The following pages link to Lasso meets horseshoe: a survey (Q2292393):
Displaying 35 items.
- The horseshoe-like regularization for feature subset selection (Q2040669) (← links)
- Bayesian deconvolution and quantification of metabolites from \(J\)-resolved NMR spectroscopy (Q2057325) (← links)
- A Bayesian time-varying effect model for behavioral mHealth data (Q2078764) (← links)
- Shared Bayesian variable shrinkage in multinomial logistic regression (Q2084055) (← links)
- Sparse linear mixed model selection via streamlined variational Bayes (Q2084474) (← links)
- Bayesian sparse convex clustering via global-local shrinkage priors (Q2135928) (← links)
- Unbiased approximation of posteriors via coupled particle Markov chain Monte Carlo (Q2141910) (← links)
- Shrinkage priors for Bayesian penalized regression (Q2332812) (← links)
- Modeling time-varying parameters using artificial neural networks: a GARCH illustration (Q2700575) (← links)
- Bayesian variable selection in quantile regression with random effects: an application to Municipal Human Development Index (Q5044658) (← links)
- Prior normalization for certified likelihood-informed subspace detection of Bayesian inverse problems (Q5044972) (← links)
- Empirical Bayesian Inference Using a Support Informed Prior (Q5097846) (← links)
- Dealing with Measurement Uncertainties as Nuisance Parameters in Bayesian Model Calibration (Q5139352) (← links)
- (Q5214292) (← links)
- Discussion to: Bayesian graphical models for modern biological applications by Y. Ni, V. Baladandayuthapani, M. Vannucci and F.C. Stingo (Q5970824) (← links)
- Bayesian variable selection for linear regression with the κ-G priors (Q6042991) (← links)
- Horseshoe Regularisation for Machine Learning in Complex and Deep Models<sup>1</sup> (Q6064351) (← links)
- A Critical Review of LASSO and Its Derivatives for Variable Selection Under Dependence Among Covariates (Q6067162) (← links)
- The role of passing network indicators in modeling football outcomes: an application using Bayesian hierarchical models (Q6107413) (← links)
- Shrinkage with shrunken shoulders: Gibbs sampling shrinkage model posteriors with guaranteed convergence rates (Q6122024) (← links)
- A horseshoe mixture model for Bayesian screening with an application to light sheet fluorescence microscopy in brain imaging (Q6138589) (← links)
- Precision matrix estimation under the horseshoe-like prior-penalty dual (Q6200870) (← links)
- On global-local shrinkage priors for count data (Q6202920) (← links)
- High-dimensional Bayesian network classification with network global-local shrinkage priors (Q6203344) (← links)
- Global–local shrinkage multivariate logit-beta priors for multiple response-type data (Q6494412) (← links)
- Time-dependent shrinkage of time-varying parameter regression models (Q6544902) (← links)
- Deep partial least squares for instrumental variable regression (Q6581539) (← links)
- Empirical Bayes inference in sparse high-dimensional generalized linear models (Q6595792) (← links)
- Scalable multiple network inference with the joint graphical horseshoe (Q6616331) (← links)
- Interpretability of bi-level variable selection methods (Q6625441) (← links)
- Bayesian modal regression based on mixture distributions (Q6626675) (← links)
- The reciprocal Bayesian Lasso (Q6627982) (← links)
- Effect of global shrinkage parameter of horseshoe prior in compressed sensing (Q6628827) (← links)
- Bayesian generalized additive model selection including a fast variational option (Q6649314) (← links)
- A fully Bayesian approach to sparse reduced-rank multivariate regression (Q6664998) (← links)
