Simultaneous Variable and Covariance Selection With the Multivariate Spike-and-Slab LASSO
From MaRDI portal
Cites work
- A general theory of concave regularization for high-dimensional sparse estimation problems
- A sparse conditional Gaussian graphical model for analysis of genetical genomics data
- An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
- Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem
- Bayesian regularization for graphical models with unequal shrinkage
- Bayesian structure learning in graphical models
- Bayesian Variable Selection in Linear Regression
- Covariate-adjusted precision matrix estimation with an application in genetical genomics
- EMVS: the EM approach to Bayesian variable selection
- Exact formulas for the normalizing constants of Wishart distributions for graphical models
- Experiments in stochastic computation for high-dimensional graphical models
- Full Matching in an Observational Study of Coaching for the SAT
- scientific article; zbMATH DE number 3456281 (Why is no real title available?)
- scientific article; zbMATH DE number 1086070 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Hyper Markov laws in the statistical analysis of decomposable graphical models
- Joint high-dimensional Bayesian variable and covariance selection with an application to eQTL analysis
- Maximum likelihood estimation via the ECM algorithm: A general framework
- Model selection and estimation in the Gaussian graphical model
- Model selection through sparse maximum likelihood estimation for multivariate Gaussian or binary data
- Multivariate Bayesian Variable Selection and Prediction
- Nearly unbiased variable selection under minimax concave penalty
- Observational studies.
- Pathwise coordinate optimization
- QUIC: quadratic approximation for sparse inverse covariance estimation
- Regularized multivariate regression for identifying master predictors with application to integrative genomics study of breast cancer
- Scaling it up: stochastic search structure learning in graphical models
- Simulation of hyper-inverse Wishart distributions in graphical models
- Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood
- Sparse inverse covariance estimation with the graphical lasso
- Support union recovery in high-dimensional multivariate regression
- The Adaptive Lasso and Its Oracle Properties
- The spike-and-slab LASSO
- Using Multivariate Matched Sampling and Regression Adjustment to Control Bias in Observational Studies
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(34)- Bayesian Bootstrap Spike-and-Slab LASSO
- Joint mean-covariance estimation via the horseshoe
- Ultra high-dimensional multivariate posterior contraction rate under shrinkage priors
- Multivariate sparse Laplacian shrinkage for joint estimation of two graphical structures
- A generalized likelihood-based Bayesian approach for scalable joint regression and covariance selection in high dimensions
- Joint variable selection and network modeling for detecting eQTLs
- Spike-and-slab Lasso biclustering
- Selection of sparse vine copulas in high dimensions with the Lasso
- An integrated precision matrix estimation for multivariate regression problems
- SLASSO: a scaled LASSO for multicollinear situations
- An Expectation Conditional Maximization Approach for Gaussian Graphical Models
- Bayesian Variable Selection for Gaussian Copula Regression Models
- Latent Network Estimation and Variable Selection for Compositional Data Via Variational EM
- Bayesian regularization for graphical models with unequal shrinkage
- Variable screening in multivariate linear regression with high-dimensional covariates
- Spike-and-Slab Group Lassos for Grouped Regression and Sparse Generalized Additive Models
- The Graphical Horseshoe Estimator for Inverse Covariance Matrices
- Horseshoe Regularisation for Machine Learning in Complex and Deep Models1
- Bayesian sparse seemingly unrelated regressions model with variable selection and covariance estimation via the horseshoe+
- The EAS approach to variable selection for multivariate response data in high-dimensional settings
- Bayesian high-dimensional covariate selection in non-linear mixed-effects models using the SAEM algorithm
- Response variable selection in multivariate linear regression
- Covariate-Assisted Bayesian Graph Learning for Heterogeneous Data
- Comment: Regularization via Bayesian Penalty Mixing
- Multivariate Bayesian variable selection for multi-trait genetic fine mapping
- Estimating sparse direct effects in multivariate regression with the spike-and-slab LASSO
- Estimation of the error structure in multivariate response linear regression models
- Posterior contraction and uncertainty quantification for the multivariate spike-and-slab LASSO
- Covariance Assisted Multivariate Penalized Additive Regression (CoMPAdRe)
- Consistent and scalable Bayesian joint variable and graph selection for disease diagnosis leveraging functional brain network
- Two-step mixed-type multivariate Bayesian sparse variable selection with shrinkage priors
- Multivariate regression modeling in integrative analysis via sparse regularization
- Bayesian scalable precision factor analysis for Gaussian graphical models
- Robust heterogeneity adjustment for Gaussian graphical model with latent variables
This page was built for publication: Simultaneous Variable and Covariance Selection With the Multivariate Spike-and-Slab LASSO
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3391213)
