Bayesian regression based on principal components for high-dimensional data

DOI10.1016/J.JMVA.2013.02.002MaRDI QIDQ391598zbMATH OpenOpenAlexFDO

Authors Jaeyong Lee, Hee-Seok Oh

Publication date 10 January 2014

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2013.02.002

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Bayesian inference (62F15) Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05) Applications of statistics to environmental and related topics (62P12)

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Cites work

• A Strong Law for B-Valued Arrays
• Asymptotic normality of posterior distributions in high-dimensional linear models
• Bayesian aspects of some nonparametric problems
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• Estimation with quadratic loss.
• scientific article; zbMATH DE number 4070082 (Why is no real title available?)
• scientific article; zbMATH DE number 1313655 (Why is no real title available?)
• scientific article; zbMATH DE number 1034037 (Why is no real title available?)
• Normal approximation to the posterior distribution for generalized linear models with many covariates
• Optimal predictive model selection.
• Principal component analysis.
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• Stein estimation -- a review
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Cited in

(8)

• Sampling properties of the Bayesian posterior mean with an application to WALS estimation
• Necessary and sufficient conditions for high-dimensional posterior consistency under \(g\)-priors
• scientific article; zbMATH DE number 1304258 (Why is no real title available?)
• Spatially dependent multiple testing under model misspecification, with application to detection of anthropogenic influence on extreme climate events
• High-dimensional posterior consistency in Bayesian vector autoregressive models
• Bayesian compressed regression
• The conditionality principle in high-dimensional regression
• An automatic robust Bayesian approach to principal component regression

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