Pages that link to "Item:Q2635197"
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The following pages link to Inference with normal-gamma prior distributions in regression problems (Q2635197):
Displayed 50 items.
- Model-based clustering based on sparse finite Gaussian mixtures (Q66958) (← links)
- Achieving shrinkage in a time-varying parameter model framework (Q89526) (← links)
- Sparse Bayesian time-varying covariance estimation in many dimensions (Q117775) (← links)
- Compound Poisson processes, latent shrinkage priors and Bayesian nonconvex penalization (Q273588) (← links)
- Scaling it up: stochastic search structure learning in graphical models (Q273600) (← links)
- Conditions for posterior contraction in the sparse normal means problem (Q276234) (← links)
- Sub-optimality of some continuous shrinkage priors (Q335657) (← links)
- Geometric ergodicity of the Bayesian Lasso (Q367204) (← links)
- Bayesian model selection for logistic regression models with random intercept (Q433224) (← links)
- The horseshoe estimator: posterior concentration around nearly black vectors (Q485913) (← links)
- A majorization-minimization approach to variable selection using spike and slab priors (Q638812) (← links)
- On Bayesian lasso variable selection and the specification of the shrinkage parameter (Q746286) (← links)
- Bayesian linear regression with sparse priors (Q888501) (← links)
- Bayesian quantile regression for single-index models (Q892421) (← links)
- Prior distributions for objective Bayesian analysis (Q1631565) (← links)
- Variable selection via penalized credible regions with Dirichlet-Laplace global-local shrinkage priors (Q1631579) (← links)
- Debt regimes and the effectiveness of monetary policy (Q1657642) (← links)
- Lasso, fractional norm and structured sparse estimation using a Hadamard product parametrization (Q1658387) (← links)
- Variable selection using shrinkage priors (Q1658484) (← links)
- Trace class Markov chains for the normal-gamma Bayesian shrinkage model (Q1711607) (← links)
- Bayesian effect fusion for categorical predictors (Q1738136) (← links)
- Gaussian-Gamma collaborative filtering: a hierarchical Bayesian model for recommender systems (Q1741490) (← links)
- Locally adaptive smoothing with Markov random fields and shrinkage priors (Q1752016) (← links)
- Fast Monte Carlo Markov chains for Bayesian shrinkage models with random effects (Q1755112) (← links)
- Hierarchical Bayes, maximum a posteriori estimators, and minimax concave penalized likelihood estimation (Q1951144) (← links)
- A flexible mixed-frequency vector autoregression with a steady-state prior (Q2019871) (← links)
- Ultra high-dimensional multivariate posterior contraction rate under shrinkage priors (Q2057840) (← links)
- A hybrid scan Gibbs sampler for Bayesian models with latent variables (Q2075694) (← links)
- The illusion of the illusion of sparsity: an exercise in prior sensitivity (Q2077428) (← links)
- Adaptive random neighbourhood informed Markov chain Monte Carlo for high-dimensional Bayesian variable selection (Q2080371) (← links)
- Shared Bayesian variable shrinkage in multinomial logistic regression (Q2084055) (← links)
- Sparse linear mixed model selection via streamlined variational Bayes (Q2084474) (← links)
- On the use of sparse Bayesian learning-based polynomial chaos expansion for global reliability sensitivity analysis (Q2087515) (← links)
- Fast Bayesian inference on spectral analysis of multivariate stationary time series (Q2101377) (← links)
- Bayesian sparse convex clustering via global-local shrinkage priors (Q2135928) (← links)
- Bayesian graphical models for modern biological applications (Q2152185) (← links)
- Parsimony inducing priors for large scale state-space models (Q2155306) (← links)
- Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation (Q2156815) (← links)
- Horseshoe shrinkage methods for Bayesian fusion estimation (Q2157506) (← links)
- Bayesian rank penalization (Q2183683) (← links)
- Relevant parameter changes in structural break models (Q2190210) (← links)
- Global sensitivity analysis: a Bayesian learning based polynomial chaos approach (Q2194350) (← links)
- The horseshoe prior for time-varying parameter VARs and monetary policy (Q2246638) (← links)
- The heterogeneous impact of monetary policy on the US labor market (Q2246730) (← links)
- Radio-iBAG: radiomics-based integrative Bayesian analysis of multiplatform genomic data (Q2281245) (← links)
- Lasso meets horseshoe: a survey (Q2292393) (← links)
- Contraction properties of shrinkage priors in logistic regression (Q2301116) (← links)
- Bayesian shrinkage in mixture-of-experts models: identifying robust determinants of class membership (Q2303060) (← links)
- Bayesian discriminant analysis using a high dimensional predictor (Q2316972) (← links)
- Adaptive hierarchical priors for high-dimensional vector autoregressions (Q2323380) (← links)