Scalable Bayesian Regression in High Dimensions With Multiple Data Sources

DOI10.1080/10618600.2019.1624294MaRDI QIDQ3391441zbMATH OpenOpenAlexWikidataFDO

Authors Konstantinos Perrakis, Sach Mukherjee, Alzheimer's Disease Neuroimaging Initiative

Publication date 28 March 2022

Published in Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10618600.2019.1624294

zbMATH Keywords

Bayesian post-processinghigh-dimensional regressionmultiple data typespredictionridge regularizationshrinkage priors

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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Cited in

(3)

• High-dimensional regression in practice: an empirical study of finite-sample prediction, variable selection and ranking
• Uncertainty Quantification for Modern High-Dimensional Regression via Scalable Bayesian Methods
• Fast Cross-validation for Multi-penalty High-dimensional Ridge Regression

Describes a project that uses

Uses Software

• PRMLT
• glasso
• R

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