BAYESIAN HYPER-LASSOS WITH NON-CONVEX PENALIZATION
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Publication:2802765
DOI10.1111/j.1467-842X.2011.00641.xzbMath1335.62047OpenAlexW1959944918MaRDI QIDQ2802765
Philip J. Brown, Jim E. Griffin
Publication date: 27 April 2016
Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-842x.2011.00641.x
oracle propertypenalized likelihoodBayesian variable selectionnon-convexitynormal-exponential-gammahyper-Lasso
Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15) Statistical ranking and selection procedures (62F07)
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Cites Work
- The Adaptive Lasso and Its Oracle Properties
- Bayesian sigmoid shrinkage with improper variance priors and an application to wavelet denois\-ing
- Heuristics of instability and stabilization in model selection
- Nonconcave penalized likelihood with a diverging number of parameters.
- Spike and slab variable selection: frequentist and Bayesian strategies
- High-dimensional graphs and variable selection with the Lasso
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- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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- Tuning parameter selectors for the smoothly clipped absolute deviation method
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