Bayesian estimation of sparse signals with a continuous spike-and-slab prior

DOI10.1214/17-AOS1554zbMATH Open1395.62230OpenAlexW2788365376MaRDI QIDQ1747745FDOQ1747745

Authors: Veronika Rockova 

Publication date: 27 April 2018

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/17-aos1554

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zbMATH Keywords

Lassoposterior concentrationspike-and-slabasymptotic minimaxity

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear inference, regression (62J99) Ridge regression; shrinkage estimators (Lasso) (62J07) Empirical decision procedures; empirical Bayes procedures (62C12)

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Cited In (54)

• Neuronized Priors for Bayesian Sparse Linear Regression
• Optimal convergence rates of Bayesian wavelet estimation with a novel empirical prior in nonparametric regression model
• Optimal false discovery control of minimax estimators
• Adaptive Bayesian nonparametric regression using a kernel mixture of polynomials with application to partial linear models
• Sparse estimation: an MMSE approach
• Variance prior forms for high-dimensional Bayesian variable selection
• Comment: ``Bayes, oracle Bayes and empirical Bayes
• Rates of contraction with respect to \(L_2\)-distance for Bayesian nonparametric regression
• Bayesian regularization of Gaussian graphical models with measurement error
• Joint analysis of semicontinuous data with latent variables
• Needles and straw in a haystack: robust confidence for possibly sparse sequences
• Spike and slab empirical Bayes sparse credible sets
• Spike-and-slab Lasso biclustering
• Conditions for posterior contraction in the sparse normal means problem
• Bayesian estimation of sparse signals with a continuous spike-and-slab prior
• On optimality of Bayesian testimation in the normal means problem
• Prior distributions for objective Bayesian analysis
• Particle EM for variable selection
• Maximum pairwise Bayes factors for covariance structure testing
• Optimal Bayesian minimax rates for unconstrained large covariance matrices
• Bayesian regularization for graphical models with unequal shrinkage
• Bayesian linear regression for multivariate responses under group sparsity
• Objective Bayesian edge screening and structure selection for Ising networks
• Sparse Bayesian Learning With Dynamic Filtering for Inference of Time-Varying Sparse Signals
• Title not available (Why is that?)
• Bayesian Estimation of Gaussian Conditional Random Fields
• Bayesian MAP estimation using Gaussian and diffused-gamma prior
• Bayesian sparse estimation using double Lomax priors
• Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation
• A Bayesian method for estimating gene‐level polygenicity under the framework of transcriptome‐wide association study
• Unified Bayesian theory of sparse linear regression with nuisance parameters
• Sparse Bayesian representation in time-frequency domain
• Bayesian nonparametric hypothesis testing for longitudinal data analysis
• Spike-and-slab least absolute shrinkage and selection operator generalized additive models and scalable algorithms for high-dimensional data analysis
• A Bayesian Partially Observable Online Change Detection Approach with Thompson Sampling
• High-dimensional confounding adjustment using continuous Spike and Slab priors
• Semiparametric functional factor models with Bayesian rank selection
• Bayesian effect selection in structured additive distributional regression models
• Dynamic variable selection with spike-and-slab process priors
• Ultra high-dimensional multivariate posterior contraction rate under shrinkage priors
• Consistent Sparse Deep Learning: Theory and Computation
• Bayesian penalty mixing: the case of a non-separable penalty
• Bayesian Bootstrap Spike-and-Slab LASSO
• The Median probability model and correlated variables
• Spike-and-Slab Group Lassos for Grouped Regression and Sparse Generalized Additive Models
• On minimax optimality of sparse Bayes predictive density estimates
• Bayesian Approach to Constructing Multiple Confidence Intervals of Selected Parameters with Sparse Signals
• Spike and slab Bayesian sparse principal component analysis
• Bayesian variable selection for logistic regression
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• Adaptive Bayesian SLOPE: Model Selection With Incomplete Data
• Comment: Regularization via Bayesian Penalty Mixing

Uses Software

• EBayesThresh
• EMVS

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