Consistent high-dimensional Bayesian variable selection via penalized credible regions
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Cites work
- A review of Bayesian variable selection methods: what, how and which
- A unified approach to model selection and sparse recovery using regularized least squares
- Asymptotic properties of bridge estimators in sparse high-dimensional regression models
- Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem
- Bayes Model Averaging with Selection of Regressors
- Bayesian Selection and Clustering of Polymorphisms in Functionally Related Genes
- Bayesian Variable Selection in Clustering High-Dimensional Data
- Calibration and empirical Bayes variable selection
- Consistency of objective Bayes factors as the model dimension grows
- DASSO: Connections Between the Dantzig Selector and Lasso
- Fixed and Random Effects Selection in Linear and Logistic Models
- Forward regression for ultra-high dimensional variable screening
- High-dimensional graphs and variable selection with the Lasso
- Least angle regression. (With discussion)
- Mixtures of g Priors for Bayesian Variable Selection
- Model Selection and Estimation in Regression with Grouped Variables
- One-step sparse estimates in nonconcave penalized likelihood models
- PCA Consistency for Non-Gaussian Data in High Dimension, Low Sample Size Context
- PCA consistency in high dimension, low sample size context
- Penalized orthogonal-components regression for large \(p\) small \(n\) data
- Regularization and Variable Selection Via the Elastic Net
- Simultaneous Regression Shrinkage, Variable Selection, and Supervised Clustering of Predictors with OSCAR
- Sparsity and Smoothness Via the Fused Lasso
- The Adaptive Lasso and Its Oracle Properties
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(41)- Bayesian variable selection with shrinking and diffusing priors
- Variable selection via penalized credible regions with Dirichlet-Laplace global-local shrinkage priors
- Variable selection using shrinkage priors
- Exponentially tilted likelihood inference on growing dimensional unconditional moment models
- Fast Bayesian variable selection for high dimensional linear models: marginal solo spike and slab priors
- Efficient Bayesian regularization for graphical model selection
- Uncertainty quantification for principal component regression
- Unified Bayesian theory of sparse linear regression with nuisance parameters
- Adaptive random neighbourhood informed Markov chain Monte Carlo for high-dimensional Bayesian variable selection
- Sparse linear mixed model selection via streamlined variational Bayes
- High-dimensional regression in practice: an empirical study of finite-sample prediction, variable selection and ranking
- Endogeneity in high dimensions
- Finite mixture of generalized semiparametric models: variable selection via penalized estimation
- Variable selection methods for penalized credible regions based on the Horseshoe+ prior
- Scalable Bayesian Regression in High Dimensions With Multiple Data Sources
- Confounder selection via penalized credible regions
- Sequential model averaging for high dimensional linear regression models
- Bayesian high-dimensional screening via MCMC
- Bayesian variable selection for logistic regression
- Bayesian inference in high-dimensional linear models using an empirical correlation-adaptive prior
- Accelerating a Gibbs sampler for variable selection on genomics data with summarization and variable pre-selection combining an array DBMS and R
- Fast Cross-validation for Multi-penalty High-dimensional Ridge Regression
- Asymptotic efficient semiparametric empirical Bayes estimation of multinomial responses
- Estimation of variance components, heritability and the ridge penalty in high-dimensional generalized linear models
- Joint Bayesian Variable and DAG Selection Consistency for High-dimensional Regression Models with Network-structured Covariates
- Skinny Gibbs: a consistent and scalable Gibbs sampler for model selection
- Bayesian Regression Using a Prior on the Model Fit: The R2-D2 Shrinkage Prior
- Bayesian Factor Analysis for Inference on Interactions
- Bayesian group selection in logistic regression with application to MRI data analysis
- Empirical Bayes inference in sparse high-dimensional generalized linear models
- Flexible co-data learning for high-dimensional prediction
- Bayesian approaches to variable selection: a comparative study from practical perspectives
- Efficient sparse high-dimensional linear regression with a partitioned empirical Bayes ECM algorithm
- Bayesian grouping-Gibbs sampling estimation of high-dimensional linear model with non-sparsity
- Bayesian variable selection on structured logistic-normal mixture models for subgroup analysis
- A conditional Bayesian approach with valid inference for high dimensional logistic regression
- Bayesian quantile regression for partially linear single-index model with longitudinal data
- Leveraging external information by guided adaptive shrinkage to improve variable selection in high-dimensional regression settings
- Variational inference for sparse Poisson regression
- Bayesian group fused priors for deciphering environmental regulation of abscission
- Strong selection consistency of Bayesian vector autoregressive models based on a pseudo-likelihood approach
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