Model selection via adaptive shrinkage with t priors

DOI10.1007/S00180-010-0186-4zbMATH Open1226.62019OpenAlexW1974817006MaRDI QIDQ650694FDOQ650694

Authors Artin Armagan, Russell L. Zaretzki 

Publication date 26 November 2011

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00180-010-0186-4

zbMATH Keywords

lassoridge regressionelastic netrelevance vector machineregularized least squaresshrinkage estimation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15)

Recommendations

• Adaptive Model Selection
• Robust adaptive Lasso for variable selection
• Bayesian adaptive Lasso
• The Adaptive Lasso and Its Oracle Properties
• Adaptive Lasso for sparse high-dimensional regression models

Cites Work

• scientific article; zbMATH DE number 5957408 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• scientific article; zbMATH DE number 3390151 (Why is no real title available?)
• 10.1162/15324430152748236
• Bayesian Methods for Variance Component Models
• Bayesian sigmoid shrinkage with improper variance priors and an application to wavelet denois\-ing
• Better Subset Regression Using the Nonnegative Garrote
• Efficient Empirical Bayes Variable Selection and Estimation in Linear Models
• Empirical Bayes selection of wavelet thresholds
• Estimating Optimal Transformations for Multiple Regression and Correlation
• Least angle regression. (With discussion)
• Likelihood, Bayesian, and MCMC methods in quantitative genetics
• Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
• Multivariate Bayesian Variable Selection and Prediction
• Nonparametric regression using Bayesian variable selection
• Objective Bayesian Variable Selection
• On posterior joint and marginal modes
• Robust hierarchical Bayes estimation of exchangeable means
• The Adaptive Lasso and Its Oracle Properties
• The Bayesian Lasso
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• The Variable Selection Problem
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited In (4)

• Thresholding-based iterative selection procedures for model selection and shrinkage
• Bayesian Approaches to Shrinkage and Sparse Estimation
• Bayesian ridge regression for survival data based on a vine copula-based prior
• Bayesian ridge estimators based on copula-based joint prior distributions for regression coefficients

Uses Software

• EBayesThresh

This page was built for publication: Model selection via adaptive shrinkage with \(t\) priors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q650694)