Dirichlet Lasso: A Bayesian approach to variable selection

DOI10.1177/1471082X14551245OpenAlexW2317848965MaRDI QIDQ4971415

Marc Sobel, Kiranmoy Das

Publication date: 12 October 2020

Published in: Statistical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1177/1471082x14551245

zbMATH Keywords

Gibbs samplingDirichlet process priorgroup LassoBayesian LassoM-H algorithm

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

Variable selection for categorical response: a comparative study ⋮ A semiparametric Bayesian approach for joint modeling of longitudinal trait and event time

Uses Software

• ProteinLasso

Cites Work

• Unnamed Item
• The Adaptive Lasso and Its Oracle Properties
• The local Dirichlet process
• Least angle regression. (With discussion)
• Penalized regression, standard errors, and Bayesian Lassos
• Bayesian Nonparametrics
• Bayesian Semiparametric Multiple Shrinkage
• Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical models
• The Bayesian Lasso
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Bayesian Multiple Comparisons Using Dirichlet Process Priors
• Gibbs Sampling Methods for Stick-Breaking Priors
• Regularization and Variable Selection Via the Elastic Net
• Model Selection and Estimation in Regression with Grouped Variables