Spike and slab Bayesian sparse principal component analysis (Q6570347)

scientific article; zbMATH DE number 7879281

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English	Spike and slab Bayesian sparse principal component analysis	scientific article; zbMATH DE number 7879281

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instance of

scholarly article

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title

Spike and slab Bayesian sparse principal component analysis (English)

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Statistics and Computing

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publication date

10 July 2024

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zbMATH Keywords

Bayesian SPCA

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spike and slab prior

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variational inference

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parameter expansion

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MaRDI profile type

MaRDI publication profile

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cites work

Heterogeneous large datasets integration using Bayesian factor regression

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Empirical Bayes oracle uncertainty quantification for regression

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Bayesian variable selection for globally sparse probabilistic PCA

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Optimal estimation and rank detection for sparse spiked covariance matrices

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Scalable variational inference for Bayesian variable selection in regression, and its accuracy in genetic association studies

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On spike and slab empirical Bayes multiple testing

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Bayesian linear regression with sparse priors

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Spike and slab empirical Bayes sparse credible sets

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

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Q4139463

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Sparse principal component analysis via variable projection

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Rate-optimal posterior contraction for sparse PCA

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On the use of non-local prior densities in Bayesian hypothesis tests

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On consistency and sparsity for principal components analysis in high dimensions

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

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Parameter expansion to accelerate EM: the PX-EM algorithm

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Empirical Bayes posterior concentration in sparse high-dimensional linear models

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Empirical priors and coverage of posterior credible sets in a sparse normal mean model

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Bayesian method for causal inference in spatially-correlated multivariate time series

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Bayesian linear regression for multivariate responses under group sparsity

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Posterior contraction in sparse Bayesian factor models for massive covariance matrices

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Asymptotics of sample eigenstructure for a large dimensional spiked covariance model

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Multivariate Bayesian structural time series model

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Multivariate time series analysis from a Bayesian machine learning perspective

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Variational Bayes for High-Dimensional Linear Regression With Sparse Priors

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Bayesian estimation of sparse signals with a continuous spike-and-slab prior

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EMVS: the EM approach to Bayesian variable selection

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The spike-and-slab LASSO

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Incorporating grouping information in Bayesian variable selection with applications in genomics

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Selective factor extraction in high dimensions

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Uncertainty quantification for the horseshoe (with discussion)

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Frequentist consistency of variational Bayes

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Bayesian sparse spiked covariance model with a continuous matrix shrinkage prior

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\(\alpha\)-variational inference with statistical guarantees

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Model Selection and Estimation in Regression with Grouped Variables

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Convergence rates of variational posterior distributions

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Identifiers

zbMATH Open document ID

1541.62015

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Mathematics Subject Classification ID

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10.1007/S11222-024-10430-8

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Sitelinks

Mathematics(1 entry)

mardi Publication:6570347