A Bayesian lasso via reversible-jump MCMC

DOI10.1016/J.SIGPRO.2011.02.014zbMATH Open1221.62047OpenAlexW2054697955WikidataQ60767177 ScholiaQ60767177MaRDI QIDQ553732FDOQ553732

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

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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)

Cites Work

• Least angle regression. (With discussion)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• Markov chains for exploring posterior distributions. (With discussion)
• The Bayesian Lasso
• Atomic Decomposition by Basis Pursuit
• A review of Bayesian variable selection methods: what, how and which
• Variable selection using MM algorithms
• A STATISTICAL PARADOX
• Bayesian Variable Selection in Linear Regression
• Title not available (Why is that?)
• Title not available (Why is that?)
• Monte Carlo sampling methods using Markov chains and their applications
• Relaxed Lasso
• Nonconcave penalized likelihood with a diverging number of parameters.
• Calibration and empirical Bayes variable selection
• On Bayesian model and variable selection using MCMC
• Efficient Empirical Bayes Variable Selection and Estimation in Linear Models
• Variable selection for regression models
• Efficient Construction of Reversible Jump Markov Chain Monte Carlo Proposal Distributions
• Compressed sensing
• Algorithms for simultaneous sparse approximation. II: Convex relaxation
• Algorithms for simultaneous sparse approximation. I: Greedy pursuit
• Extensions of compressed sensing
• Methods and Criteria for Model Selection
• Image compression using an edge adapted redundant dictionary and wavelets
• Sparse audio representations using the MCLT

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
• Sparse regression modeling via the map Bayesian Lasso
• A novel reversible jump algorithm for generalized linear models
• Bayesian adaptive Lasso
• A new Bayesian Lasso

Uses Software

• PDCO

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