Bayesian generalized fused lasso modeling via NEG distribution

DOI10.1080/03610926.2018.1489056OpenAlexW3103272331MaRDI QIDQ5076890

Sadanori Konishi, Kaito Shimamura, Masao Ueki, Shuichi Kawano

Publication date: 17 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1602.04910

zbMATH Keywords

Markov chain Monte CarloBayesian modelBayesian Lassohierarchical normal-exponential-gamma distribution

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15)

Related Items (3)

Bayesian sparse convex clustering via global-local shrinkage priors ⋮ Horseshoe shrinkage methods for Bayesian fusion estimation ⋮ Two-way sparsity for time-varying networks with applications in genomics

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Incorporating grouping information in Bayesian variable selection with applications in genomics
• Estimating the dimension of a model
• Least angle regression. (With discussion)
• Information criteria and statistical modeling.
• Pathwise coordinate optimization
• Penalized regression, standard errors, and Bayesian Lassos
• BAYESIAN HYPER-LASSOS WITH NON-CONVEX PENALIZATION
• Extended Bayesian information criteria for model selection with large model spaces
• The Bayesian Lasso
• Spatial smoothing and hot spot detection for CGH data using the fused lasso
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Sparsity and Smoothness Via the Fused Lasso
• Grouping Pursuit Through a Regularization Solution Surface
• Bayesian information criteria and smoothing parameter selection in radial basis function networks
• Ridge Regression: Biased Estimation for Nonorthogonal Problems

This page was built for publication: Bayesian generalized fused lasso modeling via NEG distribution