Shrinkage priors for Bayesian penalized regression

DOI10.1016/J.JMP.2018.12.004zbMATH Open1431.62564OpenAlexW2785607024MaRDI QIDQ2332812FDOQ2332812

Authors: Sara van Erp, Joris Mulder, Daniel L. Oberski 

Publication date: 5 November 2019

Published in: Journal of Mathematical Psychology (Search for Journal in Brave)

Full work available at URL: https://dspace.library.uu.nl/handle/1874/390035

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zbMATH Keywords

Bayesianregressionshrinkage priorsempirical Bayespenalization

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Applications of statistics to psychology (62P15)

Cites Work

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• Inference from iterative simulation using multiple sequences
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• Stability Selection
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• The horseshoe estimator for sparse signals
• The Bayesian Lasso
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Cited In (27)

• Hierarchical shrinkage priors for regression models
• Bayesian approaches to variable selection: a comparative study from practical perspectives
• LARGE SAMPLE PROPERTIES OF BAYESIAN ESTIMATION OF SPATIAL ECONOMETRIC MODELS
• Bayesian prediction based on a class of shrinkage priors for location-scale models
• Bayesian penalized Buckley-James method for high dimensional bivariate censored regression models
• Bayesian sparse convex clustering via global-local shrinkage priors
• Intuitive joint priors for Bayesian linear multilevel models: the R2D2M2 prior
• Bayesian Regression Using a Prior on the Model Fit: The R2-D2 Shrinkage Prior
• Objective Bayesian edge screening and structure selection for Ising networks
• Analysis of type I and II error rates of Bayesian and frequentist parametric and nonparametric two-sample hypothesis tests under preliminary assessment of normality
• Parameter Estimation in Multiple Dynamic Synaptic Coupling Model Using Bayesian Point Process State-Space Modeling Framework
• A fully Bayesian sparse polynomial chaos expansion approach with joint priors on the coefficients and global selection of terms
• Some models are useful, but how do we know which ones? Towards a unified Bayesian model taxonomy
• Structuring shrinkage: some correlated priors for regression
• Bayesian regularization for a nonstationary Gaussian linear mixed effects model
• The reciprocal Bayesian Lasso
• Comparing Bayesian variable selection to Lasso approaches for applications in psychology
• bayesreg
• Shrinkage for extreme partial least-squares
• Singular value shrinkage priors for Bayesian prediction
• Horseshoe Priors for Edge-Preserving Linear Bayesian Inversion
• Variable selection in linear-circular regression models
• A Bayesian semi-parametric scalar-on-function regression with measurement error using instrumental variables
• Shrinkage priors via random imaginary data
• A Bayesian time-varying effect model for behavioral mHealth data
• Title not available (Why is that?)
• Bayesian outcome selection modeling

Uses Software

• R
• UCI-ml
• leaps
• glmnet
• Stan
• RStan
• rstanarm
• rstan
• brms
• loo
• HDCI
• GitHub

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