Global-local mixtures: a unifying framework
From MaRDI portal
Publication:2206754
DOI10.1007/s13171-019-00191-2zbMath1451.62038OpenAlexW3007389569MaRDI QIDQ2206754
Jyotishka Datta, Nicholas G. Polson, Brandon T. Willard, Anindya Bhadra
Publication date: 26 October 2020
Published in: Sankhyā. Series A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13171-019-00191-2
Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian problems; characterization of Bayes procedures (62C10) Generalized linear models (logistic models) (62J12)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- An unexpected encounter with Cauchy and Lévy
- Asymptotic Bayes-optimality under sparsity of some multiple testing procedures
- The horseshoe+ estimator of ultra-sparse signals
- Proximal algorithms in statistics and machine learning
- IG-symmetry and R-symmetry: Interrelations and applications to the inverse Gaussian theory
- On the half-Cauchy prior for a global scale parameter
- Data augmentation for support vector machines
- Bootstrapping Lasso Estimators
- Square-root lasso: pivotal recovery of sparse signals via conic programming
- Scaled sparse linear regression
- Probabilistic Applications of the Schlömilch Transformation
- Reciprocal symmetry, unimodality and Khintchine’s theorem
- The horseshoe estimator for sparse signals
- The Bayesian Lasso
- Constructing and simulating multivariate distributions using khintchine's theorem
- Normal Variance-Mean Mixtures and z Distributions
- Normal scale mixtures and dual probability densities
- The Bayesian Bridge
- On Khintchine's Theorem and its Place in Random Variate Generation
- The Cauchy–Schlömilch transformation
- Prediction risk for the horseshoe regression
- Default Bayesian analysis with global-local shrinkage priors
- Bayesian Inference for Logistic Models Using Pólya–Gamma Latent Variables
- Data augmentation for non-Gaussian regression models using variance-mean mixtures
- Estimation of ordinary differential equation parameters using constrained local polynomial regression
- Uniform Correlation Mixture of Bivariate Normal Distributions and Hypercubically Contoured Densities That Are Marginally Normal
- High-dimensional regression with unknown variance
- Comment on article by Polson and Scott
This page was built for publication: Global-local mixtures: a unifying framework