DOI10.1214/15-AOS1417zbMath1359.62088arXiv1505.07925OpenAlexW2963937909MaRDI QIDQ510680
Martin J. Wainwright, Yun Yang, Michael I. Jordan
Publication date: 13 February 2017
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1505.07925
On the non-local priors for sparsity selection in high-dimensional Gaussian DAG models,
Monte Carlo Approximation of Bayes Factors via Mixing With Surrogate Distributions,
Bayesian high-dimensional semi-parametric inference beyond sub-Gaussian errors,
Bayesian joint inference for multiple directed acyclic graphs,
Bayesian factor-adjusted sparse regression,
Bayesian group selection in logistic regression with application to MRI data analysis,
Reflections on Bayesian inference and Markov chain Monte Carlo,
Nearly optimal Bayesian shrinkage for high-dimensional regression,
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Additive Bayesian variable selection under censoring and misspecification,
Complexity analysis of Bayesian learning of high-dimensional DAG models and their equivalence classes,
Joint variable selection and network modeling for detecting eQTLs,
Consistent Bayesian sparsity selection for high-dimensional Gaussian DAG models with multiplicative and beta-mixture priors,
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Reversible Jump PDMP Samplers for Variable Selection,
Exact convergence analysis for metropolis–hastings independence samplers in Wasserstein distances,
Concentration of posterior model probabilities and normalized \({L_0}\) criteria,
Bayesian fusion estimation via \(t\) shrinkage,
Discussion,
A general framework for Bayes structured linear models,
Bayesian bandwidth test and selection for high-dimensional banded precision matrices,
Targeted Random Projection for Prediction From High-Dimensional Features,
Maximum pairwise Bayes factors for covariance structure testing,
Approximate Spectral Gaps for Markov Chain Mixing Times in High Dimensions,
Joint Bayesian Variable and DAG Selection Consistency for High-dimensional Regression Models with Network-structured Covariates,
An adaptive MCMC method for Bayesian variable selection in logistic and accelerated failure time regression models,
Minimax posterior convergence rates and model selection consistency in high-dimensional DAG models based on sparse Cholesky factors,
Statistical and computational tradeoff in genetic algorithm-based estimation,
Convergence analysis of a collapsed Gibbs sampler for Bayesian vector autoregressions,
Bayesian inference for high-dimensional decomposable graphs,
Variable selection consistency of Gaussian process regression,
Convergence complexity analysis of Albert and Chib's algorithm for Bayesian probit regression,
On the convergence complexity of Gibbs samplers for a family of simple Bayesian random effects models,
MCMC for Imbalanced Categorical Data,
Adaptive random neighbourhood informed Markov chain Monte Carlo for high-dimensional Bayesian variable selection,
Mixtures ofg-Priors in Generalized Linear Models,
Discussions,
Wasserstein-based methods for convergence complexity analysis of MCMC with applications
