Locally adaptive smoothing with Markov random fields and shrinkage priors
From MaRDI portal
Publication:1752016
Recommendations
- Locally adaptive Bayesian P-splines with a normal-exponential-gamma prior
- Function estimation with locally adaptive dynamic models
- Locally adaptive Bayes nonparametric regression via nested Gaussian processes
- Priors for Bayesian adaptive spline smoothing
- On the Statistical Analysis of Smoothing by Maximizing Dirty Markov Random Field Posterior Distributions
Cites work
- scientific article; zbMATH DE number 3115404 (Why is no real title available?)
- scientific article; zbMATH DE number 1522714 (Why is no real title available?)
- scientific article; zbMATH DE number 3442988 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- $\ell_1$ Trend Filtering
- A Statistical View of Some Chemometrics Regression Tools
- A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
- A general framework for the parametrization of hierarchical models
- Adaptive piecewise polynomial estimation via trend filtering
- Asymptotic inference for a change-point Poisson process
- Bayesian Variable Selection in Linear Regression
- Bayesian adaptive smoothing splines using stochastic differential equations
- Bayesian curve-fitting with free-knot splines
- Bayesian inference for generalized linear mixed models
- Dirichlet-Laplace priors for optimal shrinkage
- Empirical Bayes selection of wavelet thresholds
- Fast sampling of Gaussian Markov random fields
- Fully Bayesian spline smoothing and intrinsic autoregressive priors
- Function estimation with locally adaptive dynamic models
- Gaussian Markov Random Fields
- Gaussian process for nonstationary time series prediction
- Gaussian processes for machine learning.
- Generalized double Pareto shrinkage
- Hierarchical Bayesian Analysis of Changepoint Problems
- Inference from iterative simulation using multiple sequences
- Inference with normal-gamma prior distributions in regression problems
- Langevin diffusions and Metropolis-Hastings algorithms
- 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
- On Block Updating in Markov Random Field Models for Disease Mapping
- On scale mixtures of normal distributions
- On the half-Cauchy prior for a global scale parameter
- On the second-order random walk model for irregular locations
- Penalising model component complexity: a principled, practical approach to constructing priors
- Penalized regression, standard errors, and Bayesian Lassos
- Prior distributions for variance parameters in hierarchical models (Comment on article by Browne and Draper)
- Priors for Bayesian adaptive spline smoothing
- Regression Shrinkage and Selection via The Lasso: A Retrospective
- Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Smoothing by spline functions.
- Smoothing noisy data with spline functions
- Some priors for sparse regression modelling
- THE TIME INTERVALS BETWEEN INDUSTRIAL ACCIDENTS
- The Bayesian Lasso
- The horseshoe estimator for sparse signals
- The horseshoe+ estimator of ultra-sparse signals
- The no-U-turn sampler: adaptively setting path lengths in Hamiltonian Monte Carlo
- The solution path of the generalized lasso
- Wavelet Shrinkage with Double Weibull Prior
- Wavelet Thresholding via A Bayesian Approach
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
- 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
- Baseline drift estimation for air quality data using quantile trend filtering
- A Bayesian model of dose-response for cancer drug studies
This page was built for publication: Locally adaptive smoothing with Markov random fields and shrinkage priors
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1752016)
