Pages that link to "Item:Q4908784"

The following pages link to Generalized double Pareto shrinkage (Q4908784):

Displaying 50 items.

• Compound Poisson processes, latent shrinkage priors and Bayesian nonconvex penalization (Q273588) (← links)
• Scaling it up: stochastic search structure learning in graphical models (Q273600) (← links)
• Sparse Bayesian multinomial probit regression model with correlation prior for high-dimensional data classification (Q334051) (← links)
• Sub-optimality of some continuous shrinkage priors (Q335657) (← links)
• General dominance properties of double shrinkage estimators for ratio of positive parameters (Q389317) (← links)
• Mean field variational Bayes for continuous sparse signal shrinkage: pitfalls and remedies (Q405332) (← links)
• Bayesian sparsity-path-analysis of genetic association signal using generalized \(t\) priors (Q458836) (← links)
• Bayesian sparse estimation using double Lomax priors (Q459603) (← links)
• The horseshoe estimator: posterior concentration around nearly black vectors (Q485913) (← links)
• On Bayesian lasso variable selection and the specification of the shrinkage parameter (Q746286) (← links)
• Incorporating grouping information in Bayesian variable selection with applications in genomics (Q899018) (← links)
• Variable selection via penalized credible regions with Dirichlet-Laplace global-local shrinkage priors (Q1631579) (← links)
• High-dimensional multivariate posterior consistency under global-local shrinkage priors (Q1661340) (← links)
• A Bayesian hierarchical model for identifying significant polygenic effects while controlling for confounding and repeated measures (Q1670295) (← links)
• Default priors for the intercept parameter in logistic regressions (Q1727911) (← links)
• Shrinkage, pretest, and penalty estimators in generalized linear models (Q1731260) (← links)
• Locally adaptive smoothing with Markov random fields and shrinkage priors (Q1752016) (← links)
• Hierarchical Bayes, maximum a posteriori estimators, and minimax concave penalized likelihood estimation (Q1951144) (← links)
• Objective Bayesian analysis for the Lomax distribution (Q1987662) (← links)
• The horseshoe-like regularization for feature subset selection (Q2040669) (← links)
• Ultra high-dimensional multivariate posterior contraction rate under shrinkage priors (Q2057840) (← 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)
• Sparse linear mixed model selection via streamlined variational Bayes (Q2084474) (← 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 factor-adjusted sparse regression (Q2155305) (← links)
• Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation (Q2156815) (← links)
• Maximum likelihood estimation of asymmetric double type II Pareto distributions (Q2176427) (← links)
• Bayesian rank penalization (Q2183683) (← links)
• Bayesian variable selection for mixed effects model with shrinkage prior (Q2184407) (← links)
• Sparse Bayesian variable selection in kernel probit model for analyzing high-dimensional data (Q2184408) (← links)
• Bayesian fusion estimation via \(t\) shrinkage (Q2206752) (← links)
• Bayesian inference in nonparanormal graphical models (Q2226690) (← links)
• Radio-iBAG: radiomics-based integrative Bayesian analysis of multiplatform genomic data (Q2281245) (← links)
• Lasso meets horseshoe: a survey (Q2292393) (← links)
• Contraction properties of shrinkage priors in logistic regression (Q2301116) (← links)
• Bayesian estimation of large precision matrix based on Cholesky decomposition (Q2311706) (← links)
• Data-driven priors and their posterior concentration rates (Q2326047) (← links)
• Shrinkage priors for Bayesian penalized regression (Q2332812) (← links)
• Bayesian variable selection with sparse and correlation priors for high-dimensional data analysis (Q2358912) (← links)
• Convergence rate of Bayesian supervised tensor modeling with multiway shrinkage priors (Q2401360) (← links)
• A double generalized Pareto distribution (Q2439636) (← links)
• Posterior contraction in sparse Bayesian factor models for massive covariance matrices (Q2510828) (← links)
• Nearly optimal Bayesian shrinkage for high-dimensional regression (Q2683046) (← links)
• A Bayesian graphical approach for large-scale portfolio management with fewer historical data (Q2686273) (← links)
• Modeling Random Effects Using Global–Local Shrinkage Priors in Small Area Estimation (Q3121171) (← links)
• Multiple comparisons in genetic association studies: a hierarchical modeling approach (Q3191808) (← links)
• Bayesian Conditional Density Filtering (Q3391099) (← links)
• Efficient Sampling for Gaussian Linear Regression With Arbitrary Priors (Q3391190) (← links)