The Bayesian Lasso

DOI10.1198/016214508000000337MaRDI QIDQ3632679zbMATH OpenOpenAlexWikidataFDO

Authors Trevor Park, George Casella

Publication date 12 June 2009

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1198/016214508000000337

zbMATH Keywords

Gibbs samplerhierarchical modellinear regressionempirical Bayespenalized regressioninverse Gaussianscale mixture of normals

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Bayesian inference (62F15) Ridge regression; shrinkage estimators (Lasso) (62J07)

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• A Bayesian mixture of Lasso regressions with \(t\)-errors
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• 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
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• 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
• Statistical inference for partially observed branching processes with application to cell lineage tracking of \textit{in vivo} hematopoiesis
• Big data Bayesian linear regression and variable selection by normal-inverse-gamma summation
• On the quantification of model uncertainty: a Bayesian perspective
• Stochastic model specification in Markov switching vector error correction models
• 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
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• A novel Bayesian approach for variable selection in linear regression models
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• 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
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• 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
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• Flexible and Interpretable Models for Survival Data
• Bayesian approaches to variable selection in mixture models with application to disease clustering
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• 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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