A computational framework for empirical Bayes inference

DOI10.1007/S11222-010-9182-3zbMATH Open1221.62014OpenAlexW2030524152MaRDI QIDQ637982FDOQ637982

Authors: Yves F. Atchadé 

Publication date: 8 September 2011

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-010-9182-3

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zbMATH Keywords

variable selectionadaptive MCMCBayesian LASSO

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Empirical decision procedures; empirical Bayes procedures (62C12)

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Cited In (19)

• Hamiltonian Monte Carlo sampling in Bayesian empirical likelihood computation
• Bayesian quantile regression and variable selection for partial linear single-index model: Using free knot spline
• Empirical Bayes Gibbs sampling
• Bayesian MIDAS penalized regressions: estimation, selection, and prediction
• An efficient sampling algorithm with adaptations for Bayesian variable selection
• Empirical Bayes method for Boltzmann machines
• An integrated approach to empirical Bayesian whole genome prediction modeling
• From EM to data augmentation: the emergence of MCMC Bayesian computation in the 1980s
• Maximum likelihood estimation of regularization parameters in high-dimensional inverse problems: an empirical Bayesian approach. I: Methodology and experiments
• Bayes and empirical Bayes: do they merge?
• Empirical Inference
• Scalable empirical Bayes inference and Bayesian sensitivity analysis
• Nonparametric localized bandwidth selection for kernel density estimation
• Unconventional computing for Bayesian inference
• Implicit generative prior for Bayesian neural networks
• Adaptive Markov chain Monte Carlo for auxiliary variable method and its application to parallel tempering
• Bayesian adaptive Lasso
• An MCMC approach to empirical Bayes inference and Bayesian sensitivity analysis via empirical processes
• A framework for Bayesian and likelihood approximations in statistics

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