Uncertainty Quantification for Modern High-Dimensional Regression via Scalable Bayesian Methods
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Cites work
- A Bayesian compressed-sensing approach for reconstructing neural connectivity from subsampled anatomical data
- A data-driven software tool for enabling cooperative information sharing among police departments
- A generalized approach to portfolio optimization: improving performance by constraining portfolio norms
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- A theoretical comparison of the data augmentation, marginal augmentation and PX-DA algorithms
- Bayesian Inference for Logistic Models Using Pólya–Gamma Latent Variables
- Bayesian lasso regression
- Bayesian Variable Selection in Linear Regression
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- Convergence properties of Gibbs samplers for Bayesian probit regression with proper priors
- Covariance structure of the Gibbs sampler with applications to the comparisons of estimators and augmentation schemes
- Dictionary learning for noisy and incomplete hyperspectral images
- Dirichlet-Laplace priors for optimal shrinkage
- Generalized double Pareto shrinkage
- Geometric ergodicity for Bayesian shrinkage models
- Geometric ergodicity of the Bayesian Lasso
- Honest exploration of intractable probability distributions via Markov chain Monte Carlo.
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Inference with normal-gamma prior distributions in regression problems
- Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo
- Parameter Expansion for Data Augmentation
- Penalized regression, standard errors, and Bayesian Lassos
- Seeking efficient data augmentation schemes via conditional and marginal augmentation
- The Bayesian elastic net
- The Bayesian Lasso
- The horseshoe estimator for sparse signals
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Cited in
(5)- Estimating accuracy of the MCMC variance estimator: asymptotic normality for batch means estimators
- Fast Markov Chain Monte Carlo for High-Dimensional Bayesian Regression Models With Shrinkage Priors
- Bayesian Approaches to Shrinkage and Sparse Estimation
- Asynchronous and Distributed Data Augmentation for Massive Data Settings
- Inverse regression-based uncertainty quantification algorithms for high-dimensional models: theory and practice
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