Informative co-data learning for high-dimensional Horseshoe regression
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Cites work
- Achieving shrinkage in a time-varying parameter model framework
- Bayesian Analysis of Binary and Polychotomous Response Data
- Better prediction by use of co-data: adaptive group-regularized ridge regression
- Coupling-based convergence assessment of some Gibbs samplers for high-dimensional Bayesian regression with shrinkage priors
- Covariances, robustness, and variational Bayes
- Decoupling shrinkage and selection in Bayesian linear models: a posterior summary perspective
- Dynamic shrinkage processes
- Dynamic variable selection with spike-and-slab process priors
- Flexible co-data learning for high-dimensional prediction
- Group inverse-gamma gamma shrinkage for sparse linear models with block-correlated regressors
- scientific article; zbMATH DE number 2061729 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Learning from a lot: empirical Bayes for high-dimensional model-based prediction
- Model Selection and Estimation in Regression with Grouped Variables
- On numerical aspects of Bayesian model selection in high and ultrahigh-dimensional settings
- Sparsity information and regularization in the horseshoe and other shrinkage priors
- The horseshoe estimator for sparse signals
- Time-varying sparsity in dynamic regression models
- Variational inference for Dirichlet process mixtures
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