Pages that link to "Item:Q5754889"

The following pages link to Efficient Empirical Bayes Variable Selection and Estimation in Linear Models (Q5754889):

Displaying 50 items.

• Bayesian variable selection with shrinking and diffusing priors (Q118687) (← links)
• Bayesian variable selection and estimation for group Lasso (Q273646) (← links)
• Sparse Bayesian multinomial probit regression model with correlation prior for high-dimensional data classification (Q334051) (← links)
• Geometric ergodicity of the Bayesian Lasso (Q367204) (← links)
• Variable selection in linear measurement error models via penalized score functions (Q393629) (← links)
• The horseshoe estimator: posterior concentration around nearly black vectors (Q485913) (← links)
• A Bayesian lasso via reversible-jump MCMC (Q553732) (← links)
• Model selection via adaptive shrinkage with \(t\) priors (Q650694) (← links)
• Bayesian adaptive Lasso (Q743993) (← links)
• On Bayesian lasso variable selection and the specification of the shrinkage parameter (Q746286) (← links)
• Bayesian linear regression with sparse priors (Q888501) (← links)
• Compatibility of prior specifications across linear models (Q908147) (← links)
• One-step sparse estimates in nonconcave penalized likelihood models (Q939649) (← links)
• Bayesian variable selection using an adaptive powered correlation prior (Q1022001) (← links)
• Fast Bayesian model assessment for nonparametric additive regression (Q1621314) (← links)
• Prior distributions for objective Bayesian analysis (Q1631565) (← links)
• High-dimensional penalty selection via minimum description length principle (Q1631787) (← links)
• Empirical Bayes analysis of spike and slab posterior distributions (Q1711560) (← links)
• Conjugate priors and variable selection for Bayesian quantile regression (Q1800091) (← links)
• Shrinkage averaging estimation (Q1928360) (← links)
• Needles and straw in a haystack: posterior concentration for possibly sparse sequences (Q1940767) (← links)
• Modeling of daily confirmed Saudi COVID-19 cases using inverted exponential regression (Q1981213) (← links)
• Bayesian structure learning in graphical models (Q2018602) (← links)
• Variable selection for partially linear models via Bayesian subset modeling with diffusing prior (Q2022563) (← links)
• Sparse Bayesian variable selection in kernel probit model for analyzing high-dimensional data (Q2184408) (← links)
• High-dimensional posterior consistency for hierarchical non-local priors in regression (Q2297241) (← links)
• Bayesian empirical likelihood for ridge and Lasso regressions (Q2305317) (← links)
• Bayesian variable selection with sparse and correlation priors for high-dimensional data analysis (Q2358912) (← links)
• Structured variable selection in support vector machines (Q2426827) (← links)
• Bayesian projection approaches to variable selection in generalized linear models (Q2445776) (← links)
• Hierarchical array priors for ANOVA decompositions of cross-classified data (Q2453654) (← links)
• Distributed Bayesian posterior voting strategy for massive data (Q2696714) (← links)
• ESTIMATION, PREDICTION AND INFERENCE FOR THE LASSO RANDOM EFFECTS MODEL (Q2802726) (← links)
• High-dimensional posterior consistency of the Bayesian lasso (Q2832662) (← links)
• Scalable Bayesian Regression in High Dimensions With Multiple Data Sources (Q3391441) (← links)
• BIVAS: A Scalable Bayesian Method for Bi-Level Variable Selection With Applications (Q3391445) (← links)
• Bayesian adaptive Lasso quantile regression (Q4970958) (← links)
• Bayesian Approaches to Shrinkage and Sparse Estimation (Q5100721) (← links)
• Model selection in quantile regression models (Q5130158) (← links)
• Bayesian variable selection and estimation in maximum entropy quantile regression (Q5138530) (← links)
• Bayesian elastic net single index quantile regression (Q5138583) (← links)
• An Empirical Bayes Method for Estimating Epistatic Effects of Quantitative Trait Loci (Q5459598) (← links)
• Bayesian inference for high‐dimensional linear regression under mnet priors (Q5507353) (← links)
• Sparse bayesian kernel multinomial probit regression model for high-dimensional data classification (Q5860777) (← links)
• A discussion of ‘prior-based Bayesian information criterion (PBIC)’ (Q5879983) (← links)
• Bayesian variable selection via a benchmark in normal linear models (Q5880065) (← links)
• An Empirical Bayes Method for Chi-Squared Data (Q5881088) (← links)
• Statistical significance of the Netflix challenge (Q5962690) (← links)
• Covariance structure estimation with Laplace approximation (Q6074739) (← links)
• Indicator-based Bayesian variable selection for Gaussian process models in computer experiments (Q6115542) (← links)