Bayesian inference for high-dimensional linear regression under mnet priors
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Cites work
- scientific article; zbMATH DE number 1034042 (Why is no real title available?)
- scientific article; zbMATH DE number 795289 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A review of Bayesian variable selection methods: what, how and which
- A significance test for the lasso
- Bayesian Model Averaging for Linear Regression Models
- Bayesian Variable Selection in Linear Regression
- Bayesian model selection in high-dimensional settings
- Bayesian reduced rank regression in econometrics
- Bayesian variable selection in structured high-dimensional covariate spaces with applications in genomics
- Bayesian variable selection with related predictors
- Bayesian variable selection with shrinking and diffusing priors
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
- Efficient Empirical Bayes Variable Selection and Estimation in Linear Models
- Elastic net regression modeling with the orthant normal prior
- Empirical Bayes Gibbs sampling
- Empirical Bayes selection of wavelet thresholds
- Markov chains and de-initializing processes
- Mixtures of g Priors for Bayesian Variable Selection
- Nearly unbiased variable selection under minimax concave penalty
- Nonparametric regression using Bayesian variable selection
- On Bayesian model and variable selection using MCMC
- On adaptive Markov chain Monte Carlo algorithms
- Regularization and Variable Selection Via the Elastic Net
- Spike and slab variable selection: frequentist and Bayesian strategies
- The Bayesian Lasso
- The Bayesian elastic net
- The Mnet method for variable selection
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Weak convergence and optimal scaling of random walk Metropolis algorithms
Cited in
(5)- High-dimensional linear regression with hard thresholding regularization: theory and algorithm
- A novel Bayesian computational approach for bridge-randomized quantile regression in high dimensional models
- A primal dual active set with continuation algorithm for high-dimensional nonconvex SICA-penalized regression
- Bayesian inference in high-dimensional linear models using an empirical correlation-adaptive prior
- Truncated \(L_1\) regularized linear regression: theory and algorithm
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