Posterior contraction in group sparse logit models for categorical responses

DOI10.1016/J.JSPI.2022.01.001MaRDI QIDQ2123271OpenAlexFDO

Authors Seonghyun Jeong

Publication date 8 April 2022

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2010.03513

zbMATH Keywords

Bayesian inferencelogistic regressionhigh-dimensional regressionmultinomial logit modelsposterior concentration rates

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• scientific article; zbMATH DE number 45785 (Why is no real title available?)
• A general framework for Bayes structured linear models
• A tail inequality for quadratic forms of subgaussian random vectors
• Bayesian group selection in logistic regression with application to MRI data analysis
• Bayesian linear regression for multivariate responses under group sparsity
• Bayesian linear regression with sparse priors
• Bayesian variable selection for high dimensional generalized linear models: convergence rates of the fitted densities
• Bounds on tail probabilities for quadratic forms in dependent sub-Gaussian random variables
• Contraction properties of shrinkage priors in logistic regression
• Convergence rates of posterior distributions for non iid observations
• Convergence rates of posterior distributions.
• Empirical Bayes oracle uncertainty quantification for regression
• Empirical Bayes posterior concentration in sparse high-dimensional linear models
• Model Selection and Estimation in Regression with Grouped Variables
• On higher order isotropy conditions and lower bounds for sparse quadratic forms
• On the asymptotic properties of the group lasso estimator for linear models
• On the contraction properties of some high-dimensional quasi-posterior distributions
• Oracle Inequalities for a Group Lasso Procedure Applied to Generalized Linear Models in High Dimension
• Oracle inequalities and optimal inference under group sparsity
• Posterior contraction in sparse generalized linear models
• Self-concordant analysis for logistic regression
• Skinny Gibbs: a consistent and scalable Gibbs sampler for model selection
• Sparse group Lasso and high dimensional multinomial classification
• The Group Lasso for Logistic Regression
• The benefit of group sparsity
• Unified Bayesian theory of sparse linear regression with nuisance parameters

Cited in

(1)

• Posterior contraction in group sparse logit models for categorical responses

Describes a project that uses

Uses Software

• msgl

This page was built for publication: Posterior contraction in group sparse logit models for categorical responses

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2123271)