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)

Cites Work

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Cited In (15)

• Bayesian quantile regression and variable selection for partial linear single-index model: Using free knot spline
• Empirical Bayes Gibbs sampling
• Maximum Likelihood Estimation of Regularization Parameters in High-Dimensional Inverse Problems: An Empirical Bayesian Approach Part I: Methodology and Experiments
• Bayesian MIDAS penalized regressions: estimation, selection, and prediction
• Nonparametric localized bandwidth selection for Kernel density estimation
• An efficient sampling algorithm with adaptations for Bayesian variable selection
• Empirical Bayes method for Boltzmann machines
• From EM to data augmentation: the emergence of MCMC Bayesian computation in the 1980s
• Empirical Inference
• Scalable empirical Bayes inference and Bayesian sensitivity analysis
• 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
• A framework for Bayesian and likelihood approximations in statistics

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