The Bayesian elastic net

From MaRDI portal
Publication:2635196


DOI10.1214/10-BA506zbMath1330.65026MaRDI QIDQ2635196

Nan Lin, Qing Li

Publication date: 11 February 2016

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ba/1340369796


62J05: Linear regression; mixed models

62F15: Bayesian inference


Related Items

Generalized System Identification with Stable Spline Kernels, Imputation for multisource data with comparison and assessment techniques, Learning from a lot: Empirical Bayes for high‐dimensional model‐based prediction, Survival prediction and variable selection with simultaneous shrinkage and grouping priors, LARGE SAMPLE PROPERTIES OF BAYESIAN ESTIMATION OF SPATIAL ECONOMETRIC MODELS, Parameter Estimation in Multiple Dynamic Synaptic Coupling Model Using Bayesian Point Process State-Space Modeling Framework, The adaptive normal-hypergeometric-inverted-beta priors for sparse signals, Fast Markov Chain Monte Carlo for High-Dimensional Bayesian Regression Models With Shrinkage Priors, VARIABLE SELECTION FOR BAYESIAN SURVIVAL MODELS USING BREGMAN DIVERGENCE MEASURE, The Bayesian elastic net regression, Marginal maximum likelihood estimation methods for the tuning parameters of ridge, power ridge, and generalized ridge regression, Bayesian Approaches to Shrinkage and Sparse Estimation, A new data adaptive elastic net predictive model using hybridized smoothed covariance estimators with information complexity, Bayesian elastic net single index quantile regression, An efficient Monte Carlo EM algorithm for Bayesian lasso, Balanced Bayesian LASSO for heavy tails, Unnamed Item, Bayesian inference for high‐dimensional linear regression under mnet priors, Sparse bayesian kernel multinomial probit regression model for high-dimensional data classification, Bayesian penalized model for classification and selection of functional predictors using longitudinal MRI data from ADNI, Bayesian elastic net based on empirical likelihood, Comparing Bayesian variable selection to Lasso approaches for applications in psychology, Variational inference for Bayesian bridge regression, Smoothing unadjusted Langevin algorithms for nonsmooth composite potential functions, Horseshoe Priors for Edge-Preserving Linear Bayesian Inversion, Variable selection for categorical response: a comparative study, Compound Poisson processes, latent shrinkage priors and Bayesian nonconvex penalization, Accelerated Bregman method for linearly constrained \(\ell _1-\ell _2\) minimization, Competing process hazard function models for player ratings in ice hockey, A majorization-minimization approach to variable selection using spike and slab priors, On the quantification of model uncertainty: a Bayesian perspective, Bayesian quantile regression for single-index models, Bayesian regularization via graph Laplacian, A Bayesian hybrid huberized support vector machine and its applications in high-dimensional medical data, Bayesian variable selection for correlated covariates via colored cliques, Variable selection via penalized credible regions with Dirichlet-Laplace global-local shrinkage priors, Variable selection for high-dimensional genomic data with censored outcomes using group Lasso prior, Bayesian group bridge for bi-level variable selection, Generalized Kalman smoothing: modeling and algorithms, Semiparametric Bayesian inference for accelerated failure time models with errors-in-covariates and doubly censored data, The Bayesian adaptive Lasso regression, Novel iterative ensemble smoothers derived from a class of generalized cost functions, Incorporating spatial structure into inclusion probabilities for Bayesian variable selection in generalized linear models with the spike-and-slab elastic net, A Bayesian approach for data-driven dynamic equation discovery, A Bayesian perspective of statistical machine learning for big data, Estimation and inference for area-wise spatial income distributions from grouped data, Boosting as a kernel-based method, Shrinkage priors for Bayesian penalized regression, A graph Laplacian prior for Bayesian variable selection and grouping, Bayesian Conditional Mean Estimation in Log‐Normal Linear Regression Models with Finite Quadratic Expected Loss, Constrained Bayesian doubly elastic net Lasso for linear quantile mixed models, Uncertainty Quantification for Modern High-Dimensional Regression via Scalable Bayesian Methods, Two-Stage Bayesian Approach for GWAS With Known Genealogy