Tractable Bayesian Variable Selection: Beyond Normality
From MaRDI portal
Publication:3121566
DOI10.1080/01621459.2017.1371025zbMath1409.62136arXiv1609.01708OpenAlexW2516618917WikidataQ92582472 ScholiaQ92582472MaRDI QIDQ3121566
David Rossell, Francisco J. Rubio
Publication date: 20 March 2019
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1609.01708
Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Bayesian problems; characterization of Bayes procedures (62C10) Robustness and adaptive procedures (parametric inference) (62F35)
Related Items
Bayesian high-dimensional semi-parametric inference beyond sub-Gaussian errors, Bayesian variable selection and estimation in quantile regression using a quantile-specific prior, Bayesian variable selection for non‐Gaussian responses: a marginally calibrated copula approach, Letter to the Editor: ‘On Quantile‐based Asymmetric Family of Distributions: Properties and Inference’, Additive Bayesian variable selection under censoring and misspecification, A novel variational Bayesian method for variable selection in logistic regression models, A loss-based prior for variable selection in linear regression methods, Bayesian bandwidth test and selection for high-dimensional banded precision matrices, Variations of power-expected-posterior priors in normal regression models, Bayesian effect selection in structured additive distributional regression models, mombf, Adaptive random neighbourhood informed Markov chain Monte Carlo for high-dimensional Bayesian variable selection
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
- The two-piece normal, binormal, or double Gaussian distribution: its origin and rediscoveries
- Weighted LAD-LASSO method for robust parameter estimation and variable selection in regression
- Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem
- Criteria for Bayesian model choice with application to variable selection
- Statistical inference for a general class of asymmetric distributions
- Bayesian variable selection in quantile regression
- Inference in two-piece location-scale models with Jeffreys priors
- On numerical aspects of Bayesian model selection in high and ultrahigh-dimensional settings
- Robust nonnegative garrote variable selection in linear regression
- Learning without concentration for general loss functions
- Inconsistency of Bayesian inference for misspecified linear models, and a proposal for repairing it
- Robust regression: Asymptotics, conjectures and Monte Carlo
- Optimal predictive model selection.
- Sparse least trimmed squares regression for analyzing high-dimensional large data sets
- Robust regression through the Huber's criterion and adaptive lasso penalty
- The epsilon-skew-normal distribution for analyzing near-normal data
- Statistical consistency and asymptotic normality for high-dimensional robust \(M\)-estimators
- Adaptive robust variable selection
- High-Dimensional Heteroscedastic Regression with an Application to eQTL Data Analysis
- Nonparametric Bayes Conditional Distribution Modeling With Variable Selection
- Weighted Wilcoxon‐Type Smoothly Clipped Absolute Deviation Method
- Bayesian robust transformation and variable selection: A unified approach
- Methods for the two-piece normal distribution
- On Bayesian Modeling of Fat Tails and Skewness
- Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions
- An Algorithm for Least-Squares Estimation of Nonlinear Parameters
- Newton’s Method with a Model Trust Region Modification
- Tests of Linear Hypotheses and l"1 Estimation
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Natural (Non‐)Informative Priors for Skew‐symmetric Distributions
- On the use of Non-Local Prior Densities in Bayesian Hypothesis Tests
- Scalable Bayesian Variable Selection Using Nonlocal Prior Densities in Ultrahigh-dimensional Settings
- Bayesian Model Selection in High-Dimensional Settings
- Asymptotics for L1‐estimators of regression parameters under heteroscedasticityY
- Bayes Variable Selection in Semiparametric Linear Models
- Flexible objective Bayesian linear regression with applications in survival analysis
- On Fixed-Width Confidence Bounds for Regression Parameters
- A method for the solution of certain non-linear problems in least squares