Pages that link to "Item:Q3391190"
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The following pages link to Efficient Sampling for Gaussian Linear Regression With Arbitrary Priors (Q3391190):
Displayed 11 items.
- The illusion of the illusion of sparsity: an exercise in prior sensitivity (Q2077428) (← links)
- Bayesian matrix completion approach to causal inference with panel data (Q2241470) (← links)
- Lasso meets horseshoe: a survey (Q2292393) (← links)
- Do forecasts of bankruptcy cause bankruptcy? A machine learning sensitivity analysis (Q2686067) (← links)
- Statistical inference via conditional Bayesian posteriors in high-dimensional linear regression (Q2689601) (← links)
- Testing Sparsity-Inducing Penalties (Q3391458) (← links)
- (Q4969155) (← links)
- Efficient Bayesian Inference for Nonlinear State Space Models With Univariate Autoregressive State Equation (Q5066000) (← links)
- Horseshoe Regularisation for Machine Learning in Complex and Deep Models<sup>1</sup> (Q6064351) (← links)
- Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models (Q6108290) (← links)
- Prior-Preconditioned Conjugate Gradient Method for Accelerated Gibbs Sampling in “Large <i>n</i> , Large <i>p</i> ” Bayesian Sparse Regression (Q6144762) (← links)