Bayesian inference in high-dimensional linear models using an empirical correlation-adaptive prior
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Cites work
- A Reference Bayesian Test for Nested Hypotheses and its Relationship to the Schwarz Criterion
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector
- Bayesian linear regression with sparse priors
- Bayesian variable selection using an adaptive powered correlation prior
- Bayesian variable selection with shrinking and diffusing priors
- Calibrating general posterior credible regions
- Calibration and empirical Bayes variable selection
- Consistent high-dimensional Bayesian variable selection via penalized credible regions
- Data-driven priors and their posterior concentration rates
- Empirical Bayes posterior concentration in sparse high-dimensional linear models
- Estimation and variable selection with exponential weights
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Inconsistency of Bayesian inference for misspecified linear models, and a proposal for repairing it
- Local shrinkage rules, Lévy processes and regularized regression
- Mixtures of g Priors for Bayesian Variable Selection
- Nearly unbiased variable selection under minimax concave penalty
- Needles and straw in a haystack: posterior concentration for possibly sparse sequences
- Scalable Bayesian variable selection using nonlocal prior densities in ultrahigh-dimensional settings
- Shotgun Stochastic Search for “Largep” Regression
- Sparse estimation by exponential weighting
- Spike and Slab Gene Selection for Multigroup Microarray Data
- Statistics for high-dimensional data. Methods, theory and applications.
- The Adaptive Lasso and Its Oracle Properties
- The risk inflation criterion for multiple regression
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(4)- scientific article; zbMATH DE number 5629278 (Why is no real title available?)
- Empirical priors and posterior concentration in a piecewise polynomial sequence model
- Adaptive posterior concentration rates for sparse high-dimensional linear regression with random design and unknown error variance
- Concentration of a sparse Bayesian model with horseshoe prior in estimating high-dimensional precision matrix
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