Spike-and-Slab Group Lassos for Grouped Regression and Sparse Generalized Additive Models

DOI10.1080/01621459.2020.1765784zbMath1506.62278arXiv1903.01979OpenAlexW3032424741MaRDI QIDQ5881076

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Publication date: 9 March 2023

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1903.01979

zbMATH Keywords

nonparametric regressionvariable selectionmaximum a posteriori estimationhigh-dimensional regressionspike-and-slab Lassointeraction detection

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15)

Related Items (6)

Bayesian nonparametric hypothesis testing for longitudinal data analysis ⋮ A Bayesian approach for partial Gaussian graphical models with sparsity ⋮ The EAS approach to variable selection for multivariate response data in high-dimensional settings ⋮ A Mass-Shifting Phenomenon of Truncated Multivariate Normal Priors ⋮ Spike-and-slab Lasso biclustering ⋮ Bayesian Bootstrap Spike-and-Slab LASSO

Uses Software

• glasso
• SuperLearner
• glmnet
• gglasso
• glinternet
• clusterProfiler

Cites Work

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• Unnamed Item
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