Uncertainty quantification in Bayesian reduced-rank sparse regressions

DOI10.1007/S11222-025-10629-3MaRDI QIDQ6961493zbMATH OpenFDO

Authors Matteo Iacopini, Luca Rossini, Alexander Y. Shestopaloff

Publication date 10 July 2025

Published in Statistics and Computing (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S11222-025-10629-3

zbMATH Keywords

mixture priorreduced-rank regressionsparse estimationuncertainty quantificationvariable selection

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Estimation in multivariate analysis (62H12) Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05)

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Cited in

(1)

• Bayesian shrinkage inference for seemingly unrelated regression models

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