Global-local mixtures: a unifying framework

DOI10.1007/S13171-019-00191-2MaRDI QIDQ2206754zbMATH OpenOpenAlexFDO

Authors Anindya Bhadra, Jyotishka Datta, Nicholas G. Polson, Brandon T. Willard

Publication date 26 October 2020

Published in Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s13171-019-00191-2

zbMATH Keywords

\(\sqrt{\text{Lasso}}\)Bayes regularizationconvolutionLassologistic regressionquantile regression

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

Recommendations

• Localized mixture models for prediction with application
• On the local geometry of mixture models
• Extending local mixture models
• On choosing mixture components via non-local priors
• The local geometry of finite mixtures
• Local mixture models of exponential families
• Computing boundaries in local mixture models
• scientific article; zbMATH DE number 5280169

Cites work

• An unexpected encounter with Cauchy and Lévy
• Asymptotic Bayes-optimality under sparsity of some multiple testing procedures
• Bayesian Inference for Logistic Models Using Pólya–Gamma Latent Variables
• Bootstrapping Lasso estimators
• Comment on article by Polson and Scott
• Constructing and simulating multivariate distributions using khintchine's theorem
• Data augmentation for non-Gaussian regression models using variance-mean mixtures
• Data augmentation for support vector machines
• Default Bayesian analysis with global-local shrinkage priors
• Estimation of ordinary differential equation parameters using constrained local polynomial regression
• High-dimensional regression with unknown variance
• scientific article; zbMATH DE number 3442988 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• IG-symmetry and R-symmetry: Interrelations and applications to the inverse Gaussian theory
• Normal scale mixtures and dual probability densities
• Normal Variance-Mean Mixtures and z Distributions
• On Khintchine's theorem and its place in random variate generation
• On the half-Cauchy prior for a global scale parameter
• Prediction risk for the horseshoe regression
• Probabilistic Applications of the Schlömilch Transformation
• Proximal algorithms in statistics and machine learning
• Reciprocal symmetry, unimodality and Khintchine's theorem
• Scaled sparse linear regression
• Square-root lasso: pivotal recovery of sparse signals via conic programming
• The Bayesian Bridge
• The Bayesian Lasso
• The Cauchy-Schlömilch transformation
• The horseshoe estimator for sparse signals
• The horseshoe+ estimator of ultra-sparse signals
• Uniform Correlation Mixture of Bivariate Normal Distributions and Hypercubically Contoured Densities That Are Marginally Normal

Cited in

(3)

• The horseshoe-like regularization for feature subset selection
• Localized mixture models for prediction with application
• Extending local mixture models

This page was built for publication: Global-local mixtures: a unifying framework

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2206754)