Adaptive Posterior Mode Estimation of a Sparse Sequence for Model Selection

DOI10.1111/J.1467-9469.2009.00654.XzbMath1222.62042OpenAlexW2019059078MaRDI QIDQ3077759

Sylvain Sardy

Publication date: 22 February 2011

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9469.2009.00654.x

zbMATH Keywords

thresholdingshrinkageinformation criteriongeneralized linear modelStein unbiased risk estimatorSubbotin prior

Mathematics Subject Classification ID

Bayesian inference (62F15) Generalized linear models (logistic models) (62J12)

Related Items (4)

Thresholding tests based on affine Lasso to achieve non-asymptotic nominal level and high power under sparse and dense alternatives in high dimension ⋮ Smooth Blockwise Iterative Thresholding: A Smooth Fixed Point Estimator Based on the Likelihood’s Block Gradient ⋮ Density Estimation by Total Variation Penalized Likelihood Driven by the Sparsity ℓ1 Information Criterion ⋮ Wavelet-based robust estimation and variable selection in nonparametric additive models

Uses Software

• EBayesThresh

Cites Work

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• The Adaptive Lasso and Its Oracle Properties
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• On the ``degrees of freedom of the lasso
• High-dimensional graphs and variable selection with the Lasso
• Empirical Bayes selection of wavelet thresholds
• Adapting to Unknown Smoothness via Wavelet Shrinkage
• Ideal spatial adaptation by wavelet shrinkage
• Regularization of Wavelet Approximations
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• A Comparative Simulation Study of Wavelet Shrinkage Estimators for Poisson Counts
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Some Comments on C P

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