Consistent high-dimensional Bayesian variable selection via penalized credible regions
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Publication:4904737
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Cites work
- A review of Bayesian variable selection methods: what, how and which
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- Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem
- Bayesian Selection and Clustering of Polymorphisms in Functionally Related Genes
- Bayesian Variable Selection in Clustering High-Dimensional Data
- Calibration and empirical Bayes variable selection
- Consistency of objective Bayes factors as the model dimension grows
- DASSO: Connections Between the Dantzig Selector and Lasso
- Fixed and Random Effects Selection in Linear and Logistic Models
- Forward regression for ultra-high dimensional variable screening
- High-dimensional graphs and variable selection with the Lasso
- Least angle regression. (With discussion)
- Mixtures of g Priors for Bayesian Variable Selection
- Model Selection and Estimation in Regression with Grouped Variables
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- PCA consistency in high dimension, low sample size context
- Penalized orthogonal-components regression for large \(p\) small \(n\) data
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- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(33)- Strong selection consistency of Bayesian vector autoregressive models based on a pseudo-likelihood approach
- Scalable Bayesian Regression in High Dimensions With Multiple Data Sources
- Fast Bayesian variable selection for high dimensional linear models: marginal solo spike and slab priors
- Bayesian approaches to variable selection: a comparative study from practical perspectives
- Finite mixture of generalized semiparametric models: variable selection via penalized estimation
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- Skinny Gibbs: a consistent and scalable Gibbs sampler for model selection
- Efficient Bayesian regularization for graphical model selection
- Endogeneity in high dimensions
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- Bayesian Factor Analysis for Inference on Interactions
- Flexible co-data learning for high-dimensional prediction
- Empirical Bayes inference in sparse high-dimensional generalized linear models
- Variable selection methods for penalized credible regions based on the Horseshoe+ prior
- Asymptotic efficient semiparametric empirical Bayes estimation of multinomial responses
- Bayesian Regression Using a Prior on the Model Fit: The R2-D2 Shrinkage Prior
- Bayesian inference in high-dimensional linear models using an empirical correlation-adaptive prior
- Exponentially tilted likelihood inference on growing dimensional unconditional moment models
- Sequential model averaging for high dimensional linear regression models
- Unified Bayesian theory of sparse linear regression with nuisance parameters
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- Bayesian high-dimensional screening via MCMC
- Uncertainty quantification for principal component regression
- Confounder selection via penalized credible regions
- Fast Cross-validation for Multi-penalty High-dimensional Ridge Regression
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- Accelerating a Gibbs sampler for variable selection on genomics data with summarization and variable pre-selection combining an array DBMS and R
- Bayesian variable selection for logistic regression
- Variable selection using shrinkage priors
- Bayesian group selection in logistic regression with application to MRI data analysis
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