Pages that link to "Item:Q5367461"
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The following pages link to Dirichlet–Laplace Priors for Optimal Shrinkage (Q5367461):
Displayed 50 items.
- Bayesian Bootstrap Spike-and-Slab LASSO (Q127195) (← links)
- Conditions for posterior contraction in the sparse normal means problem (Q276234) (← links)
- Sub-optimality of some continuous shrinkage priors (Q335657) (← links)
- Computationally efficient inference in large Bayesian mixed frequency VARs (Q777662) (← links)
- Prior distributions for objective Bayesian analysis (Q1631565) (← links)
- Variable selection via penalized credible regions with Dirichlet-Laplace global-local shrinkage priors (Q1631579) (← links)
- Variable selection using shrinkage priors (Q1658484) (← links)
- Model selection using mass-nonlocal prior (Q1726889) (← links)
- Bayesian estimation of sparse signals with a continuous spike-and-slab prior (Q1747745) (← 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)
- Penalising model component complexity: a principled, practical approach to constructing priors (Q1790379) (← links)
- Bayesian wavelet shrinkage with beta priors (Q2032229) (← links)
- The horseshoe-like regularization for feature subset selection (Q2040669) (← links)
- Bayesian deconvolution and quantification of metabolites from \(J\)-resolved NMR spectroscopy (Q2057325) (← links)
- Intuitive joint priors for variance parameters (Q2057345) (← links)
- Dynamic variable selection with spike-and-slab process priors (Q2057381) (← 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)
- Shared Bayesian variable shrinkage in multinomial logistic regression (Q2084055) (← links)
- Sparse linear mixed model selection via streamlined variational Bayes (Q2084474) (← links)
- Robust sparse Bayesian infinite factor models (Q2095775) (← links)
- Frequentist conditional variance for nonlinear mixed-effects models (Q2096413) (← links)
- Fast and accurate variational inference for large Bayesian VARs with stochastic volatility (Q2097996) (← links)
- On minimax optimality of sparse Bayes predictive density estimates (Q2119220) (← links)
- Graph signal denoising using \(t\)-shrinkage priors (Q2123272) (← links)
- Bayesian high-dimensional semi-parametric inference beyond sub-Gaussian errors (Q2132004) (← links)
- Empirical estimates for heteroscedastic hierarchical dynamic normal models (Q2132005) (← links)
- Bayesian hierarchical modeling: application towards production results in the Eagle Ford Shale of South Texas (Q2135585) (← links)
- Bayesian sparse convex clustering via global-local shrinkage priors (Q2135928) (← links)
- Geometric ergodicity of Gibbs samplers for the horseshoe and its regularized variants (Q2136599) (← links)
- Bayesian factor-adjusted sparse regression (Q2155305) (← 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)
- An extreme value Bayesian Lasso for the conditional left and right tails (Q2163510) (← links)
- Projective inference in high-dimensional problems: prediction and feature selection (Q2188473) (← links)
- Relevant parameter changes in structural break models (Q2190210) (← links)
- Bayesian shrinkage towards sharp minimaxity (Q2192317) (← links)
- Function-on-scalar quantile regression with application to mass spectrometry proteomics data (Q2194443) (← links)
- Bayesian fusion estimation via \(t\) shrinkage (Q2206752) (← links)
- Bayesian inference in nonparanormal graphical models (Q2226690) (← links)
- Shrinkage priors for single-spiked covariance models (Q2244463) (← links)
- Spike and slab empirical Bayes sparse credible sets (Q2278657) (← links)
- Radio-iBAG: radiomics-based integrative Bayesian analysis of multiplatform genomic data (Q2281245) (← links)
- A novel Bayesian approach for variable selection in linear regression models (Q2291315) (← links)
- Lasso meets horseshoe: a survey (Q2292393) (← links)
- Bayesian network marker selection via the thresholded graph Laplacian Gaussian prior (Q2297232) (← links)
- Adaptive Bayesian nonparametric regression using a kernel mixture of polynomials with application to partial linear models (Q2297237) (← links)
- Contraction properties of shrinkage priors in logistic regression (Q2301116) (← links)