BAYESIAN HYPER-LASSOS WITH NON-CONVEX PENALIZATION

DOI10.1111/j.1467-842X.2011.00641.xzbMath1335.62047OpenAlexW1959944918MaRDI QIDQ2802765

Philip J. Brown, Jim E. Griffin

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

zbMATH Keywords

oracle propertypenalized likelihoodBayesian variable selectionnon-convexitynormal-exponential-gammahyper-Lasso

Mathematics Subject Classification ID

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

Related Items

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

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The Adaptive Lasso and Its Oracle Properties
• Bayesian sigmoid shrinkage with improper variance priors and an application to wavelet denois\-ing
• Heuristics of instability and stabilization in model selection
• Nonconcave penalized likelihood with a diverging number of parameters.
• Spike and slab variable selection: frequentist and Bayesian strategies
• High-dimensional graphs and variable selection with the Lasso
• Empirical Bayes selection of wavelet thresholds
• Inference with normal-gamma prior distributions in regression problems
• Shrinkage Tuning Parameter Selection with a Diverging number of Parameters
• The Bayesian Lasso
• Bayesian Variable Selection in Linear Regression
• Multivariate Bayesian Variable Selection and Prediction
• Bayesian Wavelet Regression on Curves With Application to a Spectroscopic Calibration Problem
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Bayes Model Averaging with Selection of Regressors
• Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
• Bayesian Classification of Tumours by Using Gene Expression Data
• Regularization and Variable Selection Via the Elastic Net
• Tuning parameter selectors for the smoothly clipped absolute deviation method