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Consistent High-Dimensional Bayesian Variable Selection via Penalized Credible Regions - MaRDI portal

Consistent High-Dimensional Bayesian Variable Selection via Penalized Credible Regions (Q4904737)

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scientific article; zbMATH DE number 6133107

Language	Label	Description	Also known as
English	Consistent High-Dimensional Bayesian Variable Selection via Penalized Credible Regions	scientific article; zbMATH DE number 6133107

Statements

scholarly article

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Consistent High-Dimensional Bayesian Variable Selection via Penalized Credible Regions (English)

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Howard D. Bondell

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Journal of the American Statistical Association

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publication date

31 January 2013

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full work available at URL

http://europepmc.org/articles/pmc3587767

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zbMATH Keywords

consistency

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LASSO

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stochastic search

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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Simultaneous Regression Shrinkage, Variable Selection, and Supervised Clustering of Predictors with OSCAR

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Bayes Model Averaging with Selection of Regressors

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The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).

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Bayesian Selection and Clustering of Polymorphisms in Functionally Related Genes

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Least angle regression. (With discussion)

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Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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Calibration and empirical Bayes variable selection

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Asymptotic properties of bridge estimators in sparse high-dimensional regression models

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DASSO: Connections Between the Dantzig Selector and Lasso

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PCA consistency in high dimension, low sample size context

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Fixed and Random Effects Selection in Linear and Logistic Models

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Mixtures of <i>g</i> Priors for Bayesian Variable Selection

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A unified approach to model selection and sparse recovery using regularized least squares

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High-dimensional graphs and variable selection with the Lasso

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Consistency of objective Bayes factors as the model dimension grows

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A review of Bayesian variable selection methods: what, how and which

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

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Bayesian Variable Selection in Clustering High-Dimensional Data

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Sparsity and Smoothness Via the Fused Lasso

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Forward Regression for Ultra-High Dimensional Variable Screening

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PCA Consistency for Non-Gaussian Data in High Dimension, Low Sample Size Context

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Model Selection and Estimation in Regression with Grouped Variables

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Penalized orthogonal-components regression for large \(p\) small \(n\) data

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The Adaptive Lasso and Its Oracle Properties

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Regularization and Variable Selection Via the Elastic Net

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One-step sparse estimates in nonconcave penalized likelihood models

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Identifiers

zbMATH Open document ID

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10.1080/01621459.2012.716344

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:4904737

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