The Bayesian Lasso
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Publication:3632679
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- A Bayesian mixture of Lasso regressions with \(t\)-errors
- A characterization of Bayesian robustness for a normal location parameter
- Survival prediction and variable selection with simultaneous shrinkage and grouping priors
- Bayesian variable selection via a benchmark in normal linear models
- Bayesian sparse reduced rank multivariate regression
- Robust Bayesian regularized estimation based on \(t\) regression model
- Lasso, fractional norm and structured sparse estimation using a Hadamard product parametrization
- Bayesian model selection in ordinal quantile regression
- Bayesian variable selection for finite mixture model of linear regressions
- Accuracy and sensitivity of different Bayesian methods for genomic prediction using simulation and real data
- Joint analysis of semicontinuous data with latent variables
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- Bayesian binary quantile regression for the analysis of bachelor-to-master transition
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- On the quantification of model uncertainty: a Bayesian perspective
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- Bayesian variable selection for mixed effects model with shrinkage prior
- Areal prediction of survey data using Bayesian spatial generalised linear models
- BIVAS: A Scalable Bayesian Method for Bi-Level Variable Selection With Applications
- Model selection in quantile regression models
- Fully Bayesian analysis of allele-specific RNA-seq data
- Skew exponential power stochastic volatility model for analysis of skewness, non-normal tails, quantiles and expectiles
- Bayesian randomized response technique with multiple sensitive attributes: the case of information systems resource misuse
- Bayesian group Lasso for nonparametric varying-coefficient models with application to functional genome-wide association studies
- Asymptotically Exact Data Augmentation: Models, Properties, and Algorithms
- Adaptive-modal Bayesian nonparametric regression
- Variable selection via penalized credible regions with Dirichlet-Laplace global-local shrinkage priors
- High-dimensional posterior consistency in Bayesian vector autoregressive models
- Global-local mixtures: a unifying framework
- Nonidentical twins: comparison of frequentist and Bayesian Lasso for Cox models
- A novel Bayesian approach for variable selection in linear regression models
- Dirichlet Lasso: A Bayesian approach to variable selection
- Bayesian shrinkage methods for partially observed data with many predictors
- Gradient-Based Markov Chain Monte Carlo for Bayesian Inference With Non-differentiable Priors
- A Bayesian hybrid huberized support vector machine and its applications in high-dimensional medical data
- Bayesian regularized quantile structural equation models
- Default priors for the intercept parameter in logistic regressions
- Weighted-average least squares estimation of generalized linear models
- The Bayesian adaptive Lasso regression
- Bayesian structure learning in graphical models
- Constrained estimation using penalization and MCMC
- Variational inference of linear regression with nonzero prior means
- Bayesian multiple response kernel regression model for high dimensional data and its practical applications in near infrared spectroscopy
- Robust mean change-point detecting through Laplace linear regression using EM algorithm
- Bayesian variable selection in linear regression models with non-normal errors
- Integration of multiple genomic data sources in a Bayesian Cox model for variable selection and prediction
- Estimation, prediction and inference for the LASSO random effects model
- Bayesian regression with undirected network predictors with an application to brain connectome data
- Improving the efficiency of genomic selection
- Bayesian effect estimation accounting for adjustment uncertainty
- Stochastic claims reserving via a Bayesian spline model with random loss ratio effects
- Inference with normal-gamma prior distributions in regression problems
- A Bayesian proportional hazards model for general interval-censored data
- Bayesian lasso regression
- scientific article; zbMATH DE number 7626734 (Why is no real title available?)
- Estimation and inference for area-wise spatial income distributions from grouped data
- A Bayesian approach to sparse dynamic network identification
- Bayesian nonparametric sparse VAR models
- Compound Poisson processes, latent shrinkage priors and Bayesian nonconvex penalization
- Bayesian tail risk interdependence using quantile regression
- Bayesian variable selection and estimation for group Lasso
- Scaling it up: stochastic search structure learning in graphical models
- Conditions for posterior contraction in the sparse normal means problem
- Multilevel heterogeneous factor analysis and application to ecological momentary assessment
- Multilevel structured additive regression
- Multinomial Inverse Regression for Text Analysis
- Hierarchical Bayesian Lasso for a negative binomial regression
- \(\ell_{1}\)-penalization for mixture regression models
- Functional Horseshoe Priors for Subspace Shrinkage
- On a generalization of the Laplace approximation
- Analysis of single-index models with scale mixture of normals errors by using Bayesian P-splines
- Bayesian Bootstrap Spike-and-Slab LASSO
- Bayesian regularized regression based on composite quantile method
- Neuronized Priors for Bayesian Sparse Linear Regression
- Bayesian tobit quantile regression with penalty
- netprioR: a probabilistic model for integrative hit prioritisation of genetic screens
- Bayesian factor-adjusted sparse regression
- 1-bit matrix completion: PAC-Bayesian analysis of a variational approximation
- A study of variable selection using \(g\)-prior distribution with ridge parameter
- Bayesian Factor Analysis for Inference on Interactions
- Shrinkage priors for Bayesian penalized regression
- Flexible and Interpretable Models for Survival Data
- Bayesian approaches to variable selection in mixture models with application to disease clustering
- Variable selection for BART: an application to gene regulation
- Hierarchical Bayes, maximum a posteriori estimators, and minimax concave penalized likelihood estimation
- Bayesian variable selection for latent class models
- Bayesian Tobit quantile regression model for medical expenditure panel survey data
- Posterior contraction in sparse Bayesian factor models for massive covariance matrices
- High-dimensional regression with unknown variance
- Sparse Bayesian time-varying covariance estimation in many dimensions
- Elastic net regression modeling with the orthant normal prior
- Achieving shrinkage in a time-varying parameter model framework
- Identifying QTLs and epistasis in structured plant populations using adaptive mixed LASSO
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