The following pages link to The Bayesian Lasso (Q3632679):
Displaying 50 items.
- Model-based clustering based on sparse finite Gaussian mixtures (Q66958) (← links)
- Achieving shrinkage in a time-varying parameter model framework (Q89526) (← links)
- Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity (Q114808) (← links)
- Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity (Q114810) (← links)
- Sparse Bayesian time-varying covariance estimation in many dimensions (Q117775) (← links)
- State-dependent swap strategies and automatic reduction of number of temperatures in adaptive parallel tempering algorithm (Q118561) (← links)
- Bayesian Bootstrap Spike-and-Slab LASSO (Q127195) (← links)
- Flexible and Interpretable Models for Survival Data (Q144105) (← 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)
- Bayesian tail risk interdependence using quantile regression (Q273621) (← links)
- Bayesian variable selection and estimation for group Lasso (Q273646) (← links)
- Conditions for posterior contraction in the sparse normal means problem (Q276234) (← links)
- Bayesian regularized regression based on composite quantile method (Q287904) (← links)
- Bayesian model selection for a linear model with grouped covariates (Q312603) (← links)
- Sparse Bayesian multinomial probit regression model with correlation prior for high-dimensional data classification (Q334051) (← links)
- Sub-optimality of some continuous shrinkage priors (Q335657) (← links)
- Selection of polynomial chaos bases via Bayesian model uncertainty methods with applications to sparse approximation of PDEs with stochastic inputs (Q348681) (← links)
- Geometric ergodicity of the Bayesian Lasso (Q367204) (← links)
- Multivariate Bernoulli distribution (Q373541) (← links)
- Competing process hazard function models for player ratings in ice hockey (Q386737) (← links)
- Model selection in binary and Tobit quantile regression using the Gibbs sampler (Q433242) (← links)
- On efficient calculations for Bayesian variable selection (Q434881) (← links)
- A study of variable selection using \(g\)-prior distribution with ridge parameter (Q434980) (← links)
- On the consistency of coordinate-independent sparse estimation with BIC (Q450881) (← links)
- Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector (Q470502) (← links)
- The variational Garrote (Q479478) (← links)
- Variable selection for BART: an application to gene regulation (Q484051) (← links)
- Bayesian quantile regression for ordinal models (Q516431) (← links)
- Spurious predictions with random time series: the Lasso in the context of paleoclimatic reconstructions. Discussion of: ``A statistical analysis of multiple temperature proxies: are reconstructions of surface temperatures over the last 1000 years reliable (Q542454) (← links)
- Sparse variational analysis of linear mixed models for large data sets (Q553008) (← links)
- A Bayesian lasso via reversible-jump MCMC (Q553732) (← links)
- \(\ell_{1}\)-penalization for mixture regression models (Q619141) (← links)
- A computational framework for empirical Bayes inference (Q637982) (← links)
- A majorization-minimization approach to variable selection using spike and slab priors (Q638812) (← links)
- Consistency of spike and slab regression (Q645450) (← links)
- Model selection via adaptive shrinkage with \(t\) priors (Q650694) (← links)
- The predictive Lasso (Q693339) (← links)
- Testing for Granger causality in large mixed-frequency VARs (Q726601) (← links)
- A Bayesian mixed shrinkage prior procedure for spatial-stochastic basis selection and evaluation of gPC expansions: applications to elliptic SPDEs (Q729029) (← links)
- Bayesian regularized quantile structural equation models (Q730442) (← links)
- Skew exponential power stochastic volatility model for analysis of skewness, non-normal tails, quantiles and expectiles (Q736574) (← links)
- Bayesian adaptive Lasso (Q743993) (← links)
- The structured elastic net for quantile regression and support vector classification (Q746191) (← links)
- On Bayesian lasso variable selection and the specification of the shrinkage parameter (Q746286) (← links)
- Bayesian group Lasso for nonparametric varying-coefficient models with application to functional genome-wide association studies (Q746650) (← links)
- Spatial Bayesian variable selection and grouping for high-dimensional scalar-on-image regression (Q746657) (← links)
- A Bayesian proportional hazards model for general interval-censored data (Q747382) (← links)
- On the quantification of model uncertainty: a Bayesian perspective (Q823871) (← links)
- Joint analysis of semicontinuous data with latent variables (Q830608) (← links)
