Scalable Bayesian Regression in High Dimensions With Multiple Data Sources

DOI10.1080/10618600.2019.1624294OpenAlexW3098215461WikidataQ127743373 ScholiaQ127743373MaRDI QIDQ3391441

Konstantinos Perrakis, Sach Mukherjee, Alzheimer's Disease Neuroimaging Initiative

Publication date: 28 March 2022

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10618600.2019.1624294

zbMATH Keywords

predictionhigh-dimensional regressionshrinkage priorsridge regularizationBayesian post-processingmultiple data types

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

Fast Cross-validation for Multi-penalty High-dimensional Ridge Regression ⋮ High-dimensional regression in practice: an empirical study of finite-sample prediction, variable selection and ranking

Uses Software

• R
• glasso
• PRMLT

Cites Work

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