Bayesian hyper-Lassos with non-convex penalization

DOI10.1111/J.1467-842X.2011.00641.XzbMATH Open1335.62047OpenAlexW1959944918MaRDI QIDQ2802765FDOQ2802765

Authors: J. E. Griffin, P. J. Brown 

Publication date: 27 April 2016

Published in: Australian \& New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-842x.2011.00641.x

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zbMATH Keywords

penalized likelihoodoracle propertyBayesian variable selectionnon-convexitynormal-exponential-gammahyper-Lasso

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric regression and quantile regression (62G08) Statistical ranking and selection procedures (62F07) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

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Cited In (37)

• Bayesian accelerated failure time models based on penalized mixtures of Gaussians: regularization and variable selection
• Conditionally exponential prior in focal near- and far-field EEG source localization via randomized multiresolution scanning (RAMUS)
• Spike-and-slab type variable selection in the Cox proportional hazards model for high-dimensional features
• Shrinkage priors for Bayesian penalized regression
• A Bayesian approach for subgroup analysis
• Mean field variational Bayes for continuous sparse signal shrinkage: pitfalls and remedies
• Efficient Sampling for Gaussian Linear Regression With Arbitrary Priors
• Compound Poisson processes, latent shrinkage priors and Bayesian nonconvex penalization
• A Bayesian lasso via reversible-jump MCMC
• A unified optimization perspective to single/multi-observation blur-kernel estimation with applications to camera-shake deblurring and nonparametric blind super-resolution
• Bayesian fused lasso modeling via horseshoe prior
• Nearly optimal Bayesian shrinkage for high-dimensional regression
• Bayesian adaptive Lasso quantile regression
• Bayesian elastic net based on empirical likelihood
• Bayesian sparse convex clustering via global-local shrinkage priors
• Bayesian Edge Regression in Undirected Graphical Models to Characterize Interpatient Heterogeneity in Cancer
• Penalized wavelets: embedding wavelets into semiparametric regression
• Some properties of generalized fused Lasso and its applications to high dimensional data
• Bayesian adaptive lasso with variational Bayes for variable selection in high-dimensional generalized linear mixed models
• Bayesian shrinkage towards sharp minimaxity
• Sparse Online Variational Bayesian Regression
• Bayesian projection approaches to variable selection in generalized linear models
• Sparse linear mixed model selection via streamlined variational Bayes
• EMVS: The EM Approach to Bayesian Variable Selection
• Hierarchical Bayes, maximum a posteriori estimators, and minimax concave penalized likelihood estimation
• The variational Garrote
• Bayesian variable selection for mixed effects model with shrinkage prior
• Fully Bayesian logistic regression with hyper-LASSO priors for high-dimensional feature selection
• Bayesian generalized additive model selection including a fast variational option
• Bayesian Approaches to Shrinkage and Sparse Estimation
• The beta-mixture shrinkage prior for sparse covariances with near-minimax posterior convergence rate
• Bayesian generalized fused lasso modeling via NEG distribution
• Continued fraction enhancement of Bayesian computing
• Bayesian adaptive Lasso
• An efficient Monte Carlo EM algorithm for Bayesian lasso
• Incorporating grouping information in Bayesian variable selection with applications in genomics
• Negotiating multicollinearity with spike-and-slab priors

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