Bayesian linear regression with sparse priors (Q888501)

From MaRDI portal

Jump to:navigation, search

scientific article

Language	Label	Description	Also known as
English	Bayesian linear regression with sparse priors	scientific article

Statements

scholarly article

0 references

Bayesian linear regression with sparse priors (English)

0 references

Ismaël Castillo

0 references

Johannes Schmidt-Hieber

0 references

Aad W. van der Vaart

0 references

The Annals of Statistics

0 references

publication date

30 October 2015

0 references

full work available at URL

https://arxiv.org/abs/1403.0735

0 references

https://projecteuclid.org/euclid.aos/1438606851

0 references

zbMATH Keywords

Bayesian inference

0 references

sparsity

0 references

describes a project that uses

0 references

0 references

0 references

0 references

MaRDI profile type

MaRDI publication profile

0 references

Adapting to unknown sparsity by controlling the false discovery rate

0 references

MAP model selection in Gaussian regression

0 references

Estimation and variable selection with exponential weights

0 references

Oracle convergence rate of posterior under projection prior and Bayesian model selection

0 references

Simultaneous analysis of Lasso and Dantzig selector

0 references

Evolutionary stochastic search for Bayesian model exploration

0 references

Correlated variables in regression: clustering and sparse estimation

0 references

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

0 references

Sparsity oracle inequalities for the Lasso

0 references

Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices

0 references

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

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

Aggregation by Exponential Weighting and Sharp Oracle Inequalities

0 references

On Bayesian model and variable selection using MCMC

0 references

Stable recovery of sparse overcomplete representations in the presence of noise

0 references

The Variable Selection Problem

0 references

Calibration and empirical Bayes variable selection

0 references

Convergence rates of posterior distributions.

0 references

Inference with normal-gamma prior distributions in regression problems

0 references

Bayesian lasso regression

0 references

Shotgun Stochastic Search for “Large<i>p</i>” Regression

0 references

Spike and slab variable selection: frequentist and Bayesian strategies

0 references

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

0 references

Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion

0 references

Information Theory and Mixing Least-Squares Regressions

0 references

Bayesian Variable Selection in Structured High-Dimensional Covariate Spaces With Applications in Genomics

0 references

Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators

0 references

Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector

0 references

Bayesian Variable Selection in Linear Regression

0 references

Exponential screening and optimal rates of sparse estimation

0 references

Sparse estimation by exponential weighting

0 references

EMVS: The EM Approach to Bayesian Variable Selection

0 references

Sequential Monte Carlo on large binary sampling spaces

0 references

Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem

0 references

Bayesian variable selection via particle stochastic search

0 references

0 references

On higher order isotropy conditions and lower bounds for sparse quadratic forms

0 references

On the conditions used to prove oracle results for the Lasso

0 references

On Variational Bayes Estimation and Variational Information Criteria for Linear Regression Models

0 references

Efficient Empirical Bayes Variable Selection and Estimation in Linear Models

0 references

Nearly unbiased variable selection under minimax concave penalty

0 references

The sparsity and bias of the LASSO selection in high-dimensional linear regression

0 references

0 references

Identifiers

zbMATH Open document ID

0 references

10.1214/15-AOS1334

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

zbMATH DE Number

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:888501

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q888501&oldid=36209913"