The following pages link to Edward I. George (Q239364):
Displaying 50 items.
- BART: Bayesian additive regression trees (Q65651) (← links)
- Bayesian stochastic search for VAR model restrictions (Q290981) (← links)
- (Q449769) (redirect page) (← links)
- A tribute to Ingram Olkin (Q449770) (← links)
- (Q484050) (redirect page) (← links)
- Variable selection for BART: an application to gene regulation (Q484051) (← links)
- (Q589289) (redirect page) (← links)
- Fully Bayes factors with a generalized \(g\)-prior (Q661180) (← links)
- Estimation up to a change-point (Q688372) (← links)
- Admissible predictive density estimation (Q930650) (← links)
- Minimax multiple shrinkage estimation (Q1082010) (← links)
- On obtaining invariant prior distributions (Q1314489) (← links)
- Model uncertainty (Q1766316) (← links)
- The risk inflation criterion for multiple regression (Q1896246) (← links)
- Charles Stein and invariance: beginning with the Hunt-Stein theorem (Q2054463) (← links)
- Models as approximations. I. Consequences illustrated with linear regression (Q2194566) (← links)
- Models as approximations. II. A model-free theory of parametric regression (Q2194567) (← links)
- Rejoinder: Models as approximations (Q2194578) (← links)
- Valid post-selection inference in model-free linear regression (Q2215767) (← links)
- Modern variable selection in action: comment on the papers by HTT and BPV (Q2225317) (← links)
- Spike-and-slab Lasso biclustering (Q2233147) (← links)
- Shrinkage domination in a multivariate common mean problem (Q2277713) (← links)
- Variance prior forms for high-dimensional Bayesian variable selection (Q2290703) (← links)
- Optimal pricing using online auction experiments: a Pólya tree approach (Q2428736) (← links)
- Empirical Bayes vs. fully Bayes variable selection (Q2474376) (← links)
- Improved minimax predictive densities under Kullback-Leibler loss (Q2493546) (← links)
- Negotiating multicollinearity with spike-and-slab priors (Q2513696) (← links)
- Bayesian forecasting of prepayment rates for individual pools of mortgages (Q2634523) (← links)
- Model-based analysis of concept maps (Q2634529) (← links)
- From minimax shrinkage estimation to minimax shrinkage prediction (Q2634656) (← links)
- Calibration and empirical Bayes variable selection (Q2739326) (← links)
- Bayesian Penalty Mixing: The Case of a Non-separable Penalty (Q2956752) (← links)
- Simultaneous Variable and Covariance Selection With the Multivariate Spike-and-Slab LASSO (Q3391213) (← links)
- (Q3493058) (← links)
- PREDICTIVE DENSITY ESTIMATION FOR MULTIPLE REGRESSION (Q3632388) (← links)
- Combining Minimax Shrinkage Estimators (Q3725360) (← links)
- Sampling random polygons (Q3771312) (← links)
- (Q4344410) (← links)
- Flexible Empirical Bayes Estimation for Wavelets (Q4512934) (← links)
- The Variable Selection Problem (Q4541355) (← links)
- The Spike-and-Slab LASSO (Q4690970) (← links)
- (Q4718570) (← links)
- A formal bayes multiple shrinkage estimator (Q4720573) (← links)
- (Q4829129) (← links)
- (Q4839398) (← links)
- (Q4865945) (← links)
- (Q4872026) (← links)
- (Q4893046) (← links)
- (Q4938813) (← links)
- EMVS: The EM Approach to Bayesian Variable Selection (Q4975419) (← links)
