EBayesThresh

swMATH11104MaRDI QIDQ23054FDOQ23054

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Cited In (only showing first 100 items - show all)

• Adaptive rates of contraction of posterior distributions in Bayesian wavelet regression
• A universal procedure for aggregating estimators
• Regression in random design and Bayesian warped wavelets estimators
• Minimax and adaptive inference in nonparametric function estimation
• Shrinkage estimator in normal mean vector estimation based on conditional maximum likelihood estimators
• Model uncertainty
• Bayes procedures for adaptive inference in inverse problems for the white noise model
• The horseshoe estimator: posterior concentration around nearly black vectors
• Testing in mixed-effects FANOVA models
• On posterior distribution of Bayesian wavelet thresholding
• An empirical Bayes mixture method for effect size and false discovery rate estimation
• Needles and straw in haystacks: Empirical Bayes estimates of possibly sparse sequences
• Mean field variational Bayes for continuous sparse signal shrinkage: pitfalls and remedies
• Variational Bayes for High-Dimensional Linear Regression With Sparse Priors
• Bayesian variable selection and estimation for group Lasso
• Conditions for posterior contraction in the sparse normal means problem
• A simple forward selection procedure based on false discovery rate control
• Sub-optimality of some continuous shrinkage priors
• Priors for Bayesian adaptive spline smoothing
• Bayesian estimation of sparse signals with a continuous spike-and-slab prior
• On optimality of Bayesian testimation in the normal means problem
• Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector
• Penalized orthogonal-components regression for large \(p\) small \(n\) data
• Asymptotic equivalence and adaptive estimation for robust nonparametric regression
• Optimal testing for additivity in multiple nonparametric regression
• A majorization-minimization approach to variable selection using spike and slab priors
• Nonparametric empirical Bayes and compound decision approaches to estimation of a high-dimensional vector of normal means
• Adapting to unknown sparsity by controlling the false discovery rate
• Empirical Bayes selection of wavelet thresholds
• Bayesian linear regression with sparse priors
• Adaptive variance function estimation in heteroscedastic nonparametric regression
• Sparse regression learning by aggregation and Langevin Monte-Carlo
• A nonparametric empirical Bayes approach to adaptive minimax estimation
• Mirror averaging with sparsity priors
• Penalized wavelets: embedding wavelets into semiparametric regression
• General empirical Bayes wavelet methods and exactly adaptive minimax estimation
• Larger posterior mode wavelet thresholding and applications
• Empirical Bayes scaling of Gaussian priors in the white noise model
• Simultaneous estimation based on empirical likelihood and general maximum likelihood estimation
• A data-driven block thresholding approach to wavelet estimation
• Time-threshold maps: using information from wavelet reconstructions with all threshold values simultaneously
• Needles and straw in a haystack: posterior concentration for possibly sparse sequences
• Frequentist optimality of Bayesian wavelet shrinkage rules for Gaussian and non-Gaussian noise
• Regularization through variable selection and conditional MLE with application to classification in high dimensions
• Nonparametric Bayesian multiple testing for longitudinal performance stratification
• Empirical Bayes vs. fully Bayes variable selection
• Sparse linear mixed model selection via streamlined variational Bayes
• Hierarchical Bayes, maximum a posteriori estimators, and minimax concave penalized likelihood estimation
• High dimension low sample size asymptotics of robust PCA
• Image denoising in steerable pyramid domain based on a local Laplace prior
• Boundary coiflets for wavelet shrinkage in function estimation
• Denoising methods for thermomechanical decomposition for quasi-equilibrium molecular dynamics simulations
• A Fast Algorithm for Maximum Likelihood Estimation of Mixture Proportions Using Sequential Quadratic Programming
• Bayesian selection of primary resolution and wavelet bias functions for wavelet regression
• Good, great, or lucky? Screening for firms with sustained superior performance using heavy-tailed priors
• Learning from a lot: Empirical Bayes for high‐dimensional model‐based prediction
• On the estimation of the function and its derivatives in nonparametric regression: a Bayesian testimation approach
• Bayesian Approaches to Shrinkage and Sparse Estimation
• Bayesian nonparametric models for peak identification in MALDI-TOF mass spectroscopy
• Hierarchical wavelet modelling of environmental sensor data
• Selecting massive variables using an iterated conditional modes/medians algorithm
• Model selection via adaptive shrinkage with \(t\) priors
• Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem
• The Spike-and-Slab LASSO
• Entropy-based wavelet de-noising method for time series analysis
• Geometric ergodicity for Bayesian shrinkage models
• Bayesian sigmoid shrinkage with improper variance priors and an application to wavelet denois\-ing
• Adaptive estimation of and oracle inequalities for probability densities and characteristic functions
• Covariance regularization by thresholding
• Wavelet denoising techniques with applications to experimental geophysical data
• On minimax optimality of sparse Bayes predictive density estimates
• Bayesian nonparametric clustering and association studies for candidate SNP observations
• Data-driven wavelet-Fisz methodology for nonparametric function estimation
• Stochastic expansions using continuous dictionaries: Lévy adaptive regression kernels
• A Bayesian approach to wavelet-based modelling of discontinuous functions applied to inverse problems
• Bayesian automatic polynomial wavelet regression
• Sparse estimation: an MMSE approach
• Fast Markov Chain Monte Carlo for High-Dimensional Bayesian Regression Models With Shrinkage Priors
• Efficient Functional ANOVA Through Wavelet-Domain Markov Groves
• A Robustified Posterior for Bayesian Inference on a Large Number of Parallel Effects
• A phase transition for finding needles in nonlinear haystacks with LASSO artificial neural networks
• Cross-validated wavelet shrinkage
• Comment: ``Bayes, oracle Bayes and empirical Bayes
• Needles and straw in a haystack: robust confidence for possibly sparse sequences
• Spike and slab empirical Bayes sparse credible sets
• On spike and slab empirical Bayes multiple testing
• Bayesian wavelet shrinkage with logistic prior
• Asymmetric Prior in Wavelet Shrinkage
• Cross-validated wavelet block thresholding for non-Gaussian errors
• A penalised data-driven block shrinkage approach to empirical Bayes wavelet estimation
• Projective inference in high-dimensional problems: prediction and feature selection
• Hybrid local polynomial wavelet shrinkage: wavelet regression with automatic boundary adjustment
• LASSO order selection for sparse autoregression: a bootstrap approach
• Title not available (Why is that?)
• Order thresholding
• Pointwise optimality of Bayesian wavelet estimators
• Locally adaptive smoothing with Markov random fields and shrinkage priors
• Empirical Bayes cumulative \(\ell\)-value multiple testing procedure for sparse sequences
• Bayesian penalized model for classification and selection of functional predictors using longitudinal MRI data from ADNI
• Bayesian wavelet de-noising with the caravan prior

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