Pages that link to "Item:Q5384424"

The following pages link to Default Bayesian analysis with global-local shrinkage priors (Q5384424):

Displaying 19 items.

• Prior distributions for objective Bayesian analysis (Q1631565) (← links)
• The horseshoe-like regularization for feature subset selection (Q2040669) (← links)
• A global-local approach for detecting hotspots in multiple-response regression (Q2194477) (← links)
• Global-local mixtures: a unifying framework (Q2206754) (← links)
• Variance prior forms for high-dimensional Bayesian variable selection (Q2290703) (← links)
• Lasso meets horseshoe: a survey (Q2292393) (← links)
• Inverse stable prior for exponential models (Q2322047) (← links)
• (Q5053190) (← links)
• Prediction risk for the horseshoe regression (Q5381133) (← links)
• Horseshoe Regularisation for Machine Learning in Complex and Deep Models¹ (Q6064351) (← links)
• Priors in Bayesian Deep Learning: A Review (Q6067601) (← links)
• Bayesian sparse seemingly unrelated regressions model with variable selection and covariance estimation via the horseshoe+ (Q6080791) (← links)
• A fully Bayesian sparse polynomial chaos expansion approach with joint priors on the coefficients and global selection of terms (Q6162876) (← links)
• Intuitive joint priors for Bayesian linear multilevel models: the R2D2M2 prior (Q6170612) (← links)
• Some models are useful, but how do we know which ones? Towards a unified Bayesian model taxonomy (Q6185714) (← links)
• Precision matrix estimation under the horseshoe-like prior-penalty dual (Q6200870) (← links)
• On global-local shrinkage priors for count data (Q6202920) (← links)
• Spatial Signal Detection Using Continuous Shrinkage Priors (Q6621663) (← links)
• Spatiotemporal signal detection using continuous shrinkage priors (Q6627383) (← links)