Pages that link to "Item:Q1699709"

The following pages link to The horseshoe+ estimator of ultra-sparse signals (Q1699709):

Displaying 42 items.

• Conditions for posterior contraction in the sparse normal means problem (Q276234) (← links)
• Variable selection via penalized credible regions with Dirichlet-Laplace global-local shrinkage priors (Q1631579) (← links)
• High-dimensional multivariate posterior consistency under global-local shrinkage priors (Q1661340) (← links)
• Locally adaptive smoothing with Markov random fields and shrinkage priors (Q1752016) (← links)
• Joint mean-covariance estimation via the horseshoe (Q2022549) (← links)
• The horseshoe-like regularization for feature subset selection (Q2040669) (← links)
• Ultra high-dimensional multivariate posterior contraction rate under shrinkage priors (Q2057840) (← links)
• Shared Bayesian variable shrinkage in multinomial logistic regression (Q2084055) (← links)
• Sparse linear mixed model selection via streamlined variational Bayes (Q2084474) (← links)
• Bayesian sparse convex clustering via global-local shrinkage priors (Q2135928) (← links)
• A Bayesian model of dose-response for cancer drug studies (Q2154172) (← links)
• Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation (Q2156815) (← links)
• Horseshoe shrinkage methods for Bayesian fusion estimation (Q2157506) (← links)
• Projective inference in high-dimensional problems: prediction and feature selection (Q2188473) (← links)
• Bayesian shrinkage towards sharp minimaxity (Q2192317) (← links)
• Global-local mixtures: a unifying framework (Q2206754) (← links)
• The horseshoe prior for time-varying parameter VARs and monetary policy (Q2246638) (← links)
• Variance prior forms for high-dimensional Bayesian variable selection (Q2290703) (← links)
• A novel Bayesian approach for variable selection in linear regression models (Q2291315) (← links)
• Lasso meets horseshoe: a survey (Q2292393) (← links)
• Contraction properties of shrinkage priors in logistic regression (Q2301116) (← links)
• Bayesian discriminant analysis using a high dimensional predictor (Q2316972) (← links)
• Data-driven priors and their posterior concentration rates (Q2326047) (← links)
• Shrinkage priors for Bayesian penalized regression (Q2332812) (← links)
• (Q4969209) (← links)
• The adaptive normal-hypergeometric-inverted-beta priors for sparse signals (Q5033960) (← links)
• Shrinkage estimation of fixed and random effects in linear quantile mixed models (Q5044676) (← links)
• A Scalable Empirical Bayes Approach to Variable Selection in Generalized Linear Models (Q5066001) (← links)
• Large-scale multiple hypothesis testing with the normal-beta prime prior (Q5205847) (← links)
• Prediction risk for the horseshoe regression (Q5381133) (← links)
• Bayesian estimation of subset threshold autoregressions: short-term forecasting of traffic occupancy (Q5861442) (← links)
• Bayesian Regression Using a Prior on the Model Fit: The R2-D2 Shrinkage Prior (Q5885111) (← links)
• Horseshoe Regularisation for Machine Learning in Complex and Deep Models¹ (Q6064351) (← links)
• Bayesian sparse seemingly unrelated regressions model with variable selection and covariance estimation via the horseshoe+ (Q6080791) (← links)
• An exact sampler for fully Baysian elastic net (Q6188253) (← links)
• Bayesian \(l_0\)-regularized least squares (Q6574590) (← links)
• A flexible Bayesian variable selection approach for modeling interval data (Q6580634) (← links)
• Empirical Bayes inference in sparse high-dimensional generalized linear models (Q6595792) (← links)
• Bayesian regularization: from Tikhonov to horseshoe (Q6600373) (← links)
• Scalable multiple network inference with the joint graphical horseshoe (Q6616331) (← links)
• Using History Matching for Prior Choice (Q6622450) (← links)
• Bayesian approaches to variable selection: a comparative study from practical perspectives (Q6637079) (← links)