Spike-and-Slab Meets LASSO: A Review of the Spike-and-Slab LASSO

DOI10.1201/9781003089018-4MaRDI QIDQ5079618zbMATH OpenOpenAlexFDO

Authors Ray Bai, Veronika Rockova, Edward I. George

Publication date 27 May 2022

Published in Handbook of Bayesian Variable Selection (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2010.06451

Mathematics Subject Classification ID

Parametric inference (62Fxx)

Cited in

(12)

• SLASSO: a scaled LASSO for multicollinear situations
• Sparse Online Variational Bayesian Regression
• Bayesian Approaches to Shrinkage and Sparse Estimation
• A Bayesian collocation integral method for system identification of ordinary differential equations
• Hierarchical grouped horseshoe priors for subgroup identification and estimation
• Posterior contraction and uncertainty quantification for the multivariate spike-and-slab LASSO
• Accelerated Bayesian Reciprocal LASSO
• Provably Efficient Posterior Sampling for Sparse Linear Regression via Measure Decomposition
• Adaptive Shrinkage with a Nonparametric Bayesian Lasso
• Concentrated MCMC estimation
• Robust Bayesian high-dimensional variable selection and inference with the horseshoe family of priors
• Bayesian single-index quantile regression: spline link estimation and spike-and-slab variable selection in high dimensions*

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