Pages that link to "Item:Q638803"
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The following pages link to Asymptotic Bayes-optimality under sparsity of some multiple testing procedures (Q638803):
Displayed 34 items.
- Higher criticism for large-scale inference, especially for rare and weak effects (Q254401) (← links)
- Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector (Q470502) (← links)
- Asymptotic Bayes-optimality under sparsity of some multiple testing procedures (Q638803) (← links)
- On false discovery rate thresholding for classification under sparsity (Q741797) (← links)
- SLOPE-adaptive variable selection via convex optimization (Q902886) (← links)
- Testing un-separated hypotheses by estimating a distance (Q1631558) (← links)
- Bayes multiple decision functions (Q1951157) (← links)
- Some optimality properties of FDR controlling rules under sparsity (Q1951159) (← links)
- A survey of nonparametric mixing density estimation via the predictive recursion algorithm (Q2040663) (← links)
- Model selection with mixed variables on the Lasso path (Q2040668) (← links)
- The horseshoe-like regularization for feature subset selection (Q2040669) (← links)
- On the power of some sequential multiple testing procedures (Q2042435) (← links)
- Sparse portfolio selection via Bayesian multiple testing (Q2061782) (← links)
- Sparse linear mixed model selection via streamlined variational Bayes (Q2084474) (← links)
- Frequentist properties of Bayesian multiplicity control for multiple testing of normal means (Q2206750) (← links)
- Global-local mixtures: a unifying framework (Q2206754) (← links)
- Empirical priors and coverage of posterior credible sets in a sparse normal mean model (Q2206756) (← links)
- On the asymptotic properties of SLOPE (Q2206758) (← links)
- On spike and slab empirical Bayes multiple testing (Q2215749) (← links)
- Modified versions of the Bayesian information criterion for sparse generalized linear models (Q2275644) (← links)
- Lasso meets horseshoe: a survey (Q2292393) (← links)
- On the role of the prior in multiplicity adjustment (Q2323165) (← links)
- Classes of multiple decision functions strongly controlling FWER and FDR (Q2352401) (← links)
- The Indian official statistical system revisited (Q2358425) (← links)
- False Discovery Rate Smoothing (Q4559697) (← links)
- Binary classification with pFDR‐pFNR losses (Q4921960) (← links)
- Bayesian variable selection in quantile regression with random effects: an application to Municipal Human Development Index (Q5044658) (← links)
- On the d-posterior approach to the multiple testing problem (Q5065244) (← links)
- Bayesian Approaches to Shrinkage and Sparse Estimation (Q5100721) (← links)
- Large-scale multiple hypothesis testing with the normal-beta prime prior (Q5205847) (← links)
- Group SLOPE – Adaptive Selection of Groups of Predictors (Q5229924) (← links)
- Horseshoe Regularisation for Machine Learning in Complex and Deep Models<sup>1</sup> (Q6064351) (← links)
- Optimal false discovery control of minimax estimators (Q6103221) (← links)
- Some permutation symmetric multiple hypotheses testing rules under dependent setup (Q6112083) (← links)