Fast sampling with Gaussian scale-mixture priors in high-dimensional regression

15 June 2015

Papers citing "Fast sampling with Gaussian scale-mixture priors in high-dimensional regression"

13 / 13 papers shown

Title
Sparse Horseshoe Estimation via Expectation-Maximisation Shu Yu Tew Daniel F. Schmidt E. Makalic 20 2 0 07 Nov 2022
Lossy compression of matrices by black-box optimisation of mixed integer nonlinear programming T. Kadowaki Mitsuru Ambai 28 7 0 22 Apr 2022
Scalable Spike-and-Slab N. Biswas Lester W. Mackey Xiao-Li Meng GP 35 11 0 04 Apr 2022
Bounding Wasserstein distance with couplings N. Biswas Lester W. Mackey 30 8 0 06 Dec 2021
Sparse Linear Mixed Model Selection via Streamlined Variational Bayes Emanuele Degani Luca Maestrini Dorota Toczydlowska M. Wand 22 1 0 13 Oct 2021
Subset selection for linear mixed models Daniel R. Kowal 20 3 0 27 Jul 2021
Simultaneous Transformation and Rounding (STAR) Models for Integer-Valued Data Daniel R. Kowal A. Canale SyDa 23 18 0 27 Jun 2019
Fast Markov chain Monte Carlo for high dimensional Bayesian regression models with shrinkage priors Rui Jin Aixin Tan 27 8 0 16 Mar 2019
Bayesian Optimization of Combinatorial Structures Ricardo Baptista Matthias Poloczek 22 135 0 22 Jun 2018
Bayes Shrinkage at GWAS scale: Convergence and Approximation Theory of a Scalable MCMC Algorithm for the Horseshoe Prior J. Johndrow Paulo Orenstein A. Bhattacharya 34 23 0 02 May 2017
Bayesian sparse multiple regression for simultaneous rank reduction and variable selection Antik Chakraborty A. Bhattacharya Bani Mallick 28 26 0 02 Dec 2016
Uncertainty quantification for the horseshoe S. V. D. Pas Botond Szabó A. van der Vaart 33 72 0 07 Jul 2016
Locally adaptive factor processes for multivariate time series Daniele Durante B. Scarpa David B. Dunson AI4TS 83 37 0 07 Oct 2012