Adaptive Bayesian SLOPE: Model Selection With Incomplete Data
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Cites work
- A well-conditioned estimator for large-dimensional covariance matrices
- Adaptive robust variable selection
- Bayesian estimation of sparse signals with a continuous spike-and-slab prior
- CoCoLasso for high-dimensional error-in-variables regression
- Controlling the false discovery rate via knockoffs
- Convergence of a stochastic approximation version of the EM algorithm
- Distributed optimization and statistical learning via the alternating direction method of multipliers
- EMVS: the EM approach to Bayesian variable selection
- False discoveries occur early on the Lasso path
- Generating missing values for simulation purposes: a multivariate amputation procedure
- Group SLOPE – Adaptive Selection of Groups of Predictors
- High-dimensional regression with noisy and missing data: provable guarantees with nonconvexity
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- Inference and missing data
- Logistic regression with missing covariates -- parameter estimation, model selection and prediction within a joint-modeling framework
- Model selection criteria for missing-data problems using the EM algorithm
- On the conditions used to prove oracle results for the Lasso
- Panning for Gold: ‘Model-X’ Knockoffs for High Dimensional Controlled Variable Selection
- Penalized pairwise pseudo likelihood for variable selection with nonignorable missing data
- Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
- SLOPE is adaptive to unknown sparsity and asymptotically minimax
- Slope meets Lasso: improved oracle bounds and optimality
- SLOPE-adaptive variable selection via convex optimization
- Statistical analysis with missing data
- The Adaptive Lasso and Its Oracle Properties
- The spike-and-slab LASSO
- Variable selection and prediction with incomplete high-dimensional data
- Variable Selection with Incomplete Covariate Data
Cited in
(10)- High-dimensional sparse index tracking based on a multi-step convex optimization approach
- Probabilistic-learning-based stochastic surrogate model from small incomplete datasets for nonlinear dynamical systems
- Polynomial-chaos-based conditional statistics for probabilistic learning with heterogeneous data applied to atomic collisions of helium on graphite substrate
- Regression with variable dimension covariates
- Pattern recovery by SLOPE
- Efficient sparse high-dimensional linear regression with a partitioned empirical Bayes ECM algorithm
- Sparse high-dimensional linear mixed modeling with a partitioned empirical Bayes ECM algorithm
- A Bayesian hybrid method for the analysis of generalized linear models with missing-not-at-random covariates
- A Projection Approach to Local Regression with Variable-Dimension Covariates
- Choosing the number of factors in factor analysis with incomplete data via a novel hierarchical Bayesian information criterion
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