Hierarchical shrinkage priors and model fitting for high-dimensional generalized linear models
From MaRDI portal
Publication:461671
Recommendations
- Hierarchical shrinkage priors for regression models
- Hyper-\(g\) priors for generalized linear models
- Optimal Shrinkage Estimation in Heteroscedastic Hierarchical Linear Models
- Approximate uniform shrinkage prior for a multivariate generalized linear mixed model
- A New Perspective on Priors for Generalized Linear Models
- High-dimensional posterior consistency for hierarchical non-local priors in regression
- High-dimensional generalized linear models and the lasso
- Hyper nonlocal priors for variable selection in generalized linear models
Cited in
(5)- Hierarchical shrinkage priors for regression models
- Multiple comparisons in genetic association studies: a hierarchical modeling approach
- BhGLM
- scientific article; zbMATH DE number 5629278 (Why is no real title available?)
- Spike-and-slab least absolute shrinkage and selection operator generalized additive models and scalable algorithms for high-dimensional data analysis
This page was built for publication: Hierarchical shrinkage priors and model fitting for high-dimensional generalized linear models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q461671)