Pages that link to "Item:Q955139"

The following pages link to Gibbs posterior for variable selection in high-dimensional classification and data mining (Q955139):

Displaying 41 items.

• Robust Bayes estimation using the density power divergence (Q263267) (← links)
• On extensions of Hoeffding's inequality for panel data (Q419149) (← links)
• Posterior consistency of nonparametric conditional moment restricted models (Q449980) (← links)
• Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector (Q470502) (← links)
• High-dimensional Bayesian inference in nonparametric additive models (Q485930) (← links)
• A note on some algorithms for the Gibbs posterior (Q984015) (← links)
• `Purposely misspecified' posterior inference on the volatility of a jump diffusion process (Q1698256) (← links)
• Bayesian fractional posteriors (Q1731743) (← links)
• Robust Bayes-like estimation: rho-Bayes estimation (Q1996790) (← links)
• Gibbs posterior inference on multivariate quantiles (Q2059460) (← links)
• Bayes posterior convergence for loss functions via almost additive thermodynamic formalism (Q2116497) (← links)
• Gibbs posterior convergence and the thermodynamic formalism (Q2117451) (← links)
• Model-free posterior inference on the area under the receiver operating characteristic curve (Q2189107) (← links)
• Regularization of Bayesian quasi-likelihoods constructed from complex estimating functions (Q2189604) (← links)
• \(\alpha\)-variational inference with statistical guarantees (Q2196198) (← links)
• Robust and rate-optimal Gibbs posterior inference on the boundary of a noisy image (Q2196231) (← links)
• Bayesian inference on volatility in the presence of infinite jump activity and microstructure noise (Q2219235) (← links)
• On general Bayesian inference using loss functions (Q2322651) (← links)
• Quasi-Bayesian analysis of nonparametric instrumental variables models (Q2438756) (← links)
• Bayesian model robustness via disparities (Q2513941) (← links)
• Gibbs posterior concentration rates under sub-exponential type losses (Q2692523) (← links)
• GENERAL INEQUALITIES FOR GIBBS POSTERIOR WITH NONADDITIVE EMPIRICAL RISK (Q2936835) (← links)
• On the properties of variational approximations of Gibbs posteriors (Q2958606) (← links)
• Predicting Panel Data Binary Choice with the Gibbs Posterior (Q3116948) (← links)
• RISK MINIMIZATION FOR TIME SERIES BINARY CHOICE WITH VARIABLE SELECTION (Q4933585) (← links)
• (Q4998947) (← links)
• General Robust Bayes Pseudo-Posteriors: Exponential Convergence Results with Applications (Q5066774) (← links)
• Ensemble Kalman Methods for High-Dimensional Hierarchical Dynamic Space-Time Models (Q5130628) (← links)
• (Q5159450) (← links)
• Gibbs posterior inference on value-at-risk (Q5228142) (← links)
• On oracle property and asymptotic validity of Bayesian generalized method of moments (Q5964279) (← links)
• Generalized Bayes approach to inverse problems with model misspecification (Q6050809) (← links)
• Generalized Bayes Quantification Learning under Dataset Shift (Q6110729) (← links)
• Robust estimation in controlled branching processes: Bayesian estimators via disparities (Q6120420) (← links)
• From robust tests to Bayes-like posterior distributions (Q6145688) (← links)
• Joint production in stochastic non-parametric envelopment of data with firm-specific directions (Q6167380) (← links)
• Adaptive variable selection for sequential prediction in multivariate dynamic models (Q6198360) (← links)
• Approximating Bayes in the 21st century (Q6540227) (← links)
• Bayesian Multi-Task Variable Selection with an Application to Differential DAG Analysis (Q6552523) (← links)
• Probabilistic contrastive dimension reduction for case-control study data (Q6616363) (← links)
• Forecasting the risk of cryptocurrencies: comparison and combination of GARCH and stochastic volatility models (Q6631644) (← links)