The horseshoe estimator for sparse signals
From MaRDI portal
Publication:3585407
Recommendations
Cited in
(only showing first 100 items - show all)- Manifold Optimization-Assisted Gaussian Variational Approximation
- Prediction risk for the horseshoe regression
- Comment on article by Rubio and Steel
- Power-Expected-Posterior Methodology with Baseline Shrinkage Priors
- A Review of Data‐Driven Discovery for Dynamic Systems
- Spatially dependent multiple testing under model misspecification, with application to detection of anthropogenic influence on extreme climate events
- Sparse estimation in linear dynamic networks using the stable spline horseshoe prior
- Towards compact neural networks via end-to-end training: a Bayesian tensor approach with automatic rank determination
- Structured Shrinkage Priors
- Bayesian boundary trend filtering
- Neuronized Priors for Bayesian Sparse Linear Regression
- Bayesian joint modeling of multiple brain functional networks
- Spike-and-slab priors for function selection in structured additive regression models
- An alternative to the inverted gamma for the variances to modelling outliers and structural breaks in dynamic models
- GPU-accelerated Gibbs sampling: a case study of the horseshoe probit model
- The horseshoe+ estimator of ultra-sparse signals
- Variational discriminant analysis with variable selection
- Sparse estimation: an MMSE approach
- Model selection using mass-nonlocal prior
- Joint mean-covariance estimation via the horseshoe
- Bayesian Structure Learning in Multilayered Genomic Networks
- Joint Bayesian estimation of voxel activation and inter-regional connectivity in fMRI experiments
- Bayesian Factor Model Shrinkage for Linear IV Regression With Many Instruments
- Bayesian analysis of longitudinal data via empirical likelihood
- Semi-parametric Bayes regression with network-valued covariates
- Fast Markov Chain Monte Carlo for High-Dimensional Bayesian Regression Models With Shrinkage Priors
- Penalising model component complexity: a principled, practical approach to constructing priors
- Radio-iBAG: radiomics-based integrative Bayesian analysis of multiplatform genomic data
- The horseshoe estimator: posterior concentration around nearly black vectors
- Variance prior forms for high-dimensional Bayesian variable selection
- Scalable Bayesian Regression in High Dimensions With Multiple Data Sources
- Robustness against conflicting prior information in regression
- Horseshoe Regularisation for Machine Learning in Complex and Deep Models1
- Log-regularly varying scale mixture of normals for robust regression
- The horseshoe prior for time-varying parameter VARs and monetary policy
- Comment: ``Bayes, oracle Bayes and empirical Bayes
- Spike and slab empirical Bayes sparse credible sets
- Mixtures of \(g\)-priors for Bayesian model averaging with economic applications
- Shrinkage priors for Bayesian penalized regression
- System identification using autoregressive Bayesian neural networks with nonparametric noise models
- A horseshoe mixture model for Bayesian screening with an application to light sheet fluorescence microscopy in brain imaging
- Bayesian inference and dynamic prediction for multivariate longitudinal and survival data
- A Bayesian decision framework for optimizing sequential combination antiretroviral therapy in people with HIV
- Implicit Copula Variational Inference
- Dynamic logistic regression and dynamic model averaging for binary classification
- Mean field variational Bayes for continuous sparse signal shrinkage: pitfalls and remedies
- Asymptotic Bayes-optimality under sparsity of some multiple testing procedures
- Spike-and-slab Lasso biclustering
- Bayesian approaches to variable selection: a comparative study from practical perspectives
- A Comparison of Bayesian Multivariate Versus Univariate Normal Regression Models for Prediction
- A Look into the Problem of Preferential Sampling through the Lens of Survey Statistics
- A hybrid deterministic-deterministic approach for high-dimensional Bayesian variable selection with a default prior
- Heterogeneity Analysis on Multi-State Brain Functional Connectivity and Adolescent Neurocognition
- Posterior robustness with milder conditions: contamination models revisited
- 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
- Variable prioritization in nonlinear black box methods: a genetic association case study
- Bayesian Change Point Detection with Spike-and-Slab Priors
- Projective inference in high-dimensional problems: prediction and feature selection
- Sub-optimality of some continuous shrinkage priors
- Comparison of Bayesian predictive methods for model selection
- Efficient Sampling for Gaussian Linear Regression With Arbitrary Priors
- Discussion
- A Bayesian parametrized method for interval-valued regression models
- Shrinkage, pretest, and penalty estimators in generalized linear models
- Variable selection for high-dimensional incomplete data using horseshoe estimation with data augmentation
- Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector
- Bayesian \(l_0\)-regularized least squares
- Variable selection using Bayesian additive regression trees
- Bayesian estimation of sparse signals with a continuous spike-and-slab prior
- A Dynamic Binary Probit Model with Time-Varying Parameters and Shrinkage Prior
- A Mass-Shifting Phenomenon of Truncated Multivariate Normal Priors
- Bayesian approaches to variable selection in mixture models with application to disease clustering
- Prior distributions for objective Bayesian analysis
- Bayesian estimation of subset threshold autoregressions: short-term forecasting of traffic occupancy
- Bayesian regression tree models for causal inference: regularization, confounding, and heterogeneous effects (with discussion)
- Nearly optimal Bayesian shrinkage for high-dimensional regression
- Bayesian Deep Net GLM and GLMM
- Bayesian approaches for large biological networks
- Bayesian Lasso with neighborhood regression method for Gaussian graphical model
- Reversible Jump PDMP Samplers for Variable Selection
- The spike-and-slab LASSO
- Graph signal denoising using \(t\)-shrinkage priors
- Bayesian fused lasso modeling via horseshoe prior
- A flexible Bayesian variable selection approach for modeling interval data
- Play Call Strategies and Modeling for Target Outcomes in Football
- Bayesian deconvolution and quantification of metabolites from \(J\)-resolved NMR spectroscopy
- Scalable approximate MCMC algorithms for the horseshoe prior
- On Bayesian lasso variable selection and the specification of the shrinkage parameter
- Spatial Shrinkage Via the Product Independent Gaussian Process Prior
- Efficient Bayesian regularization for graphical model selection
- Bayesian neural networks for selection of drug sensitive genes
- Time-varying sparsity in dynamic regression models
- High-dimensional posterior consistency in Bayesian vector autoregressive models
- Revisiting Jeffreys’ Example: Bayes Test of the Normal Mean
- Testing un-separated hypotheses by estimating a distance
- Well-posed Bayesian inverse problems with infinitely divisible and heavy-tailed prior measures
- Marginally Calibrated Deep Distributional Regression
- Adjusting for selection bias in assessing treatment effect estimates from multiple subgroups
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)
