Bayesian linear regression with sparse priors
From MaRDI portal
Publication:888501
DOI10.1214/15-AOS1334zbMath1486.62197arXiv1403.0735WikidataQ60142486 ScholiaQ60142486MaRDI QIDQ888501
Johannes Schmidt-Hieber, Ismaël Castillo, Aad W. van der Vaart
Publication date: 30 October 2015
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1403.0735
Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Nonparametric estimation (62G05) Bayesian inference (62F15)
Related Items
A new flexible Bayesian hypothesis test for multivariate data, Adaptive variational Bayes: optimality, computation and applications, Precision matrix estimation under the horseshoe-like prior-penalty dual, Fast exact Bayesian inference for sparse signals in the normal sequence model, Posterior consistency of factor dimensionality in high-dimensional sparse factor models, Concentration of posterior model probabilities and normalized \({L_0}\) criteria, Strong selection consistency of Bayesian vector autoregressive models based on a pseudo-likelihood approach, Posterior contraction in group sparse logit models for categorical responses, Graph signal denoising using \(t\)-shrinkage priors, Modeling association between multivariate correlated outcomes and high-dimensional sparse covariates: the adaptive SVS method, Bayesian Regression Using a Prior on the Model Fit: The R2-D2 Shrinkage Prior, Bayesian inference in high-dimensional linear models using an empirical correlation-adaptive prior, Bayesian Estimation of Gaussian Conditional Random Fields, Conditions for posterior contraction in the sparse normal means problem, Bayesian high-dimensional semi-parametric inference beyond sub-Gaussian errors, Prior distributions for objective Bayesian analysis, Variable selection via penalized credible regions with Dirichlet-Laplace global-local shrinkage priors, Sparse Online Variational Bayesian Regression, Objective Bayesian edge screening and structure selection for Ising networks, Bernstein-von Mises theorems for functionals of the covariance matrix, Distributed Bayesian Inference in Linear Mixed-Effects Models, Fast Markov Chain Monte Carlo for High-Dimensional Bayesian Regression Models With Shrinkage Priors, Random weighting in LASSO regression, Sub-optimality of some continuous shrinkage priors, Bayesian factor-adjusted sparse regression, Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation, The Spike-and-Slab LASSO, Horseshoe shrinkage methods for Bayesian fusion estimation, Bayesian Neural Networks for Selection of Drug Sensitive Genes, High-dimensional multivariate posterior consistency under global-local shrinkage priors, Unnamed Item, Bayesian linear regression for multivariate responses under group sparsity, DOLDA: a regularized supervised topic model for high-dimensional multi-class regression, Bayesian linear regression with sparse priors, Bayesian Approaches to Shrinkage and Sparse Estimation, Bayesian group selection in logistic regression with application to MRI data analysis, Model Uncertainty Quantification in Cox Regression, A Critical Review of LASSO and Its Derivatives for Variable Selection Under Dependence Among Covariates, Bayesian sparse seemingly unrelated regressions model with variable selection and covariance estimation via the horseshoe+, Variable Selection Via Thompson Sampling, Neuronized Priors for Bayesian Sparse Linear Regression, Variable Selection in the Presence of Factors: A Model Selection Perspective, Nearly optimal Bayesian shrinkage for high-dimensional regression, Laplace priors and spatial inhomogeneity in Bayesian inverse problems, An ensemble EM algorithm for Bayesian variable selection, Additive Bayesian variable selection under censoring and misspecification, Consistent Bayesian sparsity selection for high-dimensional Gaussian DAG models with multiplicative and beta-mixture priors, Nonparametric Bayesian analysis of the compound Poisson prior for support boundary recovery, Estimating promotion effects in email marketing using a large-scale cross-classified Bayesian joint model for nested imbalanced data, A Mass-Shifting Phenomenon of Truncated Multivariate Normal Priors, Model averaging prediction by \(K\)-fold cross-validation, Unnamed Item, Statistical inference via conditional Bayesian posteriors in high-dimensional linear regression, Gibbs posterior concentration rates under sub-exponential type losses, Variational Bayes for High-Dimensional Linear Regression With Sparse Priors, Bayesian fusion estimation via \(t\) shrinkage, Posterior contraction rates for stochastic block models, Empirical priors and coverage of posterior credible sets in a sparse normal mean model, Posterior concentration for Bayesian regression trees and forests, Convergence rates of variational posterior distributions, A general framework for Bayes structured linear models, Fast Bayesian variable selection for high dimensional linear models: marginal solo spike and slab priors, Bayesian bandwidth test and selection for high-dimensional banded precision matrices, Hierarchical species sampling models, The horseshoe estimator: posterior concentration around nearly black vectors, Well-Posed Bayesian Inverse Problems with Infinitely Divisible and Heavy-Tailed Prior Measures, Spike-and-slab Lasso biclustering, Maximum pairwise Bayes factors for covariance structure testing, Joint Bayesian Variable and DAG Selection Consistency for High-dimensional Regression Models with Network-structured Covariates, Bayesian estimation of sparse signals with a continuous spike-and-slab prior, Two-way sparsity for time-varying networks with applications in genomics, Empirical Bayes oracle uncertainty quantification for regression, On Bayesian oracle properties, Variational nonparametric discriminant analysis, Criteria for posterior consistency and convergence at a rate, Quasi-Bayesian estimation of large Gaussian graphical models, Bayesian MIDAS penalized regressions: estimation, selection, and prediction, Needles and straw in a haystack: robust confidence for possibly sparse sequences, On frequentist coverage errors of Bayesian credible sets in moderately high dimensions, Penalising model component complexity: a principled, practical approach to constructing priors, Prediction risk for the horseshoe regression, Minimax posterior convergence rates and model selection consistency in high-dimensional DAG models based on sparse Cholesky factors, Bayesian variance estimation in the Gaussian sequence model with partial information on the means, Rates of contraction of posterior distributions based on \(p\)-exponential priors, Lasso meets horseshoe: a survey, On the exponentially weighted aggregate with the Laplace prior, Oracle posterior contraction rates under hierarchical priors, Bayesian inference for high-dimensional decomposable graphs, Unified Bayesian theory of sparse linear regression with nuisance parameters, High-dimensional posterior consistency for hierarchical non-local priors in regression, Contraction properties of shrinkage priors in logistic regression, Variable selection consistency of Gaussian process regression, Sharp oracle inequalities for low-complexity priors, Bayesian effect selection in structured additive distributional regression models, A model selection approach for variable selection with censored data, Ultra high-dimensional multivariate posterior contraction rate under shrinkage priors, Two-Stage Bayesian Approach for GWAS With Known Genealogy, Testing Sparsity-Inducing Penalties, Probabilistic Community Detection With Unknown Number of Communities, A Bayesian nonparametric multiple testing procedure for comparing several treatments against a control, Posterior analysis of \(n\) in the binomial \((n,p)\) problem with both parameters unknown -- with applications to quantitative nanoscopy, Comment: ``Bayes, oracle Bayes and empirical Bayes, Posterior asymptotic normality for an individual coordinate in high-dimensional linear regression, Subjective Bayesian testing using calibrated prior probabilities, Discussion to: Bayesian graphical models for modern biological applications by Y. Ni, V. Baladandayuthapani, M. Vannucci and F.C. Stingo
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Nearly unbiased variable selection under minimax concave penalty
- Correlated variables in regression: clustering and sparse estimation
- On Bayesian model and variable selection using MCMC
- Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector
- On higher order isotropy conditions and lower bounds for sparse quadratic forms
- Statistics for high-dimensional data. Methods, theory and applications.
- Exponential screening and optimal rates of sparse estimation
- Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem
- Bayesian variable selection via particle stochastic search
- Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices
- Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion
- Sequential Monte Carlo on large binary sampling spaces
- Bayesian linear regression with sparse priors
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- Convergence rates of posterior distributions.
- Needles and straw in haystacks: Empirical Bayes estimates of possibly sparse sequences
- Needles and straw in a haystack: posterior concentration for possibly sparse sequences
- On the conditions used to prove oracle results for the Lasso
- MAP model selection in Gaussian regression
- Spike and slab variable selection: frequentist and Bayesian strategies
- Simultaneous analysis of Lasso and Dantzig selector
- Sparsity oracle inequalities for the Lasso
- Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators
- Oracle convergence rate of posterior under projection prior and Bayesian model selection
- Estimation and variable selection with exponential weights
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Adapting to unknown sparsity by controlling the false discovery rate
- Inference with normal-gamma prior distributions in regression problems
- Evolutionary stochastic search for Bayesian model exploration
- Calibration and empirical Bayes variable selection
- On Variational Bayes Estimation and Variational Information Criteria for Linear Regression Models
- Stable recovery of sparse overcomplete representations in the presence of noise
- Information Theory and Mixing Least-Squares Regressions
- The horseshoe estimator for sparse signals
- Bayesian lasso regression
- Bayesian Variable Selection in Linear Regression
- The Variable Selection Problem
- EMVS: The EM Approach to Bayesian Variable Selection
- Bayesian Variable Selection in Structured High-Dimensional Covariate Spaces With Applications in Genomics
- Shotgun Stochastic Search for “Largep” Regression
- Aggregation by Exponential Weighting and Sharp Oracle Inequalities
- Efficient Empirical Bayes Variable Selection and Estimation in Linear Models
- Sparse estimation by exponential weighting