Pages that link to "Item:Q1879967"

The following pages link to Needles and straw in haystacks: Empirical Bayes estimates of possibly sparse sequences (Q1879967):

Displaying 50 items.

• A Fast Algorithm for Maximum Likelihood Estimation of Mixture Proportions Using Sequential Quadratic Programming (Q89288) (← links)
• Stochastic expansions using continuous dictionaries: Lévy adaptive regression kernels (Q98918) (← links)
• Bayes procedures for adaptive inference in inverse problems for the white noise model (Q267016) (← links)
• Bayesian variable selection and estimation for group Lasso (Q273646) (← links)
• Conditions for posterior contraction in the sparse normal means problem (Q276234) (← links)
• Perturbation theory for the stress tensor in the Moon's body with tidal effects taken into account (Q281008) (← links)
• Sub-optimality of some continuous shrinkage priors (Q335657) (← links)
• A nonparametric empirical Bayes approach to adaptive minimax estimation (Q391864) (← links)
• Shrinkage estimator in normal mean vector estimation based on conditional maximum likelihood estimators (Q395951) (← links)
• Mean field variational Bayes for continuous sparse signal shrinkage: pitfalls and remedies (Q405332) (← links)
• Hunting for significance: Bayesian classifiers under a mixture loss function (Q460651) (← links)
• Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector (Q470502) (← links)
• The horseshoe estimator: posterior concentration around nearly black vectors (Q485913) (← links)
• Selecting massive variables using an iterated conditional modes/medians algorithm (Q491389) (← links)
• Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem (Q605920) (← links)
• Denoising methods for thermomechanical decomposition for quasi-equilibrium molecular dynamics simulations (Q653751) (← links)
• On optimal uniform deconvolution (Q715783) (← links)
• On the posterior median estimators of possibly sparse sequences (Q816380) (← links)
• Entropy-based wavelet de-noising method for time series analysis (Q845446) (← links)
• Bayesian linear regression with sparse priors (Q888501) (← links)
• Nonparametric Bayesian multiple testing for longitudinal performance stratification (Q965133) (← links)
• An empirical Bayes mixture method for effect size and false discovery rate estimation (Q977646) (← links)
• Order thresholding (Q988008) (← links)
• A universal procedure for aggregating estimators (Q1002171) (← links)
• Wavelet denoising techniques with applications to experimental geophysical data (Q1005774) (← links)
• Bayesian sigmoid shrinkage with improper variance priors and an application to wavelet denois\-ing (Q1010462) (← links)
• Simultaneous estimation based on empirical likelihood and general maximum likelihood estimation (Q1662032) (← links)
• Empirical Bayes analysis of spike and slab posterior distributions (Q1711560) (← links)
• Bayesian estimation of sparse signals with a continuous spike-and-slab prior (Q1747745) (← links)
• Model uncertainty (Q1766316) (← links)
• General empirical Bayes wavelet methods and exactly adaptive minimax estimation (Q1781152) (← links)
• Space alternating penalized Kullback proximal point algorithms for maximizing likelihood with nondifferentiable penalty (Q1926006) (← links)
• Needles and straw in a haystack: posterior concentration for possibly sparse sequences (Q1940767) (← links)
• Hierarchical Bayes, maximum a posteriori estimators, and minimax concave penalized likelihood estimation (Q1951144) (← links)
• Empirical Bayes scaling of Gaussian priors in the white noise model (Q1951145) (← links)
• Some optimality properties of FDR controlling rules under sparsity (Q1951159) (← links)
• Penalized orthogonal-components regression for large \(p\) small \(n\) data (Q1952001) (← links)
• Regression in random design and Bayesian warped wavelets estimators (Q1952018) (← links)
• High-dimensional index volatility models via Stein's identity (Q2040038) (← links)
• Minimax predictive density for sparse count data (Q2040060) (← links)
• On discrete priors and sparse minimax optimal predictive densities (Q2044351) (← links)
• A phase transition for finding needles in nonlinear haystacks with LASSO artificial neural networks (Q2103975) (← links)
• On minimax optimality of sparse Bayes predictive density estimates (Q2119220) (← links)
• Empirical Bayes cumulative \(\ell\)-value multiple testing procedure for sparse sequences (Q2137788) (← links)
• Thresholding tests based on affine Lasso to achieve non-asymptotic nominal level and high power under sparse and dense alternatives in high dimension (Q2143028) (← links)
• Sampling properties of the Bayesian posterior mean with an application to WALS estimation (Q2172003) (← links)
• On change-point estimation under Sobolev sparsity (Q2180074) (← links)
• Projective inference in high-dimensional problems: prediction and feature selection (Q2188473) (← links)
• On the nonparametric maximum likelihood estimator for Gaussian location mixture densities with application to Gaussian denoising (Q2196192) (← links)
• Empirical priors and coverage of posterior credible sets in a sparse normal mean model (Q2206756) (← links)