Variable selection and inference with a new robust Bayesian elastic net
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Cites work
- A Three-Parameter Asymmetric Laplace Distribution and Its Extension
- Bayesian model selection in ordinal quantile regression
- Bayesian quantile regression
- Bayesian quantile regression for longitudinal data models
- Bayesian quantile regression for ordinal longitudinal data
- Bayesian quantile regression for ordinal models
- Bayesian regularized quantile regression
- Bayesian Tobit quantile regression with single-index models
- Bayesian variable selection and estimation for group Lasso
- Bayesian Variable Selection in Linear Regression
- Gibbs sampling methods for Bayesian quantile regression
- Incorporating biological information into linear models: a Bayesian approach to the selection of pathways and genes
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- Optimal predictive model selection.
- Penalized regression, standard errors, and Bayesian Lassos
- Regularization and Variable Selection Via the Elastic Net
- Robust Bayesian Variable Selection for Gene–Environment Interactions
- Robust elastic net estimators for variable selection and identification of proteomic biomarkers
- Robust sparse Bayesian regression for longitudinal gene-environment interactions
- Robust variable selection and estimation via adaptive elastic net S-estimators for linear regression
- Sparsity information and regularization in the horseshoe and other shrinkage priors
- The Bayesian elastic net
- The Bayesian Lasso
- The Bayesian regularized quantile varying coefficient model
- The structured elastic net for quantile regression and support vector classification
- Uncertainty quantification for the horseshoe (with discussion)
- Variable selection in quantile regression
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