On global-local shrinkage priors for count data

DOI10.1214/21-ba1263arXiv1907.01333OpenAlexW3156994457MaRDI QIDQ6202920

Kaoru Irie, Y. Hamura, Shonosuke Sugasawa

Publication date: 27 February 2024

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1907.01333

zbMATH Keywords

Markov chain Monte CarloPoisson distributionheavy tailed distributiontail robustness

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Disease mapping and spatial regression with count data
• Minimax predictive density for sparse count data
• Admissible Bayes equivariant estimation of location vectors for spherically symmetric distributions with unknown scale
• Lasso meets horseshoe: a survey
• Modeling Random Effects Using Global–Local Shrinkage Priors in Small Area Estimation
• Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
• Covariate Adjustment and Ranking Methods to Identify Regions with High and Low Mortality Rates
• The horseshoe estimator for sparse signals
• Partially Collapsed Gibbs Samplers
• Bayesian Disease Mapping
• Convex Optimization, Shape Constraints, Compound Decisions, and Empirical Bayes Rules
• The Poisson Compound Decision Problem Revisited
• Default Bayesian analysis with global-local shrinkage priors
• Bayesian inference on quasi-sparse count data
• Regularly varying functions

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