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Bayesian linear regression with sparse priors (Q888501)

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Language	Label	Description	Also known as
English	Bayesian linear regression with sparse priors	scientific article

Statements

scholarly article

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Bayesian linear regression with sparse priors (English)

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Ismaël Castillo

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Johannes Schmidt-Hieber

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Aad W. van der Vaart

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The Annals of Statistics

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publication date

30 October 2015

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full work available at URL

https://arxiv.org/abs/1403.0735

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https://projecteuclid.org/euclid.aos/1438606851

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zbMATH Keywords

Bayesian inference

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sparsity

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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Adapting to unknown sparsity by controlling the false discovery rate

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MAP model selection in Gaussian regression

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Estimation and variable selection with exponential weights

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Oracle convergence rate of posterior under projection prior and Bayesian model selection

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Simultaneous analysis of Lasso and Dantzig selector

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Evolutionary stochastic search for Bayesian model exploration

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Correlated variables in regression: clustering and sparse estimation

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Statistics for high-dimensional data. Methods, theory and applications.

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Sparsity oracle inequalities for the Lasso

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Limiting laws of coherence of random matrices with applications to testing covariance structure and construction of compressed sensing matrices

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

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The horseshoe estimator for sparse signals

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Bayesian linear regression with sparse priors

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Needles and straw in a haystack: posterior concentration for possibly sparse sequences

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Aggregation by Exponential Weighting and Sharp Oracle Inequalities

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On Bayesian model and variable selection using MCMC

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Stable recovery of sparse overcomplete representations in the presence of noise

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The Variable Selection Problem

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Calibration and empirical Bayes variable selection

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Convergence rates of posterior distributions.

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Inference with normal-gamma prior distributions in regression problems

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Bayesian lasso regression

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Shotgun Stochastic Search for “Large<i>p</i>” Regression

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Spike and slab variable selection: frequentist and Bayesian strategies

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Needles and straw in haystacks: Empirical Bayes estimates of possibly sparse sequences

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Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion

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Information Theory and Mixing Least-Squares Regressions

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Bayesian Variable Selection in Structured High-Dimensional Covariate Spaces With Applications in Genomics

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Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators

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Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector

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Bayesian Variable Selection in Linear Regression

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Exponential screening and optimal rates of sparse estimation

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Sparse estimation by exponential weighting

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EMVS: The EM Approach to Bayesian Variable Selection

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Sequential Monte Carlo on large binary sampling spaces

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

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Bayesian variable selection via particle stochastic search

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On higher order isotropy conditions and lower bounds for sparse quadratic forms

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On the conditions used to prove oracle results for the Lasso

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On Variational Bayes Estimation and Variational Information Criteria for Linear Regression Models

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Efficient Empirical Bayes Variable Selection and Estimation in Linear Models

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Nearly unbiased variable selection under minimax concave penalty

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The sparsity and bias of the LASSO selection in high-dimensional linear regression

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Identifiers

zbMATH Open document ID

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10.1214/15-AOS1334

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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:888501

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