A Bayesian shrinkage estimator for transfer learning

DOI10.1016/J.JMVA.2026.105638MaRDI QIDQ7304381zbMATH OpenFDO

Authors Mohamed A. Abba, Jonathan P. Williams, Brian J. Reich

Publication date 27 July 2026

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JMVA.2026.105638

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12)

Cites work

• A penalized complexity prior for deep Bayesian transfer learning with application to materials informatics
• Adaptive posterior contraction rates for the horseshoe
• Asymptotic properties of Bayes risk for the horseshoe prior
• Bayesian Regression Using a Prior on the Model Fit: The R2-D2 Shrinkage Prior
• Bayesian transfer learning
• Combining the data from two normal populations to estimate the mean of one when their means difference is bounded
• Covariate-assisted ranking and screening for large-scale two-sample inference
• Dirichlet-Laplace priors for optimal shrinkage
• Estimation in restricted parameter spaces: a review
• Estimation of the Larger of Two Normal Means
• Estimation of the mean of a multivariate normal distribution
• GAP: a general framework for information pooling in two-sample sparse inference
• scientific article; zbMATH DE number 6378127 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Inadmissible estimators of normal quantiles and two-sample problems with additional information
• Introduction to solid state physics
• Nonpenalized variable selection in high-dimensional linear model settings via generalized fiducial inference
• On estimating the common mean of two normal distributions
• On predictive density estimation with additional information
• Optimal Bayesian Transfer Learning
• Optimal filtering of square-integrable signals in Gaussian noise
• Penalising model component complexity: a principled, practical approach to constructing priors
• Precise high-dimensional asymptotics for quantifying heterogeneous transfers
• Shrinkage priors for Bayesian penalized regression
• The Asymptotic Normality of Two Test Statistics Associated with the Two-Sample Problem
• The Bayesian elastic net
• The EAS approach to variable selection for multivariate response data in high-dimensional settings
• The horseshoe estimator: posterior concentration around nearly black vectors
• The horseshoe+ estimator of ultra-sparse signals
• Transfer Learning for High-Dimensional Linear Regression: Prediction, Estimation and Minimax Optimality

This page was built for publication: A Bayesian shrinkage estimator for transfer learning

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7304381)