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Tractable Bayesian Variable Selection: Beyond Normality (Q3121566)

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Language	Label	Description	Also known as
English	Tractable Bayesian Variable Selection: Beyond Normality	scientific article

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scholarly article

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Tractable Bayesian Variable Selection: Beyond Normality (English)

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Francisco J. Rubio

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Journal of the American Statistical Association

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publication date

20 March 2019

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full work available at URL

https://arxiv.org/abs/1609.01708

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http://europepmc.org/articles/pmc6426142

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zbMATH Keywords

Bayes factors

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model misspecification

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robust regression

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two-piece errors

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variable selection

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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Statistical inference for a general class of asymmetric distributions

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Weighted LAD-LASSO method for robust parameter estimation and variable selection in regression

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Optimal predictive model selection.

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Criteria for Bayesian model choice with application to variable selection

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Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection

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Nonparametric Bayes Conditional Distribution Modeling With Variable Selection

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High-Dimensional Heteroscedastic Regression with an Application to eQTL Data Analysis

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Natural (Non‐)Informative Priors for Skew‐symmetric Distributions

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Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions

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Adaptive robust variable selection

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Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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On Bayesian Modeling of Fat Tails and Skewness

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Robust nonnegative garrote variable selection in linear regression

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Bayesian robust transformation and variable selection: A unified approach

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Inconsistency of Bayesian inference for misspecified linear models, and a proposal for repairing it

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Robust regression: Asymptotics, conjectures and Monte Carlo

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On numerical aspects of Bayesian model selection in high and ultrahigh-dimensional settings

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On the use of Non-Local Prior Densities in Bayesian Hypothesis Tests

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Bayesian Model Selection in High-Dimensional Settings

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Methods for the two-piece normal distribution

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Asymptotics for <i>L</i><sub>1</sub>‐estimators of regression parameters under heteroscedasticityY

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Tests of Linear Hypotheses and l"1 Estimation

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Bayes Variable Selection in Semiparametric Linear Models

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Robust regression through the Huber's criterion and adaptive lasso penalty

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A method for the solution of certain non-linear problems in least squares

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Statistical consistency and asymptotic normality for high-dimensional robust \(M\)-estimators

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An Algorithm for Least-Squares Estimation of Nonlinear Parameters

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Learning without concentration for general loss functions

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The epsilon-skew-normal distribution for analyzing near-normal data

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Inference in two-piece location-scale models with Jeffreys priors

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Flexible objective Bayesian linear regression with applications in survival analysis

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Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem

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Scalable Bayesian Variable Selection Using Nonlocal Prior Densities in Ultrahigh-dimensional Settings

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Newton’s Method with a Model Trust Region Modification

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On Fixed-Width Confidence Bounds for Regression Parameters

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The two-piece normal, binormal, or double Gaussian distribution: its origin and rediscoveries

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Weighted Wilcoxon‐Type Smoothly Clipped Absolute Deviation Method

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Bayesian variable selection in quantile regression

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Identifiers

zbMATH Open document ID

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10.1080/01621459.2017.1371025

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

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