Dirichlet process mixture models with shrinkage prior
From MaRDI portal
Publication:6541784
DOI10.1002/sta4.371MaRDI QIDQ6541784
George Karabatsos, Da-wei Ding
Publication date: 21 May 2024
Published in: Stat (Search for Journal in Brave)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Optimal Bayesian estimators for latent variable cluster models
- Bayesian nonparametric mixed random utility models
- Bayesian linear regression with sparse priors
- Slice sampling. (With discussions and rejoinder)
- Comparing clusterings -- an information based distance
- A Bayesian analysis of some nonparametric problems
- The Bayesian elastic net
- Inference with normal-gamma prior distributions in regression problems
- Cluster‐Specific Variable Selection for Product Partition Models
- The horseshoe estimator for sparse signals
- The Bayesian Lasso
- Estimating Normal Means with a Dirichlet Process Prior
- Regression Shrinkage and Selection via The Lasso: A Retrospective
- Bayesian Density Estimation and Inference Using Mixtures
- A comparative review of variable selection techniques for covariate dependent Dirichlet process mixture models
This page was built for publication: Dirichlet process mixture models with shrinkage prior