Bayesian Approaches to Shrinkage and Sparse Estimation

Markov chain Monte Carlo robust estimation variational inference time series analysis Bayesian learning Bayesian models computational problems econometric models estimation frameworks model choice and specification analysis

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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The Bayesian Choice
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Title not available (Why is that?)
Mixtures of g Priors for Bayesian Variable Selection
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Bayesian Variable Selection in Linear Regression
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Parsimonious Covariance Matrix Estimation for Longitudinal Data
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Dynamics \& sparsity in latent threshold factor models: a study in multivariate EEG signal processing
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Spike and slab variable selection: frequentist and Bayesian strategies
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On Bayesian model and variable selection using MCMC
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Marginal Likelihood From the Metropolis–Hastings Output
Bayesian model selection in high-dimensional settings
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Bayesian analysis of static and dynamic factor models: an ex-post approach towards the rotation problem
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Nonparametric seemingly unrelated regression
Scalable variational inference for Bayesian variable selection in regression, and its accuracy in genetic association studies
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The horseshoe estimator: posterior concentration around nearly black vectors
Asymptotic Bayes-optimality under sparsity of some multiple testing procedures
The explicit form of expectation propagation for a simple statistical model
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Adaptive sampling for Bayesian variable selection
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Generalized double Pareto shrinkage
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Asymptotic properties of Bayes risk for the horseshoe prior
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Estimating Bayes Factors via Posterior Simulation With the Laplace-Metropolis Estimator
On the use of Non-Local Prior Densities in Bayesian Hypothesis Tests
Geometric ergodicity for Bayesian shrinkage models
Variable selection in quantile regression via Gibbs sampling
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Geometric ergodicity of the Bayesian Lasso
Nonparametric Bayesian sparse factor models with application to gene expression modeling
A Predictive Approach to the Analysis of Designed Experiments
Methods and Criteria for Model Selection
Geometric ergodicity of the Gibbs sampler for Bayesian quantile regression
Mean field variational Bayes for continuous sparse signal shrinkage: pitfalls and remedies
Detecting Differentially Expressed Genes in Microarrays Using Bayesian Model Selection
High-dimensional posterior consistency for hierarchical non-local priors in regression
Bayesian variable selection using an adaptive powered correlation prior
Title not available (Why is that?)
Accelerating a Gibbs sampler for variable selection on genomics data with summarization and variable pre-selection combining an array DBMS and R
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Variable selection via penalized credible regions with Dirichlet-Laplace global-local shrinkage priors
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On the Consistency of Bayesian Variable Selection for High Dimensional Binary Regression and Classification
A variational method for learning sparse and overcomplete representations
Invariant Inference and Efficient Computation in the Static Factor Model
The Bayesian adaptive Lasso regression
Alternative Bayes factors for model selection
Prior selection for panel vector autoregressions
Fast computation of the deviance information criterion for latent variable models
A variational Bayes approach to variable selection
A new Bayesian Lasso
Trace Class Markov Chains for Bayesian Inference with Generalized Double Pareto Shrinkage Priors
Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification
Bayesian compressed vector autoregressions
Regularization and confounding in linear regression for treatment effect estimation
Expectation Propagation in the Large Data Limit
Shrinkage estimation
Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors
Adaptive hierarchical priors for high-dimensional vector autoregressions
High-dimensional confounding adjustment using continuous Spike and Slab priors
Dynamic variable selection with spike-and-slab process priors
Dynamic Shrinkage Processes
Bayesian cumulative shrinkage for infinite factorizations
Sparse signal shrinkage and outlier detection in high-dimensional quantile regression with variational Bayes
Frequentist Consistency of Variational Bayes
OUP accepted manuscript
Bayesian forecasting with highly correlated predictors
Spike-and-Slab Meets LASSO: A Review of the Spike-and-Slab LASSO
Variable Selection with ABC Bayesian Forests
Bayesian variable selection for non‐Gaussian responses: a marginally calibrated copula approach

Cited In (13)

Bayesian Approach to Multicentre Sparse Data
Title not available (Why is that?)
Simultaneous Bayesian Sparse Approximation With Structured Sparse Models
Bayesian cumulative shrinkage for infinite factorizations
A formal bayes multiple shrinkage estimator
Sparse Bayesian inference with regularized Gaussian distributions ^*
A Bayesian Approach to Sparse Model Selection in Statistical Shape Models
Singular value shrinkage priors for Bayesian prediction
Sparse Bayesian Methods for Low-Rank Matrix Estimation
Sparsity information and regularization in the horseshoe and other shrinkage priors
A Bayesian Model for Sparse Functional Data
On the estimation of a large sparse Bayesian system: the Snaer program
Bayesian Approach to Constructing Multiple Confidence Intervals of Selected Parameters with Sparse Signals

Uses Software

SSS
BayesDA
EBayesThresh
EMVS

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