Advances in Bayesian model selection consistency for high-dimensional generalized linear models
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Cites work
- A Bound on Tail Probabilities for Quadratic Forms in Independent Random Variables
- A tail inequality for quadratic forms of subgaussian random vectors
- Adaptive posterior contraction rates for the horseshoe
- Advances in Bayesian model selection consistency for high-dimensional generalized linear models
- An adaptive MCMC method for Bayesian variable selection in logistic and accelerated failure time regression models
- Analysis of multi-stage convex relaxation for sparse regularization
- Approximate Laplace Approximations for Scalable Model Selection
- Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector
- Bayesian Bootstrap Spike-and-Slab LASSO
- Bayesian estimation of sparse signals with a continuous spike-and-slab prior
- Bayesian fractional posteriors
- Bayesian group selection in logistic regression with application to MRI data analysis
- Bayesian inference on hierarchical nonlocal priors in generalized linear models
- Bayesian linear regression with sparse priors
- Bayesian model selection in high-dimensional settings
- Bayesian nonparametrics
- Bayesian sparse linear regression with unknown symmetric error
- Bayesian variable selection with shrinking and diffusing priors
- Concentration inequalities for polynomials in \(\alpha\)-sub-exponential random variables
- Concentration of tempered posteriors and of their variational approximations
- Convergence rates of posterior distributions for non iid observations
- Convergence rates of posterior distributions.
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
- Data-driven priors and their posterior concentration rates
- Direct Gibbs posterior inference on risk minimizers: construction, concentration, and calibration
- Empirical Bayes inference in sparse high-dimensional generalized linear models
- Empirical Bayes oracle uncertainty quantification for regression
- Empirical Bayes posterior concentration in sparse high-dimensional linear models
- Empirical priors and coverage of posterior credible sets in a sparse normal mean model
- Empirical priors for prediction in sparse high-dimensional linear regression
- Extended BIC for small-n-large-P sparse GLM
- Fundamentals of nonparametric Bayesian inference
- Gibbs posterior concentration rates under sub-exponential type losses
- High-dimensional generalized linear models and the lasso
- High-dimensional Ising model selection with Bayesian information criteria
- High-dimensional statistics. A non-asymptotic viewpoint
- scientific article; zbMATH DE number 47310 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 6438182 (Why is no real title available?)
- Inconsistency of Bayesian inference for misspecified linear models, and a proposal for repairing it
- Information-Theoretic Limits on Sparsity Recovery in the High-Dimensional and Noisy Setting
- Information-theoretic upper and lower bounds for statistical estimation
- Laplace approximation in high-dimensional Bayesian regression
- Needles and straw in a haystack: posterior concentration for possibly sparse sequences
- Nonconcave Penalized Likelihood With NP-Dimensionality
- On Bayesian consistency
- On the computational complexity of high-dimensional Bayesian variable selection
- Parametric estimation. Finite sample theory
- Penalized maximum likelihood estimation and effective dimension
- Posterior contraction in sparse generalized linear models
- Scalable Bayesian variable selection using nonlocal prior densities in ultrahigh-dimensional settings
- Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
- Shotgun Stochastic Search for “Largep” Regression
- Skinny Gibbs: a consistent and scalable Gibbs sampler for model selection
- SparseNet: coordinate descent with nonconvex penalties
- Sparsity information and regularization in the horseshoe and other shrinkage priors
- Spike and slab variable selection: frequentist and Bayesian strategies
- Statistics for high-dimensional data. Methods, theory and applications.
- Support recovery without incoherence: a case for nonconvex regularization
- The Adaptive Lasso and Its Oracle Properties
- The horseshoe estimator for sparse signals
- The spike-and-slab LASSO
- The Variable Selection Problem
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variational Bayes for High-Dimensional Linear Regression With Sparse Priors
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