| Publication | Date of Publication | Type |
|---|
| Comment: Regularization via Bayesian Penalty Mixing | 2024-11-12 | Paper |
| Andreas Buja, Richard A. Berk, Arun K. Kuchibhotla, Linda Zhao and Ed George's contribution to the discussion of `Assumption-lean inference for generalised linear model parameters' by Vansteelandt and Dukes | 2024-09-10 | Paper |
| Influential Observations in Bayesian Regression Tree Models | 2024-06-10 | Paper |
| MuSP: a multistep screening procedure for sparse recovery | 2024-05-21 | Paper |
| mBART: multidimensional monotone BART | 2024-02-27 | Paper |
| The Median probability model and correlated variables | 2024-02-21 | Paper |
| Optimal shrinkage estimation of predictive densities under \(\alpha\)-divergences | 2024-02-21 | Paper |
| UNIFORM-IN-SUBMODEL BOUNDS FOR LINEAR REGRESSION IN A MODEL-FREE FRAMEWORK | 2024-01-09 | Paper |
| Crime in Philadelphia: Bayesian Clustering with Particle Optimization | 2023-07-04 | Paper |
| Uniform Correlation Mixture of Bivariate Normal Distributions and Hypercubically Contoured Densities That Are Marginally Normal | 2023-02-15 | Paper |
| Assumption Lean Regression | 2022-12-14 | Paper |
| Ensemble minimaxity of James-Stein estimators | 2022-06-22 | Paper |
| Posterior Odds with a Generalized Hyper-g-Prior | 2022-05-31 | Paper |
| Variable Selection and Interaction Detection with Bayesian Additive Regression Trees | 2022-05-27 | Paper |
| Spike-and-Slab Meets LASSO: A Review of the Spike-and-Slab LASSO | 2022-05-27 | Paper |
| Simultaneous Variable and Covariance Selection With the Multivariate Spike-and-Slab LASSO | 2022-03-28 | Paper |
| Charles Stein and invariance: beginning with the Hunt-Stein theorem | 2021-12-03 | Paper |
| Spike-and-slab Lasso biclustering | 2021-10-14 | Paper |
| Modern variable selection in action: comment on the papers by HTT and BPV | 2021-02-08 | Paper |
| Valid post-selection inference in model-free linear regression | 2020-12-14 | Paper |
| Models as approximations. II. A model-free theory of parametric regression | 2020-08-26 | Paper |
| Models as approximations. I. Consequences illustrated with linear regression | 2020-08-26 | Paper |
| Rejoinder: Models as approximations | 2020-08-26 | Paper |
| Variance prior forms for high-dimensional Bayesian variable selection | 2020-01-29 | Paper |
| The Spike-and-Slab LASSO | 2018-10-23 | Paper |
| EMVS: The EM Approach to Bayesian Variable Selection | 2017-08-04 | Paper |
| Bayesian Penalty Mixing: The Case of a Non-separable Penalty | 2017-01-19 | Paper |
| Bayesian stochastic search for VAR model restrictions | 2016-06-03 | Paper |
| From minimax shrinkage estimation to minimax shrinkage prediction | 2016-02-18 | Paper |
| Bayesian forecasting of prepayment rates for individual pools of mortgages | 2016-02-16 | Paper |
| Model-based analysis of concept maps | 2016-02-16 | Paper |
| Comment on article by Monni and Tadesse | 2016-02-12 | Paper |
| Uniform Correlation Mixture of Bivariate Normal Distributions and Hypercubically-contoured Densities That Are Marginally Normal | 2015-11-19 | Paper |
| Bayesian prediction with adaptive ridge estimators | 2015-07-30 | Paper |
| Negotiating multicollinearity with spike-and-slab priors | 2015-01-28 | Paper |
| Variable selection for BART: an application to gene regulation | 2014-12-17 | Paper |
| A tribute to Ingram Olkin | 2012-09-01 | Paper |
| Optimal pricing using online auction experiments: a Pólya tree approach | 2012-04-20 | Paper |
| Fully Bayes factors with a generalized \(g\)-prior | 2012-02-21 | Paper |
| BART: Bayesian additive regression trees | 2010-06-23 | Paper |
| BART: Bayesian additive regression trees | 2010-03-01 | Paper |
| PREDICTIVE DENSITY ESTIMATION FOR MULTIPLE REGRESSION | 2009-06-11 | Paper |
| Admissible predictive density estimation | 2008-07-01 | Paper |
| Empirical Bayes vs. fully Bayes variable selection | 2008-03-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5434041 | 2008-01-09 | Paper |
| Improved minimax predictive densities under Kullback-Leibler loss | 2006-06-21 | Paper |
| Model uncertainty | 2005-03-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4829129 | 2004-11-29 | Paper |
| Calibration and empirical Bayes variable selection | 2004-01-19 | Paper |
| The Variable Selection Problem | 2002-07-30 | Paper |
| Bayesian treed models | 2002-04-11 | Paper |
| Flexible Empirical Bayes Estimation for Wavelets | 2000-11-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4938813 | 2000-05-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4344410 | 1998-03-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4718570 | 1997-10-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4893046 | 1997-01-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4865945 | 1996-09-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4872026 | 1996-06-23 | Paper |
| The risk inflation criterion for multiple regression | 1995-08-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839398 | 1995-07-17 | Paper |
| On obtaining invariant prior distributions | 1994-11-10 | Paper |
| Estimation up to a change-point | 1994-01-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5289821 | 1993-08-24 | Paper |
| Shrinkage domination in a multivariate common mean problem | 1991-01-01 | Paper |
| Sampling random polygons | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3493058 | 1987-01-01 | Paper |
| Minimax multiple shrinkage estimation | 1986-01-01 | Paper |
| Combining Minimax Shrinkage Estimators | 1986-01-01 | Paper |
| A formal bayes multiple shrinkage estimator | 1986-01-01 | Paper |
