Lasso meets horseshoe: a survey (Q2292393)

!

This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:

Lasso meets horseshoe: a survey

scientific article; zbMATH DE number 7162130

Language	Label	Description	Also known as
default for all languages	No label defined
English	Lasso meets horseshoe: a survey	scientific article; zbMATH DE number 7162130

Statements

instance of

scholarly article

0 references

title

Lasso meets horseshoe: a survey (English)

0 references

0 references

0 references

0 references

0 references

0 references

3 February 2020

0 references

full work available at URL

https://arxiv.org/abs/1706.10179

0 references

https://projecteuclid.org/euclid.ss/1570780977

0 references

zbMATH Keywords

global-local priors

0 references

horseshoe

0 references

horseshoe+

0 references

hyper-parameter tuning

0 references

Lasso

0 references

regression

0 references

regularization

0 references

sparsity

0 references

describes a project that uses

0 references

0 references

0 references

0 references

0 references

0 references

0 references

0 references

0 references

0 references

0 references

0 references

0 references

0 references

0 references

MaRDI publication profile

0 references

cites work

Q4768455

0 references

Generalized double Pareto shrinkage

0 references

Posterior consistency in linear models under shrinkage priors

0 references

Needles and straw in a haystack: robust confidence for possibly sparse sequences

0 references

Square-root lasso: pivotal recovery of sparse signals via conic programming

0 references

Default Bayesian analysis with global-local shrinkage priors

0 references

Prediction risk for the horseshoe regression

0 references

The horseshoe+ estimator of ultra-sparse signals

0 references

Dirichlet-Laplace priors for optimal shrinkage

0 references

A lasso for hierarchical interactions

0 references

Asymptotic Bayes-optimality under sparsity of some multiple testing procedures

0 references

Statistics for high-dimensional data. Methods, theory and applications.

0 references

The restricted isometry property and its implications for compressed sensing

0 references

The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).

0 references

The Power of Convex Relaxation: Near-Optimal Matrix Completion

0 references

The horseshoe estimator for sparse signals

0 references

Bayesian linear regression with sparse priors

0 references

Needles and straw in a haystack: posterior concentration for possibly sparse sequences

0 references

Bootstrapping Lasso estimators

0 references

A lava attack on the recovery of sums of dense and sparse signals

0 references

Larger posterior mode wavelet thresholding and applications

0 references

Bayesian inference on quasi-sparse count data

0 references

Asymptotic properties of Bayes risk for the horseshoe prior

0 references

Compressed sensing

0 references

Ideal spatial adaptation by wavelet shrinkage

0 references

Adapting to Unknown Smoothness via Wavelet Shrinkage

0 references

Q4203244

0 references

Microarrays, empirical Bayes and the two-groups model

0 references

Large-scale inference. Empirical Bayes methods for estimation, testing, and prediction

0 references

Least angle regression. (With discussion)

0 references

Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

0 references

Sparse inverse covariance estimation with the graphical lasso

0 references

Pathwise coordinate optimization

0 references

Understanding predictive information criteria for Bayesian models

0 references

The Variable Selection Problem

0 references

Calibration and empirical Bayes variable selection

0 references

Convergence rates of posterior distributions.

0 references

Asymptotic optimality of one-group shrinkage priors in sparse high-dimensional problems

0 references

Asymptotic properties of Bayes risk of a general class of shrinkage priors in multiple hypothesis testing under sparsity

0 references

Computationally convenient distributional assumptions for common-value auctions

0 references

Shrinkage regression for multivariate inference with missing data, and an application to portfolio balancing

0 references

Inference with normal-gamma prior distributions in regression problems

0 references

Efficient Sampling for Gaussian Linear Regression With Arbitrary Priors

0 references

Elastic net regression modeling with the orthant normal prior

0 references

Q5251797

0 references

Ridge Regression: Biased Estimation for Nonorthogonal Problems

0 references

Spike and slab variable selection: frequentist and Bayesian strategies

0 references

Estimation with quadratic loss.

0 references

An introduction to statistical learning. With applications in R

0 references

Confidence Intervals and Hypothesis Testing for High-Dimensional Regression

0 references

Q5648270

0 references

Needles and straw in haystacks: Empirical Bayes estimates of possibly sparse sequences

0 references

Dynamic shrinkage processes

0 references

Honest confidence regions for nonparametric regression

0 references

The Graphical Horseshoe Estimator for Inverse Covariance Matrices

0 references

Asymptotic properties of Lasso+mLS and Lasso+Ridge in sparse high-dimensional linear regression

0 references

DOLDA: a regularized supervised topic model for high-dimensional multi-class regression

0 references

SparseNet: coordinate descent with nonconvex penalties

0 references

Spectral regularization algorithms for learning large incomplete matrices

0 references

Bayesian Variable Selection in Linear Regression

0 references

Tree ensembles with rule structured horseshoe regularization

0 references

Confidence sets in sparse regression

0 references

Comparison of Bayesian predictive methods for model selection

0 references

Sparsity information and regularization in the horseshoe and other shrinkage priors

0 references

Local shrinkage rules, Lévy processes and regularized regression

0 references

On the half-Cauchy prior for a global scale parameter

0 references

Proximal algorithms in statistics and machine learning

0 references

The spike-and-slab LASSO

0 references

Q3237829

0 references

Scaled sparse linear regression

0 references

GPU-accelerated Gibbs sampling: a case study of the horseshoe probit model

0 references

Bayesian comparison of means of a mixed model with application to regression analysis

0 references

Q4864293

0 references

The solution path of the generalized lasso

0 references

Sparsity and Smoothness Via the Fused Lasso

0 references

Q5515676

0 references

Convergence of a block coordinate descent method for nondifferentiable minimization

0 references

On asymptotically optimal confidence regions and tests for high-dimensional models

0 references

The horseshoe estimator: posterior concentration around nearly black vectors

0 references

Conditions for posterior contraction in the sparse normal means problem

0 references

Uncertainty quantification for the horseshoe (with discussion)

0 references

Adaptive posterior contraction rates for the horseshoe

0 references

A penalized matrix decomposition, with applications to sparse principal components and canonical correlation analysis

0 references

Model Selection and Estimation in Regression with Grouped Variables

0 references

Nearly unbiased variable selection under minimax concave penalty

0 references

Confidence intervals for low dimensional parameters in high dimensional linear models

0 references

Q3174050

0 references

The Adaptive Lasso and Its Oracle Properties

0 references

Regularization and Variable Selection Via the Elastic Net

0 references

Identifiers

zbMATH Open document ID

1429.62308

0 references

DOI

10.1214/19-STS700

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:2292393