The following pages link to EBayesThresh (Q23054):
Displaying 50 items.
- Asymptotic equivalence and adaptive estimation for robust nonparametric regression (Q1043738) (← links)
- Cross-validated wavelet block thresholding for non-Gaussian errors (Q1658512) (← links)
- Simultaneous estimation based on empirical likelihood and general maximum likelihood estimation (Q1662032) (← links)
- Multiscale representation for irregularly spaced data (Q1674059) (← links)
- Bayesian wavelet analysis using nonlocal priors with an application to fMRI analysis (Q1698220) (← links)
- Empirical Bayes analysis of spike and slab posterior distributions (Q1711560) (← links)
- Bayesian estimation of sparse signals with a continuous spike-and-slab prior (Q1747745) (← links)
- Locally adaptive smoothing with Markov random fields and shrinkage priors (Q1752016) (← links)
- Model uncertainty (Q1766316) (← links)
- General empirical Bayes wavelet methods and exactly adaptive minimax estimation (Q1781152) (← links)
- Needles and straw in haystacks: Empirical Bayes estimates of possibly sparse sequences (Q1879967) (← links)
- Robust wavelet estimation to eliminate simultaneously the effects of boundary problems, outliers, and correlated noise (Q1925574) (← links)
- Space alternating penalized Kullback proximal point algorithms for maximizing likelihood with nondifferentiable penalty (Q1926006) (← links)
- Needles and straw in a haystack: posterior concentration for possibly sparse sequences (Q1940767) (← links)
- Hierarchical Bayes, maximum a posteriori estimators, and minimax concave penalized likelihood estimation (Q1951144) (← links)
- Empirical Bayes scaling of Gaussian priors in the white noise model (Q1951145) (← links)
- Some optimality properties of FDR controlling rules under sparsity (Q1951159) (← links)
- Data-driven wavelet-Fisz methodology for nonparametric function estimation (Q1951777) (← links)
- Penalized orthogonal-components regression for large \(p\) small \(n\) data (Q1952001) (← links)
- Regression in random design and Bayesian warped wavelets estimators (Q1952018) (← links)
- Penalized wavelets: embedding wavelets into semiparametric regression (Q1952243) (← links)
- Bayesian wavelet shrinkage with beta priors (Q2032229) (← links)
- High-dimensional index volatility models via Stein's identity (Q2040038) (← links)
- Minimax predictive density for sparse count data (Q2040060) (← links)
- A semiparametric mixture method for local false discovery rate estimation from multiple studies (Q2044249) (← links)
- On discrete priors and sparse minimax optimal predictive densities (Q2044351) (← links)
- Spike and slab Pólya tree posterior densities: adaptive inference (Q2077332) (← links)
- Estimation of nonparametric regression models by wavelets (Q2082048) (← links)
- Sparse linear mixed model selection via streamlined variational Bayes (Q2084474) (← links)
- A phase transition for finding needles in nonlinear haystacks with LASSO artificial neural networks (Q2103975) (← links)
- On minimax optimality of sparse Bayes predictive density estimates (Q2119220) (← links)
- Empirical Bayes cumulative \(\ell\)-value multiple testing procedure for sparse sequences (Q2137788) (← links)
- Thresholding tests based on affine Lasso to achieve non-asymptotic nominal level and high power under sparse and dense alternatives in high dimension (Q2143028) (← links)
- Sampling properties of the Bayesian posterior mean with an application to WALS estimation (Q2172003) (← links)
- Separable nonlinear least-squares parameter estimation for complex dynamic systems (Q2175990) (← links)
- On change-point estimation under Sobolev sparsity (Q2180074) (← links)
- Projective inference in high-dimensional problems: prediction and feature selection (Q2188473) (← links)
- On the nonparametric maximum likelihood estimator for Gaussian location mixture densities with application to Gaussian denoising (Q2196192) (← links)
- Empirical priors and coverage of posterior credible sets in a sparse normal mean model (Q2206756) (← links)
- On spike and slab empirical Bayes multiple testing (Q2215749) (← links)
- High dimension low sample size asymptotics of robust PCA (Q2259533) (← links)
- Image denoising in steerable pyramid domain based on a local Laplace prior (Q2270859) (← links)
- Spike and slab empirical Bayes sparse credible sets (Q2278657) (← links)
- Needles and straw in a haystack: robust confidence for possibly sparse sequences (Q2278660) (← links)
- Bayesian indicator variable selection to incorporate hierarchical overlapping group structure in multi-omics applications (Q2291545) (← links)
- Lasso meets horseshoe: a survey (Q2292393) (← links)
- Flexible, boundary adapted, nonparametric methods for the estimation of univariate piecewise-smooth functions (Q2293678) (← links)
- Comment: ``Bayes, oracle Bayes and empirical Bayes'' (Q2325629) (← links)
- Entropy-based correlated shrinkage of spatial random processes (Q2333335) (← links)
- Adaptive estimation over anisotropic functional classes via oracle approach (Q2352739) (← links)
