Spatial Signal Detection Using Continuous Shrinkage Priors
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Cites work
- A review of Bayesian variable selection methods: what, how and which
- A spatial scan statistic
- An improved acceptance procedure for the hybrid Monte Carlo algorithm
- An introduction to copulas.
- Asymptotic properties of Bayes risk for the horseshoe prior
- Bayesian model selection in high-dimensional settings
- Bayesian Variable Selection in Linear Regression
- Deep convolutional neural networks for image classification: a comprehensive review
- Deep learning
- Default Bayesian analysis with global-local shrinkage priors
- Efficient Empirical Bayes Variable Selection and Estimation in Linear Models
- False Discovery Control in Large-Scale Spatial Multiple Testing
- Generalized double Pareto shrinkage
- Handbook of spatial statistics.
- scientific article; zbMATH DE number 1034042 (Why is no real title available?)
- Ideal spatial adaptation by wavelet shrinkage
- Inference with normal-gamma prior distributions in regression problems
- Interpolation of spatial data. Some theory for kriging
- Noise reduction by wavelet thresholding
- Pathwise coordinate optimization
- Real-Time Monitoring of High-Dimensional Functional Data Streams via Spatio-Temporal Smooth Sparse Decomposition
- Scalar-on-image regression via the soft-thresholded Gaussian process
- Scan statistics. Methods and applications. In honor of Joseph Naus's seventieth birthday
- Sparse inverse covariance estimation with the graphical lasso
- Spatial Bayesian variable selection and grouping for high-dimensional scalar-on-image regression
- Spatial Modeling With Spatially Varying Coefficient Processes
- Spatial variable selection methods for investigating acute health effects of fine particulate matter components
- The Estimation of Prediction Error
- The horseshoe estimator for sparse signals
- The horseshoe estimator: posterior concentration around nearly black vectors
- The spike-and-slab LASSO
- Uncertainty quantification for the horseshoe (with discussion)
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