Pages that link to "Item:Q485913"
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The following pages link to The horseshoe estimator: posterior concentration around nearly black vectors (Q485913):
Displayed 37 items.
- The Bayesian analysis of complex, high-dimensional models: can it be CODA? (Q252815) (← links)
- Conditions for posterior contraction in the sparse normal means problem (Q276234) (← links)
- Sub-optimality of some continuous shrinkage priors (Q335657) (← links)
- High-dimensional multivariate posterior consistency under global-local shrinkage priors (Q1661340) (← links)
- Bayesian estimation of sparse signals with a continuous spike-and-slab prior (Q1747745) (← links)
- Penalising model component complexity: a principled, practical approach to constructing priors (Q1790379) (← links)
- Joint mean-covariance estimation via the horseshoe (Q2022549) (← links)
- The horseshoe-like regularization for feature subset selection (Q2040669) (← links)
- Dynamic regression models for time-ordered functional data (Q2057327) (← links)
- Ultra high-dimensional multivariate posterior contraction rate under shrinkage priors (Q2057840) (← links)
- Bayesian hierarchical modeling: application towards production results in the Eagle Ford Shale of South Texas (Q2135585) (← 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)
- Function-on-scalar quantile regression with application to mass spectrometry proteomics data (Q2194443) (← links)
- A global-local approach for detecting hotspots in multiple-response regression (Q2194477) (← links)
- Posterior contraction rates for stochastic block models (Q2206755) (← links)
- Empirical priors and coverage of posterior credible sets in a sparse normal mean model (Q2206756) (← links)
- On spike and slab empirical Bayes multiple testing (Q2215749) (← links)
- Spike and slab empirical Bayes sparse credible sets (Q2278657) (← links)
- Needles and straw in a haystack: robust confidence for possibly sparse sequences (Q2278660) (← links)
- Lasso meets horseshoe: a survey (Q2292393) (← links)
- Contraction properties of shrinkage priors in logistic regression (Q2301116) (← links)
- Rate-optimal posterior contraction for sparse PCA (Q2343963) (← links)
- Comparison of Bayesian predictive methods for model selection (Q2361448) (← links)
- The Spike-and-Slab LASSO (Q4690970) (← links)
- Fully Bayesian logistic regression with hyper-LASSO priors for high-dimensional feature selection (Q4960726) (← links)
- (Q4969130) (← links)
- (Q4969262) (← links)
- The adaptive normal-hypergeometric-inverted-beta priors for sparse signals (Q5033960) (← links)
- Large-scale multiple hypothesis testing with the normal-beta prime prior (Q5205847) (← links)
- Local Posterior Concentration Rate for Multilevel Sparse Sequences (Q5267855) (← links)
- Prediction risk for the horseshoe regression (Q5381133) (← links)
- Bayesian estimation of subset threshold autoregressions: short-term forecasting of traffic occupancy (Q5861442) (← links)
- The Graphical Horseshoe Estimator for Inverse Covariance Matrices (Q6032753) (← links)