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scientific article; zbMATH DE number 7376769

Language	Label	Description	Also known as
English	No label defined	scientific article; zbMATH DE number 7376769

Statements

scholarly article

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publication date

30 July 2021

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zbMATH Keywords

beta prime density

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empirical Bayes

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high-dimensional data

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posterior contraction

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scale mixtures of normal distributions

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describes a project that uses

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NormalBetaPrime

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MaRDI profile type

MaRDI publication profile

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Generalized double Pareto shrinkage

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Large-scale multiple hypothesis testing with the normal-beta prime prior

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Dirichlet–Laplace Priors for Optimal Shrinkage

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The horseshoe estimator for sparse signals

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Empirical Bayes Gibbs sampling

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Bayesian linear regression with sparse priors

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Asymptotic properties of Bayes risk for the horseshoe prior

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Regularity properties for sparse regression

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Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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Calibration and empirical Bayes variable selection

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Convergence rates of posterior distributions.

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Inference with normal-gamma prior distributions in regression problems

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Decoupling Shrinkage and Selection in Bayesian Linear Models: A Posterior Summary Perspective

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Bayesian Model Selection in High-Dimensional Settings

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Needles and straw in haystacks: Empirical Bayes estimates of possibly sparse sequences

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Gene network reconstruction using global-local shrinkage priors

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Empirical Bayes posterior concentration in sparse high-dimensional linear models

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Bayesian variable selection with shrinking and diffusing priors

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The Bayesian Lasso

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The scaled beta2 distribution as a robust prior for scales

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On the half-Cauchy prior for a global scale parameter

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Minimax Rates of Estimation for High-Dimensional Linear Regression Over $\ell_q$-Balls

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The Spike-and-Slab LASSO

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Asymptotic behaviour of the empirical Bayes posteriors associated to maximum marginal likelihood estimator

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Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem

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Scalable Bayesian Variable Selection Using Nonlocal Prior Densities in Ultrahigh-dimensional Settings

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Necessary and sufficient conditions for high-dimensional posterior consistency under \(g\)-priors

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Bayesian Measures of Model Complexity and Fit

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Bayesian analysis of random-effect models in the analysis of variance. I. Posterior distribution of variance-components

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Conditions for posterior contraction in the sparse normal means problem

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Adaptive posterior contraction rates for the horseshoe

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On the computational complexity of high-dimensional Bayesian variable selection

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Nearly unbiased variable selection under minimax concave penalty

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The Adaptive Lasso and Its Oracle Properties

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Regularization and Variable Selection Via the Elastic Net

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:5004047

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