Mixtures, Envelopes and Hierarchical Duality

DOI10.1111/rssb.12130zbMath1414.62056arXiv1406.0177OpenAlexW1827621890MaRDI QIDQ5378366

James G. Scott, Nicholas G. Polson

Publication date: 12 June 2019

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1406.0177

zbMATH Keywords

variational methodsconvex dualityGaussian mixturesBayesian inferenceenvelopespenalized likelihoodmaximum \textit{a posteriori} estimation

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Ridge regression; shrinkage estimators (Lasso) (62J07) Nonparametric estimation (62G05) Point estimation (62F10) Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20) Statistical distribution theory (62Exx)

Related Items (4)

Weighted Bayesian bootstrap for scalable posterior distributions ⋮ Horseshoe Regularisation for Machine Learning in Complex and Deep Models¹ ⋮ Proximal algorithms in statistics and machine learning ⋮ The horseshoe-like regularization for feature subset selection

Uses Software

• GitHub

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