On the half-Cauchy prior for a global scale parameter
From MaRDI portal
Publication:2633947
DOI10.1214/12-BA730zbMath1330.62148arXiv1104.4937MaRDI QIDQ2633947
Nicholas G. Polson, James G. Scott
Publication date: 5 February 2016
Published in: Bayesian Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1104.4937
Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15) Exact distribution theory in statistics (62E15)
Related Items
The adaptive normal-hypergeometric-inverted-beta priors for sparse signals, Degradation modeling with subpopulation heterogeneities based on the inverse Gaussian process, A weakly informative prior for Bayesian dynamic model selection with applications in fMRI, Bayesian nonparametric weighted sampling inference, Small area estimation of proportions with constraint for National Resources Inventory survey, Conditions for posterior contraction in the sparse normal means problem, A Heavy-Tailed and Overdispersed Collective Risk Model, Prior distributions for objective Bayesian analysis, The matrix-F prior for estimating and testing covariance matrices, Geometric ergodicity of Gibbs samplers for the horseshoe and its regularized variants, Modeling and estimation for self-exciting spatio-temporal models of terrorist activity, Robust meta‐analytic‐predictive priors in clinical trials with historical control information, Sub-optimality of some continuous shrinkage priors, Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation, Bayesian analysis of Turkish Income and Living Conditions data, using clustered longitudinal ordinal modelling with Bridge distributed random effects, High-dimensional multivariate posterior consistency under global-local shrinkage priors, Detection of two-way outliers in multivariate data and application to cheating detection in educational tests, Bayesian modelling of skewness and kurtosis with two-piece scale and shape distributions, Bayesian computational methods for state-space models with application to SIR model, Horseshoe Regularisation for Machine Learning in Complex and Deep Models1, A new mixed‐effects regression model for the analysis of zero‐modified hierarchical count data, Sensitivity and identification quantification by a relative latent model complexity perturbation in Bayesian meta‐analysis, The Inverse G‐Wishart distribution and variational message passing, Variable selection in linear-circular regression models, Bayesian Testing of Linear Versus Nonlinear Effects Using Gaussian Process Priors, Bayesian ridge regression for survival data based on a vine copula-based prior, Power-Expected-Posterior Methodology with Baseline Shrinkage Priors, Physics-Informed Probabilistic Learning of Linear Embeddings of Nonlinear Dynamics with Guaranteed Stability, HALF CAUCHY GENERALIZED RAYLEIGH DISTRIBUTION: THEORY AND APPLICATION, A Mass-Shifting Phenomenon of Truncated Multivariate Normal Priors, Intuitive joint priors for Bayesian linear multilevel models: the R2D2M2 prior, A Bayesian parametrized method for interval-valued regression models, Good, great, or lucky? Screening for firms with sustained superior performance using heavy-tailed priors, Unnamed Item, Bayesian hierarchical response time modelling—A tutorial, An exact sampler for fully Baysian elastic net, Gaussian random fields on the product of spheres: theory and applications, Global-local mixtures: a unifying framework, Bayesian Semiparametric Longitudinal Drift-Diffusion Mixed Models for Tone Learning in Adults, Bayesian predictive inference under a Dirichlet process with sensitivity to the normal baseline, The horseshoe estimator: posterior concentration around nearly black vectors, Functional Horseshoe Priors for Subspace Shrinkage, Bayes factor testing of multiple intraclass correlations, Flexible linear mixed models with improper priors for longitudinal and survival data, The horseshoe prior for time-varying parameter VARs and monetary policy, Locally adaptive smoothing with Markov random fields and shrinkage priors, Joint prior distributions for variance parameters in Bayesian analysis of normal hierarchical models, BAMLSS: Bayesian Additive Models for Location, Scale, and Shape (and Beyond), Process modeling for slope and aspect with application to elevation data maps, Penalising model component complexity: a principled, practical approach to constructing priors, Prediction risk for the horseshoe regression, Large-scale multiple hypothesis testing with the normal-beta prime prior, The horseshoe-like regularization for feature subset selection, Minimum message length inference of the Poisson and geometric models using heavy-tailed prior distributions, Lasso meets horseshoe: a survey, Fully Bayesian logistic regression with hyper-LASSO priors for high-dimensional feature selection, Markov decision processes with dynamic transition probabilities: an analysis of shooting strategies in basketball, Bayesian model-averaged benchmark dose analysis via reparameterized quantal-response models, A nonparametric Bayesian prediction interval for a finite population mean, Bayesian deconvolution and quantification of metabolites from \(J\)-resolved NMR spectroscopy, Bayesian regression tree models for causal inference: regularization, confounding, and heterogeneous effects (with discussion), Ultra high-dimensional multivariate posterior contraction rate under shrinkage priors, Comment on article by Rubio and Steel, Semiparametric multivariate and multiple change-point modeling, A nonparametric Bayesian methodology for regression discontinuity designs, Inverse stable prior for exponential models, MCMC for Imbalanced Categorical Data, A comparison of power-expected-posterior priors in shrinkage regression, Modeling Random Effects Using Global–Local Shrinkage Priors in Small Area Estimation, Shrinkage priors for Bayesian penalized regression, Bayesian ridge estimators based on copula-based joint prior distributions for regression coefficients, On the propriety of the posterior of hierarchical linear mixed models with flexible random effects distributions, Sparse estimation in linear dynamic networks using the stable spline horseshoe prior, Bayesian estimation of subset threshold autoregressions: short-term forecasting of traffic occupancy, Small area estimation for semicontinuous skewed spatial data: An application to the grape wine production in Tuscany
