Bayesian lasso regression
From MaRDI portal
Publication:3653101
DOI10.1093/biomet/asp047zbMath1179.62038OpenAlexW2041779820MaRDI QIDQ3653101
Publication date: 18 December 2009
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/0a3873992669e8577a906149a81007cb13c70599
regularizationMarkov chain Monte CarloGibbs samplerLaplace distributionposterior predictive distributiondouble-exponential distribution\(L_{1}\) penalty
Linear regression; mixed models (62J05) Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40)
Related Items
Bayesian quantile regression for ordinal longitudinal data, Bayesian variable selection and coefficient estimation in heteroscedastic linear regression model, Compound Poisson processes, latent shrinkage priors and Bayesian nonconvex penalization, Bayesian regularized regression based on composite quantile method, Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation, Robust Bayesian regularized estimation based on \(t\) regression model, Bayesian model selection in ordinal quantile regression, Posterior moments and quantiles for the normal location model with Laplace prior, Bayesian quantile regression using the skew exponential power distribution, Bayesian adaptive Lasso quantile regression, The Bayesian elastic net regression, A new Gibbs sampler for Bayesian lasso, Bayesian adaptive Lasso for quantile regression models with nonignorably missing response data, Bayesian rank penalization, Bayesian variable selection for mixed effects model with shrinkage prior, Non-iterative CS recovery algorithm for surveillance applications: subjective and real-time experience, Bayesian linear regression with sparse priors, A graph Laplacian prior for Bayesian variable selection and grouping, Bayesian Approaches to Shrinkage and Sparse Estimation, Bayesian elastic net based on empirical likelihood, Bayesian quantile regression for single-index models, A Bayesian Subset Specific Approach to Joint Selection of Multiple Graphical Models, Sampling Constrained Probability Distributions Using Spherical Augmentation, Composite optimization with coupling constraints via dual proximal gradient method with applications to asynchronous networks, Variable selection in linear-circular regression models, Bayesian shrinkage towards sharp minimaxity, Bayesian Cox regression for large-scale inference with applications to electronic health records, Bayesian variable selection and estimation in semiparametric joint models of multivariate longitudinal and survival data, Bayesian tensor response regression with an application to brain activation studies, Nearly optimal Bayesian shrinkage for high-dimensional regression, Bayesian regularization via graph Laplacian, Multilevel heterogeneous factor analysis and application to ecological momentary assessment, A comparative study on high-dimensional bayesian regression with binary predictors, A Bayesian parametrized method for interval-valued regression models, Partial correlation graphical LASSO, Empirical Bayes analysis of RNA-seq data for detection of gene expression heterosis, Model selection in binary and Tobit quantile regression using the Gibbs sampler, On efficient calculations for Bayesian variable selection, A study of variable selection using \(g\)-prior distribution with ridge parameter, Distributed Bayesian posterior voting strategy for massive data, Hierarchical Bayes, maximum a posteriori estimators, and minimax concave penalized likelihood estimation, A majorization-minimization approach to variable selection using spike and slab priors, A characterization of Bayesian robustness for a normal location parameter, Bayesian statistics with a smile: a resampling-sampling perspective, The Bayesian adaptive Lasso regression, Variational Bayesian inference with Gaussian-mixture approximations, Variable selection for BART: an application to gene regulation, Functional Horseshoe Priors for Subspace Shrinkage, Estimation of stationary autoregressive models with the Bayesian LASSO, Demand Models With Random Partitions, A Distributed Framework for the Construction of Transport Maps, Bayes and empirical Bayes methods for reduced rank regression models in matched case‐control studies, Bayesian Lasso with neighborhood regression method for Gaussian graphical model, Improved return level estimation via a weighted likelihood, latent spatial extremes model, Bayesian Bootstrap Spike-and-Slab LASSO, Stable Multiple Time Step Simulation/Prediction From Lagged Dynamic Network Regression Models, Nonidentical twins: Comparison of frequentist and Bayesian lasso for Cox models, Variance prior forms for high-dimensional Bayesian variable selection, On the exponentially weighted aggregate with the Laplace prior, The structured elastic net for quantile regression and support vector classification, On Bayesian lasso variable selection and the specification of the shrinkage parameter, An efficient Monte Carlo EM algorithm for Bayesian lasso, Model-averaged ℓ1regularization using Markov chain Monte Carlo model composition, Bayesian Variable Selections for Probit Models with Componentwise Gibbs Samplers, Efficient Sampling for Gaussian Linear Regression With Arbitrary Priors, Uncertainty Quantification for Modern High-Dimensional Regression via Scalable Bayesian Methods, Testing Sparsity-Inducing Penalties, Bayesian empirical likelihood and variable selection for censored linear model with applications to acute myelogenous leukemia data, Bayesian Model and Dimension Reduction for Uncertainty Propagation: Applications in Random Media, Bayesian nonlinear quantile regression approach for longitudinal ordinal data, High-dimensional posterior consistency of the Bayesian lasso, Shrinkage priors for Bayesian penalized regression, On regularization of generalized maximum entropy for linear models, Sparse Bayesian linear regression using generalized normal priors, Constrained estimation using penalization and MCMC
