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- Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity
- Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity
- Sparse Bayesian time-varying covariance estimation in many dimensions
- State-dependent swap strategies and automatic reduction of number of temperatures in adaptive parallel tempering algorithm
- Bayesian Bootstrap Spike-and-Slab LASSO
- Flexible and Interpretable Models for Survival Data
- Bayesian randomized response technique with multiple sensitive attributes: the case of information systems resource misuse
- Penalized likelihood and Bayesian function selection in regression models
- Bayesian accelerated failure time models based on penalized mixtures of Gaussians: regularization and variable selection
- A Bayesian mixture of Lasso regressions with t-errors
- Variable selection via penalized credible regions with Dirichlet-Laplace global-local shrinkage priors
- Big data Bayesian linear regression and variable selection by normal-inverse-gamma summation
- Predicting pediatric clinic no-shows: a decision analytic framework using elastic net and Bayesian belief network
- 1-bit matrix completion: PAC-Bayesian analysis of a variational approximation
- Penalised inference for lagged dependent regression in the presence of autocorrelated residuals
- Variable selection for high-dimensional genomic data with censored outcomes using group Lasso prior
- Robust Bayesian regularized estimation based on \(t\) regression model
- Lasso, fractional norm and structured sparse estimation using a Hadamard product parametrization
- Variable selection using shrinkage priors
- Bayesian model selection in ordinal quantile regression
- Bayesian variable selection for finite mixture model of linear regressions
- High-dimensional multivariate posterior consistency under global-local shrinkage priors
- Bayesian quantile regression using the skew exponential power distribution
- Integration of multiple genomic data sources in a Bayesian Cox model for variable selection and prediction
- Semiparametric Bayesian inference for accelerated failure time models with errors-in-covariates and doubly censored data
- Selection of tuning parameters, solution paths and standard errors for Bayesian Lassos
- Efficient Bayesian inference for COM-Poisson regression models
- Trace class Markov chains for the normal-gamma Bayesian shrinkage model
- The Bayesian adaptive Lasso regression
- Extreme value-based methods for modeling elk yearly movements
- A novel variational Bayesian method for variable selection in logistic regression models
- Default priors for the intercept parameter in logistic regressions
- Bayesian model selection for generalized linear models using non-local priors
- Bayesian pollution source identification via an inverse physics model
- Bayesian effect fusion for categorical predictors
- Bayesian compressed vector autoregressions
- Bayesian analysis of dynamic panel data by penalized quantile regression
- Weighted-average least squares estimation of generalized linear models
- A new Bayesian Lasso
- Locally adaptive smoothing with Markov random fields and shrinkage priors
- Fast Monte Carlo Markov chains for Bayesian shrinkage models with random effects
- Sparse kernel learning with LASSO and Bayesian inference algorithm
- Penalising model component complexity: a principled, practical approach to constructing priors
- On the exponentially weighted aggregate with the Laplace prior
- Bayesian multiple response kernel regression model for high dimensional data and its practical applications in near infrared spectroscopy
- Adaptive-modal Bayesian nonparametric regression
- Hierarchical Bayes, maximum a posteriori estimators, and minimax concave penalized likelihood estimation
- Penalized orthogonal-components regression for large \(p\) small \(n\) data
- Inferring trait-specific similarity among individuals from molecular markers and phenotypes with Bayesian regression
- A Bayesian quantile regression approach to multivariate semi-continuous longitudinal data
- Evaluating machine learning methods for estimation in online surveys with superpopulation modeling
- Bayesian Lasso with neighborhood regression method for Gaussian graphical model
- Bayesian structure learning in graphical models
- Bayesian MIDAS penalized regressions: estimation, selection, and prediction
- Novel iterative ensemble smoothers derived from a class of generalized cost functions
- Bayesian bridge-randomized penalized quantile regression for ordinal longitudinal data, with application to firm's bond ratings
- Fully Bayesian analysis of allele-specific RNA-seq data
- Theory of optimal Bayesian feature filtering
- Dynamic variable selection with spike-and-slab process priors
- Incorporating spatial structure into inclusion probabilities for Bayesian variable selection in generalized linear models with the spike-and-slab elastic net
- The illusion of the illusion of sparsity: an exercise in prior sensitivity
- On incentive-compatible estimators
- The beta-mixture shrinkage prior for sparse covariances with near-minimax posterior convergence rate
- Multilevel time-series models for small area estimation at different frequencies and domain levels
- A comparison of power-expected-posterior priors in shrinkage regression
- Shared Bayesian variable shrinkage in multinomial logistic regression
- Sparse linear mixed model selection via streamlined variational Bayes
- Bayesian ridge estimators based on copula-based joint prior distributions for regression coefficients
- Bayesian frequentist bounds for machine learning and system identification
- Sparse estimation in linear dynamic networks using the stable spline horseshoe prior
- Conditionally exponential prior in focal near- and far-field EEG source localization via randomized multiresolution scanning (RAMUS)
- A projection approach to monotonic regression with Bernstein polynomials
- Constrained estimation using penalization and MCMC
- On minimax optimality of sparse Bayes predictive density estimates
- Bayesian penalized Buckley-James method for high dimensional bivariate censored regression models
- Bayesian hierarchical modeling: application towards production results in the Eagle Ford Shale of South Texas
- Bayesian group selection with non-local priors
- A semi-parametric Bayesian dynamic hurdle model with an application to the health and retirement study
- Bayesian sparse convex clustering via global-local shrinkage priors
- Objective Bayesian edge screening and structure selection for Ising networks
- Varying-coefficient hidden Markov models with zero-effect regions
- Log-regularly varying scale mixture of normals for robust regression
- Random weighting in LASSO regression
- Bayesian factor-adjusted sparse regression
- Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation
- Horseshoe shrinkage methods for Bayesian fusion estimation
- An extreme value Bayesian Lasso for the conditional left and right tails
- A positive-definiteness-assured block Gibbs sampler for Bayesian graphical models with shrinkage priors
- Sampling properties of the Bayesian posterior mean with an application to WALS estimation
- Bayesian rank penalization
- Bayesian variable selection for mixed effects model with shrinkage prior
- Sparse Bayesian variable selection in kernel probit model for analyzing high-dimensional data
- Relevant parameter changes in structural break models
- Bayesian shrinkage towards sharp minimaxity
- Multilevel heterogeneous factor analysis and application to ecological momentary assessment
- A Bayesian perspective of statistical machine learning for big data
- Bayesian fusion estimation via \(t\) shrinkage
- Global-local mixtures: a unifying framework
- Variable selection techniques after multiple imputation in high-dimensional data
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