The Bayesian adaptive Lasso regression

DOI10.1016/J.MBS.2018.06.004MaRDI QIDQ1711960zbMATH OpenOpenAlexWikidataFDO

Authors Rahim Alhamzawi, Haithem Taha Mohammad Ali

Publication date 18 January 2019

Published in Mathematical Biosciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.mbs.2018.06.004

zbMATH Keywords

adaptive LassoBayesian inferenceGibbs samplerhierarchical modellinear regression

Mathematics Subject Classification ID

Bayesian inference (62F15) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• A new Bayesian Lasso
• Bayesian adaptive Lasso
• Bayesian adaptive Lasso quantile regression
• Bayesian lasso regression
• Bayesian variable selection and estimation for group Lasso
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Least angle regression. (With discussion)
• Penalized regression, standard errors, and Bayesian Lassos
• Regularization and Variable Selection Via the Elastic Net
• Sampling-Based Approaches to Calculating Marginal Densities
• Sparsity and Smoothness Via the Fused Lasso
• The Adaptive Lasso and Its Oracle Properties
• The Bayesian elastic net
• The Bayesian Lasso
• The Group Lasso for Logistic Regression
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(21)

• Application of the Bayes approach to adaptive \(L_ p\) nonlinear regression
• Regression with adaptive Lasso and correlation based penalty
• A novel Bayesian approach for variable selection in linear regression models
• Bayesian empirical likelihood for ridge and Lasso regressions
• Bayesian hyper-Lassos with non-convex penalization
• Bayesian lasso regression
• scientific article; zbMATH DE number 6179253 (Why is no real title available?)
• Bayesian adaptive Lasso quantile regression
• Bayesian bridge regression
• Bayesian adaptive lasso with variational Bayes for variable selection in high-dimensional generalized linear mixed models
• Bayesian Approaches to Shrinkage and Sparse Estimation
• L1 LASSO Modeling and Its Bayesian Inference
• Gibbs sampling method for the Bayesian adaptive elastic net
• Lasso regression: estimation and shrinkage via the limit of Gibbs sampling
• A Bayesian approach for subgroup analysis
• A Bayesian collocation integral method for system identification of ordinary differential equations
• Bayesian quantile regression model with linear inequality constraints
• A Bayesian Lasso based sparse learning model
• Distributed Tikhonov regularization for ill-posed inverse problems from a Bayesian perspective
• Genomic data analysis using a two stage expectation propagation algorithm for analysis of sparse Bayesian high-dimensional instrumental variables regression
• Bayesian adaptive Lasso

Describes a project that uses

Uses Software

• glmnet

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