Empirical Bayes posterior concentration in sparse high-dimensional linear models

30 June 2014

Papers citing "Empirical Bayes posterior concentration in sparse high-dimensional linear models"

16 / 16 papers shown

Title
Inconsistency of Bayesian Inference for Misspecified Linear Models, and a Proposal for Repairing It Peter Grünwald T. V. Ommen 69 265 0 11 Dec 2014
Bayesian variable selection with shrinking and diffusing priors N. Narisetty Xuming He BDL 44 212 0 26 May 2014
Bayesian linear regression with sparse priors I. Castillo Johannes Schmidt-Hieber A. van der Vaart 97 379 0 04 Mar 2014
Asymptotically minimax empirical Bayes estimation of a sparse normal mean vector Ryan Martin S. Walker 44 65 0 27 Apr 2013
Needles and Straw in a Haystack: Posterior concentration for possibly sparse sequences I. Castillo A. van der Vaart 59 251 0 06 Nov 2012
High-dimensional regression with unknown variance Christophe Giraud S. Huet Nicolas Verzélen 68 62 0 26 Sep 2011
Sparse Estimation by Exponential Weighting Philippe Rigollet Alexandre B. Tsybakov 107 121 0 25 Aug 2011
Minimax risks for sparse regressions: Ultra-high-dimensional phenomenons Nicolas Verzélen 191 152 0 03 Aug 2010
Exponential Screening and optimal rates of sparse estimation Philippe Rigollet Alexandre B. Tsybakov 131 242 0 12 Mar 2010
MAP model selection in Gaussian regression F. Abramovich V. Grinshtein 49 27 0 22 Dec 2009
A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article) Jianqing Fan Jinchi Lv 486 907 0 06 Oct 2009
Gibbs posterior for variable selection in high-dimensional classification and data mining Wenxin Jiang M. Tanner 61 116 0 31 Oct 2008
The sparsity and bias of the Lasso selection in high-dimensional linear regression Cun-Hui Zhang Jian Huang 242 869 0 07 Aug 2008
Aggregation by exponential weighting, sharp PAC-Bayesian bounds and sparsity A. Dalalyan Alexandre B. Tsybakov 130 176 0 19 Mar 2008
Bayesian variable selection for high dimensional generalized linear models: convergence rates of the fitted densities Wenxin Jiang 379 93 0 18 Oct 2007
On rates of convergence for posterior distributions in infinite-dimensional models S. Walker Antonio Lijoi Igor Prunster 86 80 0 14 Aug 2007