Bayesian lasso regression
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(only showing first 100 items - show all)- Bayesian adaptive Lasso
- Bayesian sparse graphical models and their mixtures
- scientific article; zbMATH DE number 5971199 (Why is no real title available?)
- A new Bayesian Lasso
- Uncertainty Quantification for Modern High-Dimensional Regression via Scalable Bayesian Methods
- The structured elastic net for quantile regression and support vector classification
- Estimation, prediction and inference for the LASSO random effects model
- A new Bayesian Lasso and ridge regression with a practically meaningful parameterization and a simple weakly informative prior
- Bayesian Variable Selections for Probit Models with Componentwise Gibbs Samplers
- Estimation of stationary autoregressive models with the Bayesian LASSO
- Bayesian model and dimension reduction for uncertainty propagation: applications in random media
- The Bayesian elastic net regression
- Composite optimization with coupling constraints via dual proximal gradient method with applications to asynchronous networks
- The R2D2 Prior for Generalized Linear Mixed Models
- On regularization of generalized maximum entropy for linear models
- Bayesian empirical likelihood and variable selection for censored linear model with applications to acute myelogenous leukemia data
- Variance prior forms for high-dimensional Bayesian variable selection
- Shrinkage priors for Bayesian penalized regression
- Semiparametric normal transformation joint model of multivariate longitudinal and bivariate time-to-event data
- Bayesian adaptive Lasso for additive hazard regression with current status data
- Compound Poisson processes, latent shrinkage priors and Bayesian nonconvex penalization
- Efficient Sampling for Gaussian Linear Regression With Arbitrary Priors
- Bayesian reciprocal LASSO quantile regression
- The Bayesian adaptive Lasso regression
- A Bayesian parametrized method for interval-valued regression models
- A study of variable selection using \(g\)-prior distribution with ridge parameter
- Multilevel heterogeneous factor analysis and application to ecological momentary assessment
- Bayesian nonlinear quantile regression approach for longitudinal ordinal data
- Bayesian \(l_0\)-regularized least squares
- A majorization-minimization approach to variable selection using spike and slab priors
- Nearly optimal Bayesian shrinkage for high-dimensional regression
- Posterior model consistency in high-dimensional Bayesian variable selection with arbitrary priors
- L1 LASSO Modeling and Its Bayesian Inference
- Bayesian Lasso with neighborhood regression method for Gaussian graphical model
- Inference with normal-gamma prior distributions in regression problems
- On Bayesian lasso variable selection and the specification of the shrinkage parameter
- Sampling constrained probability distributions using spherical augmentation
- Bayes and empirical Bayes methods for reduced rank regression models in matched case-control studies
- Bayesian regularized regression based on composite quantile method
- Bayesian variable selection and coefficient estimation in heteroscedastic linear regression model
- Bayesian adaptive Lasso for quantile regression models with nonignorably missing response data
- Bayesian linear regression with sparse priors
- Bayesian quantile regression for single-index models
- Bayesian empirical likelihood for ridge and Lasso regressions
- Bayesian adaptive Lasso quantile regression
- On efficient calculations for Bayesian variable selection
- Bayesian Lasso: concentration and MCMC diagnosis
- Constrained estimation using penalization and MCMC
- An efficient Monte Carlo EM algorithm for Bayesian Lasso
- Lasso regression: estimation and shrinkage via the limit of Gibbs sampling
- Bayesian elastic net based on empirical likelihood
- Unsupervised Bayesian classification for models with scalar and functional covariates
- Sparse Bayesian linear regression using generalized normal priors
- Model-averaged _1 regularization using Markov chain Monte Carlo model composition
- On inclusion of covariates in model based dose finding clinical trial designs
- Sampling constrained continuous probability distributions: a review
- Bayesian statistics with a smile: a resampling-sampling perspective
- The Bayesian Lasso
- Hierarchical Bayesian Lasso for a negative binomial regression
- Predictive model selection criteria for Bayesian Lasso regression
- Model selection in binary and Tobit quantile regression using the Gibbs sampler
- Bayesian bridge regression
- Multiple imputation for longitudinal data using Bayesian Lasso imputation model
- Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation
- Bayesian variable selection and estimation in semiparametric joint models of multivariate longitudinal and survival data
- Bayesian regularization via graph Laplacian
- Bayesian rank penalization
- Bayesian shrinkage towards sharp minimaxity
- Robust Bayesian regularized estimation based on \(t\) regression model
- Bayesian model selection in ordinal quantile regression
- Variational Bayesian inference with Gaussian-mixture approximations
- A Bayesian Subset Specific Approach to Joint Selection of Multiple Graphical Models
- The reciprocal Bayesian Lasso
- Hierarchical Bayes, maximum a posteriori estimators, and minimax concave penalized likelihood estimation
- Improved return level estimation via a weighted likelihood, latent spatial extremes model
- Empirical Bayes analysis of RNA-seq data for detection of gene expression heterosis
- Partial correlation graphical LASSO
- Penalized regression, standard errors, and Bayesian Lassos
- Variable selection for BART: an application to gene regulation
- A graph Laplacian prior for Bayesian variable selection and grouping
- Bayesian adaptive lasso for the generalized Poisson hurdle model
- A comparative study on high-dimensional bayesian regression with binary predictors
- Bayesian quantile regression using the skew exponential power distribution
- Bayesian variable selection for mixed effects model with shrinkage prior
- Bayesian quantile regression for ordinal longitudinal data
- On the exponentially weighted aggregate with the Laplace prior
- Sparse regression modeling via the map Bayesian Lasso
- A characterization of Bayesian robustness for a normal location parameter
- A new Gibbs sampler for Bayesian lasso
- Bayesian hyper-Lassos with non-convex penalization
- Bayesian inferences on uncertain ranks and orderings: application to ranking players and lineups
- Bayesian Approaches to Shrinkage and Sparse Estimation
- Functional Horseshoe Priors for Subspace Shrinkage
- Posterior moments and quantiles for the normal location model with Laplace prior
- Testing Sparsity-Inducing Penalties
- Variable selection in linear-circular regression models
- Assessment of Case Influence in the Lasso with a Case-Weight Adjusted Solution Path
- scientific article; zbMATH DE number 5957506 (Why is no real title available?)
- Bayesian Cox regression for large-scale inference with applications to electronic health records
- Bayesian Bootstrap Spike-and-Slab LASSO
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