Variance prior forms for high-dimensional Bayesian variable selection
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Publication:2290703
DOI10.1214/19-BA1149zbMath1435.62272arXiv1801.03019WikidataQ128248842 ScholiaQ128248842MaRDI QIDQ2290703
Veronika Rockova, Edward I. George, Gemma E. Moran
Publication date: 29 January 2020
Published in: Bayesian Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1801.03019
Bayesian shrinkagepenalized likelihoodBayesian variable selectionspike-and-slab LassoJeffreys' priors
Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10)
Related Items
Sparse Online Variational Bayesian Regression, On the prevalence of information inconsistency in normal linear models, Bayesian Approaches to Shrinkage and Sparse Estimation, Neuronized Priors for Bayesian Sparse Linear Regression, Spike-and-Slab Group Lassos for Grouped Regression and Sparse Generalized Additive Models, Spike-and-slab Lasso biclustering, Bayesian Bootstrap Spike-and-Slab LASSO, Variance prior forms for high-dimensional Bayesian variable selection, Ultra high-dimensional multivariate posterior contraction rate under shrinkage priors, SSLASSO
Uses Software
Cites Work
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