The R2D2 Prior for Generalized Linear Mixed Models
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Cites work
- scientific article; zbMATH DE number 3173999 (Why is no real title available?)
- scientific article; zbMATH DE number 45786 (Why is no real title available?)
- scientific article; zbMATH DE number 6734253 (Why is no real title available?)
- A STATISTICAL PARADOX
- An introduction to statistical modeling of extreme values
- Bayesian Regression Using a Prior on the Model Fit: The R2-D2 Shrinkage Prior
- Bayesian effect selection in structured additive distributional regression models
- Bayesian lasso regression
- Counting degrees of freedom in hierarchical and other richly-parameterised models
- Dirichlet-Laplace priors for optimal shrinkage
- Intuitive joint priors for variance parameters
- Model-Based Geostatistics
- On global-local shrinkage priors for count data
- On the beta prime prior for scale parameters in high-dimensional Bayesian regression models
- On the half-Cauchy prior for a global scale parameter
- Penalising model component complexity: a principled, practical approach to constructing priors
- Prior distributions for variance parameters in hierarchical models (Comment on article by Browne and Draper)
- Quasi-Monte Carlo integration
- R-squared for Bayesian Regression Models
- The Bayesian Lasso
- The horseshoe estimator for sparse signals
- The horseshoe+ estimator of ultra-sparse signals
- The scaled beta2 distribution as a robust prior for scales
- The spike-and-slab LASSO
- Variable selection via penalized credible regions with Dirichlet-Laplace global-local shrinkage priors
Cited in
(4)- Pseudo-R2D2 prior for high-dimensional ordinal regression
- A standardization procedure to incorporate variance partitioning-based priors in latent Gaussian models
- BOPIM: Bayesian Optimization for Influence Maximization on Temporal Networks
- The group R2D2 shrinkage prior for sparse linear models with grouped covariates
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