Pages that link to "Item:Q3585407"
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The following pages link to The horseshoe estimator for sparse signals (Q3585407):
Displaying 50 items.
- Bayesian regression tree models for causal inference: regularization, confounding, and heterogeneous effects (with discussion) (Q2057337) (← links)
- High dimensional single-index Bayesian modeling of brain atrophy (Q2057356) (← links)
- Using prior expansions for prior-data conflict checking (Q2057380) (← links)
- Ultra high-dimensional multivariate posterior contraction rate under shrinkage priors (Q2057840) (← links)
- Bayesian additive regression trees with model trees (Q2058722) (← links)
- A spatial mixed-effects regression model for electoral data (Q2059109) (← links)
- Sparse portfolio selection via Bayesian multiple testing (Q2061782) (← links)
- Joint Bayesian estimation of voxel activation and inter-regional connectivity in fMRI experiments (Q2065243) (← links)
- The beta-mixture shrinkage prior for sparse covariances with near-minimax posterior convergence rate (Q2079610) (← links)
- Variational inference and sparsity in high-dimensional deep Gaussian mixture models (Q2080343) (← links)
- Multilevel time-series models for small area estimation at different frequencies and domain levels (Q2080747) (← links)
- Bayesian data synthesis and the utility-risk trade-off for mixed epidemiological data (Q2080771) (← links)
- A comparison of power-expected-posterior priors in shrinkage regression (Q2081738) (← links)
- Shared Bayesian variable shrinkage in multinomial logistic regression (Q2084055) (← links)
- Sparse linear mixed model selection via streamlined variational Bayes (Q2084474) (← links)
- Sparse estimation in linear dynamic networks using the stable spline horseshoe prior (Q2097847) (← links)
- Semi-parametric Bayes regression with network-valued covariates (Q2102416) (← links)
- On minimax optimality of sparse Bayes predictive density estimates (Q2119220) (← links)
- Graph signal denoising using \(t\)-shrinkage priors (Q2123272) (← links)
- Bayesian high-dimensional semi-parametric inference beyond sub-Gaussian errors (Q2132004) (← links)
- Bayesian hierarchical modeling: application towards production results in the Eagle Ford Shale of South Texas (Q2135585) (← links)
- Bayesian sparse convex clustering via global-local shrinkage priors (Q2135928) (← links)
- Geometric ergodicity of Gibbs samplers for the horseshoe and its regularized variants (Q2136599) (← links)
- Log-regularly varying scale mixture of normals for robust regression (Q2143030) (← links)
- Bayesian graphical models for modern biological applications (Q2152185) (← links)
- A Bayesian model of dose-response for cancer drug studies (Q2154172) (← links)
- Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation (Q2156815) (← links)
- Horseshoe shrinkage methods for Bayesian fusion estimation (Q2157506) (← links)
- Bayesian-EUCLID: discovering hyperelastic material laws with uncertainties (Q2160432) (← links)
- An extreme value Bayesian Lasso for the conditional left and right tails (Q2163510) (← links)
- Fast and accurate variational inference for models with many latent variables (Q2172007) (← links)
- Bayesian rank penalization (Q2183683) (← links)
- DOLDA: a regularized supervised topic model for high-dimensional multi-class regression (Q2184404) (← links)
- Bayesian variable selection for mixed effects model with shrinkage prior (Q2184407) (← links)
- Projective inference in high-dimensional problems: prediction and feature selection (Q2188473) (← links)
- Bayesian shrinkage towards sharp minimaxity (Q2192317) (← links)
- Function-on-scalar quantile regression with application to mass spectrometry proteomics data (Q2194443) (← links)
- A global-local approach for detecting hotspots in multiple-response regression (Q2194477) (← links)
- Variational discriminant analysis with variable selection (Q2195837) (← links)
- Bayesian fusion estimation via \(t\) shrinkage (Q2206752) (← links)
- Global-local mixtures: a unifying framework (Q2206754) (← links)
- Empirical priors and coverage of posterior credible sets in a sparse normal mean model (Q2206756) (← links)
- Bayesian inference in nonparanormal graphical models (Q2226690) (← links)
- Spike-and-slab Lasso biclustering (Q2233147) (← links)
- Bayesian matrix completion approach to causal inference with panel data (Q2241470) (← links)
- Bayesian model selection for high-dimensional Ising models, with applications to educational data (Q2242152) (← links)
- Shrinkage priors for single-spiked covariance models (Q2244463) (← links)
- Two-way sparsity for time-varying networks with applications in genomics (Q2245162) (← links)
- The horseshoe prior for time-varying parameter VARs and monetary policy (Q2246638) (← links)
- Bayesian joint modeling of chemical structure and dose response curves (Q2247494) (← links)
