Bayesian hyper-Lassos with non-convex penalization
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Publication:2802765
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- Empirical Bayes selection of wavelet thresholds
- Heuristics of instability and stabilization in model selection
- High-dimensional graphs and variable selection with the Lasso
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- Nonconcave penalized likelihood with a diverging number of parameters.
- Regularization and Variable Selection Via the Elastic Net
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- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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- A unified optimization perspective to single/multi-observation blur-kernel estimation with applications to camera-shake deblurring and nonparametric blind super-resolution
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- Bayesian variable selection for mixed effects model with shrinkage prior
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- Nearly optimal Bayesian shrinkage for high-dimensional regression
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- Mean field variational Bayes for continuous sparse signal shrinkage: pitfalls and remedies
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- On Bayesian lasso variable selection and the specification of the shrinkage parameter
- Bayesian accelerated failure time models based on penalized mixtures of Gaussians: regularization and variable selection
- Penalized regression, standard errors, and Bayesian Lassos
- Local shrinkage rules, Lévy processes and regularized regression
- Predictive model selection criteria for Bayesian Lasso regression
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- EMVS: the EM approach to Bayesian variable selection
- Penalized wavelets: embedding wavelets into semiparametric regression
- Conditionally exponential prior in focal near- and far-field EEG source localization via randomized multiresolution scanning (RAMUS)
- Bayesian shrinkage towards sharp minimaxity
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- Fully Bayesian logistic regression with hyper-LASSO priors for high-dimensional feature selection
- Bayesian Approaches to Shrinkage and Sparse Estimation
- Bayesian adaptive lasso with variational Bayes for variable selection in high-dimensional generalized linear mixed models
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- Negotiating multicollinearity with spike-and-slab priors
- Selection of tuning parameters, solution paths and standard errors for Bayesian Lassos
- Spike-and-slab type variable selection in the Cox proportional hazards model for high-dimensional features
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