Provably Efficient Posterior Sampling for Sparse Linear Regression via Measure Decomposition
From MaRDI portal
Cites work
- A spectral condition for spectral gap: fast mixing in high-temperature Ising models
- A very simple proof of the LSI for high temperature spin systems
- An introduction to variational methods for graphical models
- Bayesian \(l_0\)-regularized least squares
- Bayesian Bootstrap Spike-and-Slab LASSO
- Bayesian estimation of sparse signals with a continuous spike-and-slab prior
- Bayesian linear regression with sparse priors
- Bayesian Variable Selection in Linear Regression
- Bayesian variable selection regression for genome-wide association studies and other large-scale problems
- Bayesian variable selection with shrinking and diffusing priors
- Consistency of spike and slab regression
- High-dimensional Bayesian inference via the unadjusted Langevin algorithm
- High-dimensional probability. An introduction with applications in data science
- scientific article; zbMATH DE number 509150 (Why is no real title available?)
- scientific article; zbMATH DE number 1034042 (Why is no real title available?)
- scientific article; zbMATH DE number 3244317 (Why is no real title available?)
- Inverse problems: a Bayesian perspective
- Lasso meets horseshoe: a survey
- Least angle regression. (With discussion)
- Limit of the smallest eigenvalue of a large dimensional sample covariance matrix
- Log-concave sampling: Metropolis-Hastings algorithms are fast
- Markov chains and mixing times. With a chapter on ``Coupling from the past by James G. Propp and David B. Wilson.
- Needles and straw in a haystack: posterior concentration for possibly sparse sequences
- Needles and straw in haystacks: Empirical Bayes estimates of possibly sparse sequences
- Neuronized Priors for Bayesian Sparse Linear Regression
- On extensions of the Brunn-Minkowski and Prekopa-Leindler theorems, including inequalities for log concave functions, and with an application to the diffusion equation
- On the computational complexity of high-dimensional Bayesian variable selection
- On the computational complexity of MCMC-based estimators in large samples
- Optimal scaling for various Metropolis-Hastings algorithms.
- Optimal tuning of the hybrid Monte Carlo algorithm
- Rao-Blackwellization for Bayesian variable selection and model averaging in linear and binary regression: a novel data augmentation approach
- Skinny Gibbs: a consistent and scalable Gibbs sampler for model selection
- Sparse Approximate Solutions to Linear Systems
- Sparse high-dimensional regression: exact scalable algorithms and phase transitions
- Spike-and-Slab Meets LASSO: A Review of the Spike-and-Slab LASSO
- The spike-and-slab LASSO
- Variational Bayes for High-Dimensional Linear Regression With Sparse Priors
Cited in
(1)
This page was built for publication: Provably Efficient Posterior Sampling for Sparse Linear Regression via Measure Decomposition
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7231185)
