Adaptive posterior mode estimation of a sparse sequence for model selection

DOI10.1111/J.1467-9469.2009.00654.XMaRDI QIDQ3077759zbMATH OpenOpenAlexFDO

Authors S. Sardy

Publication date 22 February 2011

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9469.2009.00654.x

zbMATH Keywords

generalized linear modelinformation criterionshrinkageStein unbiased risk estimatorSubbotin priorthresholding

Mathematics Subject Classification ID

Bayesian inference (62F15) Generalized linear models (logistic models) (62J12)

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Cites work

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• Some Comments on C P
• The Adaptive Lasso and Its Oracle Properties
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(5)

• Wavelet-based robust estimation and variable selection in nonparametric additive models
• Thresholding tests based on affine Lasso to achieve non-asymptotic nominal level and high power under sparse and dense alternatives in high dimension
• Density estimation by total variation penalized likelihood driven by the sparsity l₁ information criterion
• Smooth blockwise iterative thresholding: a smooth fixed point estimator based on the likelihood's block gradient
• On the posterior median estimators of possibly sparse sequences

Describes a project that uses

Uses Software

• EBayesThresh

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