Pages that link to "Item:Q2802765"

The following pages link to BAYESIAN HYPER-LASSOS WITH NON-CONVEX PENALIZATION (Q2802765):

Displaying 31 items.

• Compound Poisson processes, latent shrinkage priors and Bayesian nonconvex penalization (Q273588) (← links)
• A unified optimization perspective to single/multi-observation blur-kernel estimation with applications to camera-shake deblurring and nonparametric blind super-resolution (Q279114) (← links)
• Mean field variational Bayes for continuous sparse signal shrinkage: pitfalls and remedies (Q405332) (← links)
• The variational Garrote (Q479478) (← links)
• Bayesian adaptive Lasso (Q743993) (← links)
• Incorporating grouping information in Bayesian variable selection with applications in genomics (Q899018) (← links)
• Bayesian accelerated failure time models based on penalized mixtures of Gaussians: regularization and variable selection (Q1621986) (← links)
• Hierarchical Bayes, maximum a posteriori estimators, and minimax concave penalized likelihood estimation (Q1951144) (← links)
• Penalized wavelets: embedding wavelets into semiparametric regression (Q1952243) (← links)
• The beta-mixture shrinkage prior for sparse covariances with near-minimax posterior convergence rate (Q2079610) (← links)
• Sparse linear mixed model selection via streamlined variational Bayes (Q2084474) (← links)
• Conditionally exponential prior in focal near- and far-field EEG source localization via randomized multiresolution scanning (RAMUS) (Q2103867) (← links)
• Bayesian sparse convex clustering via global-local shrinkage priors (Q2135928) (← links)
• Bayesian variable selection for mixed effects model with shrinkage prior (Q2184407) (← links)
• Bayesian shrinkage towards sharp minimaxity (Q2192317) (← links)
• Shrinkage priors for Bayesian penalized regression (Q2332812) (← links)
• Bayesian projection approaches to variable selection in generalized linear models (Q2445776) (← links)
• Negotiating multicollinearity with spike-and-slab priors (Q2513696) (← links)
• Some properties of generalized fused Lasso and its applications to high dimensional data (Q2515849) (← links)
• Nearly optimal Bayesian shrinkage for high-dimensional regression (Q2683046) (← links)
• Efficient Sampling for Gaussian Linear Regression With Arbitrary Priors (Q3391190) (← links)
• Fully Bayesian logistic regression with hyper-LASSO priors for high-dimensional feature selection (Q4960726) (← links)
• Bayesian adaptive Lasso quantile regression (Q4970958) (← links)
• EMVS: The EM Approach to Bayesian Variable Selection (Q4975419) (← links)
• Sparse Online Variational Bayesian Regression (Q5052896) (← links)
• Bayesian generalized fused lasso modeling via NEG distribution (Q5076890) (← links)
• Bayesian adaptive lasso with variational Bayes for variable selection in high-dimensional generalized linear mixed models (Q5086169) (← links)
• Spike-and-slab type variable selection in the Cox proportional hazards model for high-dimensional features (Q5092986) (← links)
• Bayesian Approaches to Shrinkage and Sparse Estimation (Q5100721) (← links)
• An efficient Monte Carlo EM algorithm for Bayesian lasso (Q5219484) (← links)
• Bayesian Edge Regression in Undirected Graphical Models to Characterize Interpatient Heterogeneity in Cancer (Q5885074) (← links)