High-dimensional posterior consistency for hierarchical non-local priors in regression
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Publication:2297241
DOI10.1214/19-BA1154zbMath1437.62253arXiv1709.06607OpenAlexW2962789209WikidataQ128017132 ScholiaQ128017132MaRDI QIDQ2297241
Xuan Cao, Kshitij Khare, Malay Ghosh
Publication date: 18 February 2020
Published in: Bayesian Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1709.06607
Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)
Related Items (5)
On the non-local priors for sparsity selection in high-dimensional Gaussian DAG models ⋮ Strong selection consistency of Bayesian vector autoregressive models based on a pseudo-likelihood approach ⋮ Bayesian Approaches to Shrinkage and Sparse Estimation ⋮ Consistent Bayesian sparsity selection for high-dimensional Gaussian DAG models with multiplicative and beta-mixture priors ⋮ Joint Bayesian Variable and DAG Selection Consistency for High-dimensional Regression Models with Network-structured Covariates
Uses Software
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