Spike and slab Bayesian sparse principal component analysis

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)

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Cites work

scientific article; zbMATH DE number 3567782 (Why is no real title available?)
Asymptotics of sample eigenstructure for a large dimensional spiked covariance model
Bayesian estimation of sparse signals with a continuous spike-and-slab prior
Bayesian linear regression for multivariate responses under group sparsity
Bayesian linear regression with sparse priors
Bayesian method for causal inference in spatially-correlated multivariate time series
Bayesian sparse spiked covariance model with a continuous matrix shrinkage prior
Bayesian variable selection for globally sparse probabilistic PCA
Convergence rates of variational posterior distributions
EMVS: the EM approach to Bayesian variable selection
Empirical Bayes oracle uncertainty quantification for regression
Empirical Bayes posterior concentration in sparse high-dimensional linear models
Empirical priors and coverage of posterior credible sets in a sparse normal mean model
Frequentist consistency of variational Bayes
Heterogeneous large datasets integration using Bayesian factor regression
Incorporating grouping information in Bayesian variable selection with applications in genomics
Model Selection and Estimation in Regression with Grouped Variables
Multivariate Bayesian structural time series model
Multivariate time series analysis from a Bayesian machine learning perspective
Needles and straw in a haystack: posterior concentration for possibly sparse sequences
Needles and straw in haystacks: Empirical Bayes estimates of possibly sparse sequences
On consistency and sparsity for principal components analysis in high dimensions
On spike and slab empirical Bayes multiple testing
On the use of non-local prior densities in Bayesian hypothesis tests
Optimal estimation and rank detection for sparse spiked covariance matrices
Parameter expansion to accelerate EM: the PX-EM algorithm
Posterior contraction in sparse Bayesian factor models for massive covariance matrices
Rate-optimal posterior contraction for sparse PCA
Scalable variational inference for Bayesian variable selection in regression, and its accuracy in genetic association studies
Selective factor extraction in high dimensions
Sparse principal component analysis via variable projection
Spike and slab empirical Bayes sparse credible sets
The spike-and-slab LASSO
Uncertainty quantification for the horseshoe (with discussion)
Variational Bayes for High-Dimensional Linear Regression With Sparse Priors
\(\alpha\)-variational inference with statistical guarantees

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