The horseshoe estimator for sparse signals
From MaRDI portal
Publication:3585407
DOI10.1093/BIOMET/ASQ017zbMATH Open1406.62021OpenAlexW2114169935WikidataQ30337443 ScholiaQ30337443MaRDI QIDQ3585407FDOQ3585407
Authors: James G. Scott, Carlos M. Carvalho, Nicholas G. Polson 
Publication date: 19 August 2010
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/2522e9da302f7a9fc2512b5ae1fb825ef538e6ff
Recommendations
Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)
Cited In (only showing first 100 items - show all)
- GPU-accelerated Gibbs sampling: a case study of the horseshoe probit model
- Model selection using mass-nonlocal prior
- Spike and slab empirical Bayes sparse credible sets
- A Bayesian parametrized method for interval-valued regression models
- Bayesian Deep Net GLM and GLMM
- Bayesian Lasso with neighborhood regression method for Gaussian graphical model
- Bayesian deconvolution and quantification of metabolites from \(J\)-resolved NMR spectroscopy
- Gradient-Based Markov Chain Monte Carlo for Bayesian Inference With Non-differentiable Priors
- Marginally Calibrated Deep Distributional Regression
- Well-posed Bayesian inverse problems with infinitely divisible and heavy-tailed prior measures
- Adaptive prior weighting in generalized regression
- Bayesian semiparametric multivariate density deconvolution
- Testing un-separated hypotheses by estimating a distance
- Bayesian regression with undirected network predictors with an application to brain connectome data
- Locally adaptive smoothing with Markov random fields and shrinkage priors
- Regularization and confounding in linear regression for treatment effect estimation
- Shrinkage priors for single-spiked covariance models
- TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES
- Default priors for the intercept parameter in logistic regressions
- Model Interpretation Through Lower-Dimensional Posterior Summarization
- Adaptive Preferential Sampling in Phylodynamics With an Application to SARS-CoV-2
- Bayesian rank penalization
- Wavelet Shrinkage with Double Weibull Prior
- Minimax predictive density for sparse count data
- An Approximate Bayesian Approach to Model-assisted Survey Estimation with Many Auxiliary Variables
- The horseshoe-like regularization for feature subset selection
- Dual-semiparametric regression using weighted Dirichlet process mixture
- High dimensional single-index Bayesian modeling of brain atrophy
- Methods and Tools for Bayesian Variable Selection and Model Averaging in Normal Linear Regression
- Comment on article by Finegold and Drton
- A unified view on Bayesian varying coefficient models
- Lasso meets horseshoe: a survey
- On the beta prime prior for scale parameters in high-dimensional Bayesian regression models
- High-dimensional confounding adjustment using continuous Spike and Slab priors
- Dynamic regression models for time-ordered functional data
- Using prior expansions for prior-data conflict checking
- Inferring constructs of effective teaching from classroom observations: an application of Bayesian exploratory factor analysis without restrictions
- Bayesian semiparametric functional mixed models for serially correlated functional data, with application to glaucoma data
- Well-Posed Bayesian Inverse Problems: Priors with Exponential Tails
- Bayesian variable selection for mixed effects model with shrinkage prior
- DOLDA: a regularized supervised topic model for high-dimensional multi-class regression
- Confounder selection via penalized credible regions
- Bayesian inference in nonparanormal graphical models
- Fully Bayesian logistic regression with hyper-LASSO priors for high-dimensional feature selection
- Minimum message length inference of the Poisson and geometric models using heavy-tailed prior distributions
- Ultra high-dimensional multivariate posterior contraction rate under shrinkage priors
- Bayesian additive regression trees with model trees
- A spatial mixed-effects regression model for electoral data
- Sparse portfolio selection via Bayesian multiple testing
- A characterization of Bayesian robustness for a normal location parameter
- Double-parallel Monte Carlo for Bayesian analysis of big data
- Adaptive posterior contraction rates for the horseshoe
- Empirical priors and coverage of posterior credible sets in a sparse normal mean model
- A novel Bayesian approach for variable selection in linear regression models
- Bayesian-EUCLID: discovering hyperelastic material laws with uncertainties
- Comment: A brief survey of the current state of play for Bayesian computation in data science at big-data scale
- Bayesian Shrinkage for Functional Network Models, With Applications to Longitudinal Item Response Data
- Demand Models With Random Partitions
- High-dimensional posterior consistency of the Bayesian Lasso
- A Bayesian model of dose-response for cancer drug studies
- The Graphical Horseshoe Estimator for Inverse Covariance Matrices
- Bayesian joint modeling of chemical structure and dose response curves
- Prediction risk for the horseshoe regression
- Neuronized Priors for Bayesian Sparse Linear Regression
- Spike-and-slab priors for function selection in structured additive regression models
- Variational discriminant analysis with variable selection
- The horseshoe+ estimator of ultra-sparse signals
- Joint mean-covariance estimation via the horseshoe
- Joint Bayesian estimation of voxel activation and inter-regional connectivity in fMRI experiments
- An alternative to the inverted gamma for the variances to modelling outliers and structural breaks in dynamic models
- Radio-iBAG: radiomics-based integrative Bayesian analysis of multiplatform genomic data
- Penalising model component complexity: a principled, practical approach to constructing priors
- Variance prior forms for high-dimensional Bayesian variable selection
- The horseshoe estimator: posterior concentration around nearly black vectors
- Shrinkage priors for Bayesian penalized regression
- Mixtures of \(g\)-priors for Bayesian model averaging with economic applications
- Dynamic logistic regression and dynamic model averaging for binary classification
- Spike-and-slab Lasso biclustering
- Asymptotic Bayes-optimality under sparsity of some multiple testing procedures
- Mean field variational Bayes for continuous sparse signal shrinkage: pitfalls and remedies
- Compound Poisson processes, latent shrinkage priors and Bayesian nonconvex penalization
- Scaling it up: stochastic search structure learning in graphical models
- Conditions for posterior contraction in the sparse normal means problem
- Comparison of Bayesian predictive methods for model selection
- Sub-optimality of some continuous shrinkage priors
- Shrinkage, pretest, and penalty estimators in generalized linear models
- Bayesian approaches to variable selection in mixture models with application to disease clustering
- Bayesian estimation of sparse signals with a continuous spike-and-slab prior
- Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector
- Prior distributions for objective Bayesian analysis
- Bayesian approaches for large biological networks
- Bayesian regression tree models for causal inference: regularization, confounding, and heterogeneous effects (with discussion)
- The spike-and-slab LASSO
- Scalable approximate MCMC algorithms for the horseshoe prior
- Spatial Shrinkage Via the Product Independent Gaussian Process Prior
- High-dimensional posterior consistency in Bayesian vector autoregressive models
- On Bayesian lasso variable selection and the specification of the shrinkage parameter
- Adjusting for selection bias in assessing treatment effect estimates from multiple subgroups
- Time-varying sparsity in dynamic regression models
- Efficient Bayesian regularization for graphical model selection
This page was built for publication: The horseshoe estimator for sparse signals
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3585407)
