A general framework for Bayes structured linear models

DOI10.1214/19-AOS1909zbMath1471.62241arXiv1506.02174MaRDI QIDQ2215762

Harrison H. Zhou, Chao Gao, Aad W. van der Vaart

Publication date: 14 December 2020

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1506.02174

zbMATH Keywords

aggregationgraphonstochastic block modeloracle inequalityposterior contractiondictionary learningsparse linear regression

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Nonparametric estimation (62G05) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)

Related Items

Posterior contraction in group sparse logit models for categorical responses, Iterative algorithm for discrete structure recovery, Bayesian linear regression for multivariate responses under group sparsity, Test on stochastic block model: local smoothing and extreme value theory, Optimal false discovery control of minimax estimators, Nearly optimal Bayesian shrinkage for high-dimensional regression, Bayesian learning of graph substructures, Complexity analysis of Bayesian learning of high-dimensional DAG models and their equivalence classes, Adaptive variational Bayes: optimality, computation and applications, Concentration of posterior model probabilities and normalized \({L_0}\) criteria, Optimal Bayesian estimation of Gaussian mixtures with growing number of components, Minimax rates in network analysis: graphon estimation, community detection and hypothesis testing, Oracle posterior contraction rates under hierarchical priors, Unified Bayesian theory of sparse linear regression with nuisance parameters, Posterior analysis of \(n\) in the binomial \((n,p)\) problem with both parameters unknown -- with applications to quantitative nanoscopy, Posterior asymptotic normality for an individual coordinate in high-dimensional linear regression, On the robustness of minimum norm interpolators and regularized empirical risk minimizers

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Empirical Bayes posterior concentration in sparse high-dimensional linear models
• Rate-optimal graphon estimation
• Posterior convergence rates for estimating large precision matrices using graphical models
• On Bayesian supremum norm contraction rates
• On the computational complexity of high-dimensional Bayesian variable selection
• Statistics for high-dimensional data. Methods, theory and applications.
• Exponential screening and optimal rates of sparse estimation
• Oracle inequalities and optimal inference under group sparsity
• Limits of dense graph sequences
• Bayesian linear regression with sparse priors
• On adaptive posterior concentration rates
• Adaptive Bayesian inference in the Gaussian sequence model using exponential-variance priors
• Rates of contraction of posterior distributions based on Gaussian process priors
• The sparsity and bias of the LASSO selection in high-dimensional linear regression
• On the representation theorem for exchangeable arrays
• Representations for partially exchangeable arrays of random variables
• Risk bounds for model selection via penalization
• Asymptotic equivalence of nonparametric regression and white noise
• Asymptotic equivalence of density estimation and Gaussian white noise
• Aggregating regression procedures to improve performance
• Combining different procedures for adaptive regression
• Bayesian community detection
• Posterior consistency of Dirichlet mixtures in density estimation
• Convergence rates of posterior distributions.
• Rates of convergence of posterior distributions.
• Statistical learning theory and stochastic optimization. Ecole d'Eté de Probabilitiés de Saint-Flour XXXI -- 2001.
• Needles and straw in a haystack: posterior concentration for possibly sparse sequences
• On the conditions used to prove oracle results for the Lasso
• The consistency of posterior distributions in nonparametric problems
• Structured matrix estimation and completion
• Rate-optimal posterior contraction for sparse PCA
• Simultaneous analysis of Lasso and Dantzig selector
• Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators
• Misspecification in infinite-dimensional Bayesian statistics
• Posterior concentration rates for infinite dimensional exponential families
• Adaptive Minimax Estimation over Sparse $\ell_q$-Hulls
• Volume Ratio, Sparsity, and Minimaxity Under Unitarily Invariant Norms
• A Clustering Approach to Learning Sparsely Used Overcomplete Dictionaries
• Decoding by Linear Programming
• Stable recovery of sparse overcomplete representations in the presence of noise
• Information Theory and Mixing Least-Squares Regressions
• Graph limits and exchangeable random graphs
• Pushing the Limits of Contemporary Statistics: Contributions in Honor of Jayanta K. Ghosh
• Minimum complexity density estimation
• An asymptotic property of model selection criteria
• Minimax Rates of Estimation for High-Dimensional Linear Regression Over $\ell_q$-Balls
• Learning Theory and Kernel Machines
• Model Selection and Estimation in Regression with Grouped Variables
• Gaussian model selection
• Rate exact Bayesian adaptation with modified block priors
• Sparse estimation by exponential weighting