Pages that link to "Item:Q888501"
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The following pages link to Bayesian linear regression with sparse priors (Q888501):
Displaying 50 items.
- Conditions for posterior contraction in the sparse normal means problem (Q276234) (← links)
- Bernstein-von Mises theorems for functionals of the covariance matrix (Q309540) (← links)
- Sub-optimality of some continuous shrinkage priors (Q335657) (← links)
- The horseshoe estimator: posterior concentration around nearly black vectors (Q485913) (← links)
- Strong selection consistency of Bayesian vector autoregressive models based on a pseudo-likelihood approach (Q820793) (← links)
- Bayesian linear regression with sparse priors (Q888501) (← links)
- Prior distributions for objective Bayesian analysis (Q1631565) (← 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)
- Fast Bayesian variable selection for high dimensional linear models: marginal solo spike and slab priors (Q1722055) (← links)
- Bayesian estimation of sparse signals with a continuous spike-and-slab prior (Q1747745) (← links)
- On Bayesian oracle properties (Q1757672) (← links)
- Penalising model component complexity: a principled, practical approach to constructing priors (Q1790379) (← links)
- On the exponentially weighted aggregate with the Laplace prior (Q1800807) (← links)
- Empirical Bayes oracle uncertainty quantification for regression (Q1996760) (← links)
- Variational nonparametric discriminant analysis (Q2008105) (← links)
- Criteria for posterior consistency and convergence at a rate (Q2008624) (← links)
- Bayesian MIDAS penalized regressions: estimation, selection, and prediction (Q2024454) (← links)
- Rates of contraction of posterior distributions based on \(p\)-exponential priors (Q2040080) (← links)
- Oracle posterior contraction rates under hierarchical priors (Q2044331) (← links)
- Bayesian inference for high-dimensional decomposable graphs (Q2044345) (← links)
- Unified Bayesian theory of sparse linear regression with nuisance parameters (Q2044407) (← links)
- Variable selection consistency of Gaussian process regression (Q2054515) (← links)
- Bayesian effect selection in structured additive distributional regression models (Q2057331) (← links)
- A model selection approach for variable selection with censored data (Q2057383) (← links)
- Ultra high-dimensional multivariate posterior contraction rate under shrinkage priors (Q2057840) (← links)
- Posterior analysis of \(n\) in the binomial \((n,p)\) problem with both parameters unknown -- with applications to quantitative nanoscopy (Q2073722) (← links)
- Posterior contraction in group sparse logit models for categorical responses (Q2123271) (← links)
- Graph signal denoising using \(t\)-shrinkage priors (Q2123272) (← links)
- Bayesian high-dimensional semi-parametric inference beyond sub-Gaussian errors (Q2132004) (← links)
- Objective Bayesian edge screening and structure selection for Ising networks (Q2141635) (← links)
- Random weighting in LASSO regression (Q2154956) (← links)
- Bayesian factor-adjusted sparse regression (Q2155305) (← 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)
- Bayesian linear regression for multivariate responses under group sparsity (Q2175004) (← links)
- DOLDA: a regularized supervised topic model for high-dimensional multi-class regression (Q2184404) (← links)
- Consistent Bayesian sparsity selection for high-dimensional Gaussian DAG models with multiplicative and beta-mixture priors (Q2196119) (← links)
- Nonparametric Bayesian analysis of the compound Poisson prior for support boundary recovery (Q2196227) (← links)
- Bayesian fusion estimation via \(t\) shrinkage (Q2206752) (← 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)
- Posterior concentration for Bayesian regression trees and forests (Q2215727) (← links)
- Convergence rates of variational posterior distributions (Q2215731) (← links)
- A general framework for Bayes structured linear models (Q2215762) (← links)
- Bayesian bandwidth test and selection for high-dimensional banded precision matrices (Q2226705) (← links)
- Hierarchical species sampling models (Q2226710) (← links)
- Spike-and-slab Lasso biclustering (Q2233147) (← links)
- Maximum pairwise Bayes factors for covariance structure testing (Q2233577) (← links)
- Two-way sparsity for time-varying networks with applications in genomics (Q2245162) (← links)
