Bayesian grouping-Gibbs sampling estimation of high-dimensional linear model with non-sparsity

DOI10.1016/J.CSDA.2024.108072MaRDI QIDQ6955444zbMATH OpenFDO

Authors Shanshan Qin, Guanlin Zhang, Yuehua Wu, Zhongyi Zhu

Publication date 22 July 2025

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.CSDA.2024.108072

zbMATH Keywords

Bayesian grouping-Gibbs samplinghigh-dimensionallinear regressionnon-sparse

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cites work

• A tail inequality for quadratic forms of subgaussian random vectors
• Asymptotic properties on high-dimensional multivariate regression M-estimation
• Bayesian group selection in logistic regression with application to MRI data analysis
• Bayesian model selection in high-dimensional settings
• Bayesian variable selection and estimation for group Lasso
• Bayesian variable selection in structured high-dimensional covariate spaces with applications in genomics
• Bayesian variable selection regression of multivariate responses for group data
• Calibration and empirical Bayes variable selection
• Consistent high-dimensional Bayesian variable selection via penalized credible regions
• Handbook of Markov Chain Monte Carlo
• scientific article; zbMATH DE number 1085980 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Mixtures of g Priors for Bayesian Variable Selection
• Model Selection and Estimation in Regression with Grouped Variables
• Nearly unbiased variable selection under minimax concave penalty
• Simultaneous Grouping Pursuit and Feature Selection Over an Undirected Graph
• Simultaneous supervised clustering and feature selection over a graph
• Skinny Gibbs: a consistent and scalable Gibbs sampler for model selection
• Sparsity and Smoothness Via the Fused Lasso
• Spike and Slab Gene Selection for Multigroup Microarray Data
• The Adaptive Lasso and Its Oracle Properties
• The Bayesian Lasso
• Variable selection for partially linear models via Bayesian subset modeling with diffusing prior
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

This page was built for publication: Bayesian grouping-Gibbs sampling estimation of high-dimensional linear model with non-sparsity

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6955444)