Bayesian Trend Filtering via Proximal Markov Chain Monte Carlo (Q6180725)

scientific article; zbMATH DE number 7792030

Language	Label	Description	Also known as
English	Bayesian Trend Filtering via Proximal Markov Chain Monte Carlo	scientific article; zbMATH DE number 7792030

Statements

instance of

scholarly article

0 references

title

Bayesian Trend Filtering via Proximal Markov Chain Monte Carlo (English)

0 references

0 references

0 references

0 references

Journal of Computational and Graphical Statistics

0 references

publication date

22 January 2024

0 references

full work available at URL

https://arxiv.org/abs/2201.00092

0 references

zbMATH Keywords

convex optimization

0 references

epigraphs

0 references

Moreau-Yosida envelope

0 references

Hamiltonian Monte Carlo

0 references

trend filtering

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

Q5658961

0 references

First-Order Methods in Optimization

0 references

The horseshoe estimator for sparse signals

0 references

An algorithm for total variation minimization and applications

0 references

A first-order primal-dual algorithm for convex problems with applications to imaging

0 references

Fixed-point algorithms for inverse problems in science and engineering. Based on the presentations at the interdisciplinary workshop, BIRS, Banff, Canada, November 1--6, 2009.

0 references

Maximum Likelihood Estimation of Regularization Parameters in High-Dimensional Inverse Problems: An Empirical Bayesian Approach. Part II: Theoretical Analysis

0 references

Efficient Bayesian Computation by Proximal Markov Chain Monte Carlo: When Langevin Meets Moreau

0 references

A Proximal Markov Chain Monte Carlo Method for Bayesian Inference in Imaging Inverse Problems: When Langevin Meets Moreau

0 references

Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

0 references

Locally adaptive smoothing with Markov random fields and shrinkage priors

0 references

The Split Bregman Method for L1-Regularized Problems

0 references

The Support Reduction Algorithm for Computing Non‐Parametric Function Estimates in Mixture Models

0 references

The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo

0 references

$\ell_1$ Trend Filtering

0 references

Dynamic Shrinkage Processes

0 references

Bayesian Spectral Analysis Regression with Shape Restrictions

0 references

A variable selection approach to monotonic regression with Bernstein polynomials

0 references

Bayesian estimation and inference for generalised partial linear models using shape-restricted splines

0 references

Q3172405

0 references

Bayesian Isotonic Regression and Trend Analysis

0 references

The Bayesian Lasso

0 references

Proximal Markov chain Monte Carlo algorithms

0 references

Accelerating Proximal Markov Chain Monte Carlo by Using an Explicit Stabilized Method

0 references

Exponential convergence of Langevin distributions and their discrete approximations

0 references

Nonlinear total variation based noise removal algorithms

0 references

Gaussian Markov Random Fields

0 references

Splines in higher order TV regularization

0 references

Sparsity and Smoothness Via the Fused Lasso

0 references

Adaptive piecewise polynomial estimation via trend filtering

0 references

Multivariate output analysis for Markov chain Monte Carlo

0 references

Maximum Likelihood Estimation of Regularization Parameters in High-Dimensional Inverse Problems: An Empirical Bayesian Approach Part I: Methodology and Experiments

0 references

Nearly unbiased variable selection under minimax concave penalty

0 references

Identifiers

arXiv ID

2201.00092

0 references

DOI

10.1080/10618600.2023.2170089

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:6180725