Concepedia

Bayes Variable Selection in Semiparametric Linear Models

Suprateek Kundu, David B. Dunson

Journal of the American Statistical Association · 2014 · 33 citations · 39 references

Concepts

ComputingBiostatisticsBayesian BiostatisticsBayesian Data AnalysisMachine LearningBayesian ComputationBayesian InferenceBayesian StatisticsPrior SpecificationSemiparametric ModelingVariable SelectionAsymptotic Distribution TheoryAsymptotic PropertiesAsymptotic TheoryBayesian Variable SelectionDirichlet Process ModelsDirichlet ProcessesPriors For Variable SelectionProper Priors

Abstract

, while making sparsity assumptions on the true model size.

References

39

Regression Shrinkage and Selection Via the Lasso

Robert Tibshirani · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1996 · 51.8K citations

Business, Biostatistics, Computer Science +17

Regularization and Variable Selection Via the Elastic Net

Hui Zou, Trevor Hastie · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2005 · 21K citations · Full text

Computing, Computer Science, Data Science +15

Reversible jump Markov chain Monte Carlo computation and Bayesian model determination

Peter J. Green · Biometrika · 1995 · 5.9K citations

Computing, Biostatistics, Computer Science +17

A Bayesian Analysis of Some Nonparametric Problems

Thomas S. Ferguson · The Annals of Statistics · 1973 · 4.8K citations · Full text

Natural Sciences, Mathematics, Bayesian Data Analysis +15

The Bayesian Lasso

Trevor Park, George Casella · Journal of the American Statistical Association · 2008 · 3K citations

Business, Biostatistics, Bayesian Biostatistics +16