EBayesThresh
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Cited in
(only showing first 100 items - show all)- Covariance regularization by thresholding
- A universal procedure for aggregating estimators
- Wavelet denoising techniques with applications to experimental geophysical data
- Bayesian sigmoid shrinkage with improper variance priors and an application to wavelet denois\-ing
- A simple forward selection procedure based on false discovery rate control
- A data-driven block thresholding approach to wavelet estimation
- Bayesian automatic polynomial wavelet regression
- Some challenges for statistics
- Asymptotic equivalence and adaptive estimation for robust nonparametric regression
- CoRF
- LSCP
- npreg
- AS 10
- AWS
- Cross-validated wavelet block thresholding for non-Gaussian errors
- Simultaneous estimation based on empirical likelihood and general maximum likelihood estimation
- WaveThresh4
- wavelets
- Multiscale representation for irregularly spaced data
- Bayesian wavelet analysis using nonlocal priors with an application to fMRI analysis
- Empirical Bayes analysis of spike and slab posterior distributions
- Bayesian estimation of sparse signals with a continuous spike-and-slab prior
- Locally adaptive smoothing with Markov random fields and shrinkage priors
- Model uncertainty
- General empirical Bayes wavelet methods and exactly adaptive minimax estimation
- mixfdr
- wavethresh
- Needles and straw in haystacks: Empirical Bayes estimates of possibly sparse sequences
- blasso
- Robust wavelet estimation to eliminate simultaneously the effects of boundary problems, outliers, and correlated noise
- Space alternating penalized Kullback proximal point algorithms for maximizing likelihood with nondifferentiable penalty
- Needles and straw in a haystack: posterior concentration for possibly sparse sequences
- Hierarchical Bayes, maximum a posteriori estimators, and minimax concave penalized likelihood estimation
- Empirical Bayes scaling of Gaussian priors in the white noise model
- Some optimality properties of FDR controlling rules under sparsity
- Data-driven wavelet-Fisz methodology for nonparametric function estimation
- Penalized orthogonal-components regression for large \(p\) small \(n\) data
- Regression in random design and Bayesian warped wavelets estimators
- Penalized wavelets: embedding wavelets into semiparametric regression
- Cromwell
- SSS
- TIMP
- Waveslim
- PROcess
- Bayesian wavelet shrinkage with beta priors
- High-dimensional index volatility models via Stein's identity
- Minimax predictive density for sparse count data
- A semiparametric mixture method for local false discovery rate estimation from multiple studies
- On discrete priors and sparse minimax optimal predictive densities
- Spike and slab Pólya tree posterior densities: adaptive inference
- Estimation of nonparametric regression models by wavelets
- Sparse linear mixed model selection via streamlined variational Bayes
- A phase transition for finding needles in nonlinear haystacks with LASSO artificial neural networks
- On minimax optimality of sparse Bayes predictive density estimates
- WaveLab
- Empirical Bayes cumulative \(\ell\)-value multiple testing procedure for sparse sequences
- Thresholding tests based on affine Lasso to achieve non-asymptotic nominal level and high power under sparse and dense alternatives in high dimension
- spls
- Sampling properties of the Bayesian posterior mean with an application to WALS estimation
- Separable nonlinear least-squares parameter estimation for complex dynamic systems
- On change-point estimation under Sobolev sparsity
- Projective inference in high-dimensional problems: prediction and feature selection
- On the nonparametric maximum likelihood estimator for Gaussian location mixture densities with application to Gaussian denoising
- Empirical priors and coverage of posterior credible sets in a sparse normal mean model
- On spike and slab empirical Bayes multiple testing
- High dimension low sample size asymptotics of robust PCA
- Image denoising in steerable pyramid domain based on a local Laplace prior
- Spike and slab empirical Bayes sparse credible sets
- Needles and straw in a haystack: robust confidence for possibly sparse sequences
- Bayesian indicator variable selection to incorporate hierarchical overlapping group structure in multi-omics applications
- Lasso meets horseshoe: a survey
- Flexible, boundary adapted, nonparametric methods for the estimation of univariate piecewise-smooth functions
- EnviroStat
- EbayesThresh
- Comment: ``Bayes, oracle Bayes and empirical Bayes
- Entropy-based correlated shrinkage of spatial random processes
- Adaptive estimation over anisotropic functional classes via oracle approach
- \(\Lambda\)-neighborhood wavelet shrinkage
- Bayesian nonparametric clustering and association studies for candidate SNP observations
- Nonparametric empirical Bayes and compound decision approaches to estimation of a high-dimensional vector of normal means
- Empirical Bayes estimates for a two-way cross-classified model
- S+WAVELETS
- unbalhaar
- Good, great, or lucky? Screening for firms with sustained superior performance using heavy-tailed priors
- Geometric ergodicity for Bayesian shrinkage models
- Pointwise optimality of Bayesian wavelet estimators
- On optimality of Bayesian testimation in the normal means problem
- Empirical Bayes vs. fully Bayes variable selection
- On information pooling, adaptability and superefficiency in nonparametric function estimation
- On the sum of t and Gaussian random variables
- Adapting to unknown sparsity by controlling the false discovery rate
- Frequentist optimality of Bayesian wavelet shrinkage rules for Gaussian and non-Gaussian noise
- Testing in mixed-effects FANOVA models
- Empirical Bayes selection of wavelet thresholds
- Rcapture
- BGLR
- Minimax and adaptive inference in nonparametric function estimation
- Bayes procedures for adaptive inference in inverse problems for the white noise model
- Sparse estimation: an MMSE approach
- Bayesian variable selection and estimation for group Lasso
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