A Bayesian lasso via reversible-jump MCMC

DOI10.1016/J.SIGPRO.2011.02.014MaRDI QIDQ553732zbMATH OpenOpenAlexWikidataFDO

Authors Xiaohui Chen, Z. Jane Wang, Martin J. McKeown

Publication date 27 July 2011

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.sigpro.2011.02.014

zbMATH Keywords

lassovariable selectiondimensionality reductionsparse signal recoveryfully Bayesian modelingreversible-jump Markov chain Monte Carlo (RJ-MCMC)

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Numerical analysis or methods applied to Markov chains (65C40)

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Cites work

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Cited in

(12)

• Combining a relaxed EM algorithm with Occam's razor for Bayesian variable selection in high-dimensional regression
• Reversible jump Markov chain Monte Carlo algorithms for Bayesian variable selection in logistic mixed models
• Reversible Jump PDMP Samplers for Variable Selection
• Sequential tests for large-scale learning
• An efficient Monte Carlo EM algorithm for Bayesian Lasso
• Sparse Bayesian linear regression using generalized normal priors
• Model-averaged \(\ell_1\) regularization using Markov chain Monte Carlo model composition
• The Bayesian Lasso
• A novel reversible jump algorithm for generalized linear models
• Sparse regression modeling via the map Bayesian Lasso
• Bayesian adaptive Lasso
• A new Bayesian Lasso

Describes a project that uses

Uses Software

• PDCO

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