Mean field variational Bayes for continuous sparse signal shrinkage: pitfalls and remedies
DOI10.1214/14-EJS910zbMATH Open1298.62050OpenAlexW1983428013MaRDI QIDQ405332FDOQ405332
Authors: Sarah E. Neville, John T. Ormerod, M. P. Wand 
Publication date: 5 September 2014
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1407415580
Recommendations
- A variational Bayes approach to variable selection
- Variational Bayes for High-Dimensional Linear Regression With Sparse Priors
- Mean field variational Bayes for elaborate distributions
- Mean-field variational approximate Bayesian inference for latent variable models
- Sparsity information and regularization in the horseshoe and other shrinkage priors
approximate Bayesian inferencecontinued fractionspecial functiongeneralized double Pareto distributionHorseshoe distributionLentz's algorithmnormal-exponential-gamma distribution
Cites Work
- Graphical models, exponential families, and variational inference
- Title not available (Why is that?)
- Title not available (Why is that?)
- The horseshoe estimator for sparse signals
- Pattern recognition and machine learning.
- Variational approximations in Bayesian model selection for finite mixture distributions
- Needles and straw in haystacks: Empirical Bayes estimates of possibly sparse sequences
- Empirical Bayes selection of wavelet thresholds
- Explaining variational approximations
- Title not available (Why is that?)
- Scalable variational inference for Bayesian variable selection in regression, and its accuracy in genetic association studies
- Mean field variational Bayes for elaborate distributions
- Mean-field variational approximate Bayesian inference for latent variable models
- Bayesian hyper-Lassos with non-convex penalization
- Generalized double Pareto shrinkage
- Handbook of continued fractions for special functions. With contributions by Franky Backeljauw and Catherine Bonan-Hamada. Verified numerical output by Stefan Becuwe and Annie Cuyt
- Penalized wavelets: embedding wavelets into semiparametric regression
Cited In (21)
- Fast Markov Chain Monte Carlo for High-Dimensional Bayesian Regression Models With Shrinkage Priors
- Horseshoe Regularisation for Machine Learning in Complex and Deep Models1
- A horseshoe mixture model for Bayesian screening with an application to light sheet fluorescence microscopy in brain imaging
- Efficient Sampling for Gaussian Linear Regression With Arbitrary Priors
- Variational inferences for partially linear additive models with variable selection
- A note on mean-field variational approximations in Bayesian probit models
- Fast Variational Sparse Bayesian Learning With Automatic Relevance Determination for Superimposed Signals
- Sparse Online Variational Bayesian Regression
- The horseshoe-like regularization for feature subset selection
- Sparse linear mixed model selection via streamlined variational Bayes
- Mean field variational Bayes for elaborate distributions
- Title not available (Why is that?)
- Gaussian Variational Approximation With a Factor Covariance Structure
- A variational maximization-maximization algorithm for generalized linear mixed models with crossed random effects
- Bayesian Approaches to Shrinkage and Sparse Estimation
- Model selection in Bayesian neural networks via horseshoe priors
- Quantile graphical models: a Bayesian approach
- A global-local approach for detecting hotspots in multiple-response regression
- On variational Bayes estimation and variational information criteria for linear regression models
- Bayesian analysis of nonparanormal graphical models using rank-likelihood
- Variational Bayes Estimation of Discrete-Margined Copula Models With Application to Time Series
Uses Software
This page was built for publication: Mean field variational Bayes for continuous sparse signal shrinkage: pitfalls and remedies
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q405332)
