Bayesian Trend Filtering via Proximal Markov Chain Monte Carlo (Q6180725)

scientific article; zbMATH DE number 7792030

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English	Bayesian Trend Filtering via Proximal Markov Chain Monte Carlo	scientific article; zbMATH DE number 7792030

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instance of

scholarly article

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title

Bayesian Trend Filtering via Proximal Markov Chain Monte Carlo (English)

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Journal of Computational and Graphical Statistics

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publication date

22 January 2024

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full work available at URL

https://arxiv.org/abs/2201.00092

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zbMATH Keywords

convex optimization

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epigraphs

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Moreau-Yosida envelope

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Hamiltonian Monte Carlo

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trend filtering

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MaRDI profile type

MaRDI publication profile

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cites work

Q5658961

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First-order methods in optimization

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The horseshoe estimator for sparse signals

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An algorithm for total variation minimization and applications

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A first-order primal-dual algorithm for convex problems with applications to imaging

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Fixed-point algorithms for inverse problems in science and engineering. Based on the presentations at the interdisciplinary workshop, BIRS, Banff, Canada, November 1--6, 2009.

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Maximum likelihood estimation of regularization parameters in high-dimensional inverse problems: an empirical Bayesian approach. II: Theoretical analysis

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Efficient Bayesian computation by proximal Markov chain Monte Carlo: when Langevin meets Moreau

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A proximal Markov chain Monte Carlo method for Bayesian inference in imaging inverse problems: when Langevin meets Moreau

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Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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Locally adaptive smoothing with Markov random fields and shrinkage priors

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The Split Bregman Method for L1-Regularized Problems

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The Support Reduction Algorithm for Computing Non‐Parametric Function Estimates in Mixture Models

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The no-U-turn sampler: adaptively setting path lengths in Hamiltonian Monte Carlo

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$\ell_1$ Trend Filtering

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Dynamic shrinkage processes

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Bayesian analysis of shape-restricted functions using Gaussian process priors

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A variable selection approach to monotonic regression with Bernstein polynomials

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Bayesian estimation and inference for generalised partial linear models using shape-restricted splines

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MCMC using Hamiltonian dynamics

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Bayesian Isotonic Regression and Trend Analysis

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The Bayesian Lasso

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Proximal Markov chain Monte Carlo algorithms

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Accelerating Proximal Markov Chain Monte Carlo by Using an Explicit Stabilized Method

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Exponential convergence of Langevin distributions and their discrete approximations

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Nonlinear total variation based noise removal algorithms

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Gaussian Markov Random Fields

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Splines in higher order TV regularization

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Sparsity and Smoothness Via the Fused Lasso

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Adaptive piecewise polynomial estimation via trend filtering

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Multivariate output analysis for Markov chain Monte Carlo

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Maximum likelihood estimation of regularization parameters in high-dimensional inverse problems: an empirical Bayesian approach. I: Methodology and experiments

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Nearly unbiased variable selection under minimax concave penalty

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Identifiers

arXiv ID

2201.00092

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DOI

10.1080/10618600.2023.2170089

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6180725