On hierarchical prior specifications and penalized likelihood

DOI10.1214/11-IMSCOLL811MaRDI QIDQ5499708zbMATH OpenFDO

Authors Robert L. Strawderman, Martin T. Wells

Publication date 30 July 2015

Published in Institute of Mathematical Statistics Collections (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/11-IMSCOLL811

zbMATH Keywords

grouped Lassohierarchical modelsLassomaximum a posteriori estimateminimax concave penaltypenalized likelihoodpositive-part estimatorregularizationrestricted parameter spaceStein estimation

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Empirical decision procedures; empirical Bayes procedures (62C12) Minimax procedures in statistical decision theory (62C20) Point estimation (62F10) Bayesian inference (62F15) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cited in

(7)

• Sufficientness postulates for Gibbs-type priors and hierarchical generalizations
• Hierarchical Bayes, maximum a posteriori estimators, and minimax concave penalized likelihood estimation
• Structured hierarchical models for probabilistic inference from perturbation screening data
• Bayesian penalty mixing: the case of a non-separable penalty
• The relationship between the power prior and hierarchical models
• Non-minimaxity of debiased shrinkage estimators
• Relaxation penalties and priors for plausible modeling of nonidentified bias sources

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