Pseudo-R2D2 prior for high-dimensional ordinal regression

DOI10.1007/S11222-025-10667-XMaRDI QIDQ6956202zbMATH OpenFDO

Authors Eric Yanchenko

Publication date 18 July 2025

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S11222-025-10667-X

zbMATH Keywords

coefficient-of-determinationgene expressiongeneralized inverse GaussianMcFadden's \(R^2\)shrinkage prior

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Cites work

• A note on a general definition of the coefficient of determination
• Bayesian penalized cumulative logit model for high-dimensional data with an ordinal response
• Bayesian Regression Using a Prior on the Model Fit: The R2-D2 Shrinkage Prior
• Bayesian Variable Selection in Linear Regression
• Dirichlet-Laplace priors for optimal shrinkage
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• On the Theory of Scales of Measurement
• Properties of the generalized inverse Gaussian with applications to Monte Carlo simulation and distribution function evaluation
• Rank-normalization, folding, and localization: an improved \(\widehat{R}\) for assessing convergence of MCMC (with Discussion)
• Spatial regression modeling via the R2D2 framework
• The Bayesian Lasso
• The R2D2 Prior for Generalized Linear Mixed Models
• The spike-and-slab LASSO

Cited in

(1)

• The group R2D2 shrinkage prior for sparse linear models with grouped covariates

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