additive Models ⋮ A study of variable selection using \(g\)-prior distribution with ridge parameter ⋮ Distributed Bayesian posterior voting strategy for massive data ⋮ Bayesian fusion estimation via \(t\) shrinkage ⋮ The Bayesian adaptive Lasso regression ⋮ Incorporating biological information into linear models: a Bayesian approach to the selection of pathways and genes ⋮ A novel variational Bayesian method for variable selection in logistic regression models ⋮ Bayesian pollution source identification via an inverse physics model ⋮ Consistent group selection with Bayesian high dimensional modeling ⋮ Effect fusion using model-based clustering ⋮ Estimation of stationary autoregressive models with the Bayesian LASSO ⋮ Bayesian effect fusion for categorical predictors ⋮ Two-way sparsity for time-varying networks with applications in genomics ⋮ Beyond support in two-stage variable selection ⋮ Locally adaptive smoothing with Markov random fields and shrinkage priors ⋮ Functional concurrent linear regression model for spatial images ⋮ Bayesian Lasso with neighborhood regression method for Gaussian graphical model ⋮ SOCP based variance free Dantzig selector with application to robust estimation ⋮ Bayesian MIDAS penalized regressions: estimation, selection, and prediction ⋮ Bayesian regularized quantile structural equation models ⋮ On the geometry of Bayesian inference ⋮ LARGE SAMPLE PROPERTIES OF BAYESIAN ESTIMATION OF SPATIAL ECONOMETRIC MODELS ⋮ Bayesian indicator variable selection to incorporate hierarchical overlapping group structure in multi-omics applications ⋮ Fully Bayesian logistic regression with hyper-LASSO priors for high-dimensional feature selection ⋮ Bayesian adaptive Lasso ⋮ An efficient Monte Carlo EM algorithm for Bayesian lasso ⋮ Dirichlet Lasso: A Bayesian approach to variable selection ⋮ Uncertainty Quantification for Modern High-Dimensional Regression via Scalable Bayesian Methods ⋮ Scalable Bayesian Regression in High Dimensions With Multiple Data Sources ⋮ BIVAS: A Scalable Bayesian Method for Bi-Level Variable Selection With Applications ⋮ Bayesian Deep Net GLM and GLMM ⋮ High-Dimensional Posterior Consistency in Bayesian Vector Autoregressive Models ⋮ Bootstrapping Lasso-type estimators in regression models ⋮ A comparison of power-expected-posterior priors in shrinkage regression ⋮ Bayesian Regression With Undirected Network Predictors With an Application to Brain Connectome Data ⋮ Shrinkage priors for Bayesian penalized regression ⋮ A non-convex regularization approach for stable estimation of loss development factors ⋮ Linear Inverse Problem with Range Prior on Correlations and Its Variational Bayes Inference ⋮ Equivalence of MAXENT and Poisson Point Process Models for Species Distribution Modeling in Ecology ⋮ Regularized brain reading with shrinkage and smoothing