Locally adaptive smoothing with Markov random fields and shrinkage priors
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Publication:1752016
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- scientific article; zbMATH DE number 3442988 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
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- Local shrinkage rules, Lévy processes and regularized regression
- Locally adaptive Bayes nonparametric regression via nested Gaussian processes
- Locally adaptive Bayesian P-splines with a normal-exponential-gamma prior
- Locally adaptive smoothing with Markov random fields and shrinkage priors
- MCMC using Hamiltonian dynamics
- Non-Gaussian State-Space Modeling of Nonstationary Time Series
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- Some priors for sparse regression modelling
- THE TIME INTERVALS BETWEEN INDUSTRIAL ACCIDENTS
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Cited in
(16)- 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
- Bayesian analysis of spatial generalized linear mixed models with Laplace moving average random fields
- 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
- Fast and locally adaptive Bayesian quantile smoothing using calibrated variational approximations
- Bayesian group fused priors for deciphering environmental regulation of abscission
- Objective Bayesian trend filtering via adaptive piecewise polynomial regression
- Robust Bayesian Modeling of Counts with Zero Inflation and Outliers: Theoretical Robustness and Efficient Computation
- Baseline drift estimation for air quality data using quantile trend filtering
- A Bayesian model of dose-response for cancer drug studies
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