Locally adaptive smoothing with Markov random fields and shrinkage priors

Hamiltonian Monte Carlo horseshoe prior[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=L%EF%BF%BD%EF%BF%BDvy+process&go=Go L��vy process]locally adaptive nonparametric curve fitting method

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Markov processes: hypothesis testing (62M02)

Cites Work

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Gaussian Markov Random Fields
The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo
Inference from iterative simulation using multiple sequences
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Fast sampling of Gaussian Markov random fields
Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
Adaptive piecewise polynomial estimation via trend filtering
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On the Second‐Order Random Walk Model for Irregular Locations
The horseshoe estimator for sparse signals
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Ridge Regression: Biased Estimation for Nonorthogonal Problems
The solution path of the generalized lasso
The horseshoe+ estimator of ultra-sparse signals
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Wavelet Thresholding via A Bayesian Approach
Fully Bayesian spline smoothing and intrinsic autoregressive priors
A general framework for the parametrization of hierarchical models
Dirichlet–Laplace Priors for Optimal Shrinkage
Smoothing noisy data with spline functions
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Some priors for sparse regression modelling
Langevin diffusions and Metropolis-Hastings algorithms
A Statistical View of Some Chemometrics Regression Tools
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$\ell_1$ Trend Filtering
On Block Updating in Markov Random Field Models for Disease Mapping
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Penalized regression, standard errors, and Bayesian Lassos
Generalized double Pareto shrinkage
Locally Adaptive Bayes Nonparametric Regression via Nested Gaussian Processes
Non-Gaussian State-Space Modeling of Nonstationary Time Series
On scale mixtures of normal distributions
Gaussian process for nonstationary time series prediction
Asymptotic inference for a change-point Poisson process
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Function estimation with locally adaptive dynamic models
Priors for Bayesian adaptive spline smoothing
THE TIME INTERVALS BETWEEN INDUSTRIAL ACCIDENTS
Bayesian adaptive smoothing splines using stochastic differential equations
Locally adaptive Bayesian P-splines with a normal-exponential-gamma prior
Local Shrinkage Rules, Lévy Processes and Regularized Regression
Wavelet Shrinkage with Double Weibull Prior
Locally adaptive smoothing with Markov random fields and shrinkage priors

Cited In (13)

Bayesian boundary trend filtering
Bayesian Change Point Detection with Spike-and-Slab Priors
Locally adaptive smoothing with Markov random fields and shrinkage priors
Functional horseshoe smoothing for functional trend estimation
Bayesian Trend Filtering via Proximal Markov Chain Monte Carlo
Horseshoe shrinkage methods for Bayesian fusion estimation
Locally adaptive Bayesian isotonic regression using half shrinkage priors
A modelling approach for correcting reporting delays in disease surveillance data
Modeling basal body temperature data using horseshoe process regression
Bayesian analysis of spatial generalized linear mixed models with Laplace moving average random fields
Fast and locally adaptive Bayesian quantile smoothing using calibrated variational approximations
Baseline drift estimation for air quality data using quantile trend filtering
A Bayesian model of dose-response for cancer drug studies

Uses Software

R
GMRFLib
Stan
EBayesThresh
RStan
NUTS

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