Review of Bayesian selection methods for categorical predictors using JAGS
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Publication:5093004
Cites work
- Applied Bayesian statistics. With R and OpenBUGS examples.
- Asymptotics for Lasso-type estimators.
- Bayesian variable selection and estimation for group Lasso
- Bayesian Variable Selection in Linear Regression
- Bootstrapping Lasso estimators
- Coordinate descent algorithms for lasso penalized regression
- Effect fusion using model-based clustering
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Least angle regression. (With discussion)
- Mixture Densities, Maximum Likelihood and the EM Algorithm
- Model Selection and Estimation in Regression with Grouped Variables
- Optimal predictive model selection.
- Penalized regression, standard errors, and Bayesian Lassos
- Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
- Sparsity and Smoothness Via the Fused Lasso
- The Effect of Improper Priors on Gibbs Sampling in Hierarchical Linear Mixed Models
- Variable selection for regression models
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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