Spike and slab Bayesian sparse principal component analysis

DOI10.1007/S11222-024-10430-8zbMATH Open1541.62015MaRDI QIDQ6570347FDOQ6570347

Publication date: 10 July 2024

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

Recommendations

Rate-optimal posterior contraction for sparse PCA
Bayesian variable selection for globally sparse probabilistic PCA
On Bayesian principal component analysis
Variational Bayes for High-Dimensional Linear Regression With Sparse Priors
Sparse principal component analysis via variable projection

variational inference spike and slab prior parameter expansion Bayesian SPCA

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Factor analysis and principal components; correspondence analysis (62H25) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

Empirical Bayes posterior concentration in sparse high-dimensional linear models
Sparse principal component analysis via variable projection
Bayesian variable selection for globally sparse probabilistic PCA
EMVS: the EM approach to Bayesian variable selection
Title not available (Why is that?)
Model Selection and Estimation in Regression with Grouped Variables
Needles and straw in haystacks: Empirical Bayes estimates of possibly sparse sequences
On consistency and sparsity for principal components analysis in high dimensions
Asymptotics of sample eigenstructure for a large dimensional spiked covariance model
Posterior contraction in sparse Bayesian factor models for massive covariance matrices
Parameter expansion to accelerate EM: the PX-EM algorithm
Bayesian estimation of sparse signals with a continuous spike-and-slab prior
Scalable variational inference for Bayesian variable selection in regression, and its accuracy in genetic association studies
The spike-and-slab LASSO
Needles and straw in a haystack: posterior concentration for possibly sparse sequences
Bayesian linear regression with sparse priors
On the use of Non-Local Prior Densities in Bayesian Hypothesis Tests
Rate-optimal posterior contraction for sparse PCA
Incorporating grouping information in Bayesian variable selection with applications in genomics
Optimal estimation and rank detection for sparse spiked covariance matrices
Variational Bayes for High-Dimensional Linear Regression With Sparse Priors
Selective factor extraction in high dimensions
Uncertainty quantification for the horseshoe (with discussion)
Spike and slab empirical Bayes sparse credible sets
Bayesian method for causal inference in spatially-correlated multivariate time series
Convergence rates of variational posterior distributions
Empirical Bayes oracle uncertainty quantification for regression
Multivariate time series analysis from a Bayesian machine learning perspective
Bayesian linear regression for multivariate responses under group sparsity
Empirical priors and coverage of posterior credible sets in a sparse normal mean model
\(\alpha\)-variational inference with statistical guarantees
On spike and slab empirical Bayes multiple testing
Frequentist consistency of variational Bayes
Multivariate Bayesian structural time series model
Heterogeneous large datasets integration using Bayesian factor regression
Bayesian sparse spiked covariance model with a continuous matrix shrinkage prior

This page was built for publication: Spike and slab Bayesian sparse principal component analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6570347)