Bayesian Factor-adjusted Sparse Regression

23 March 2019

Papers citing "Bayesian Factor-adjusted Sparse Regression"

11 / 11 papers shown

Title
Nearly optimal Bayesian Shrinkage for High Dimensional Regression Qifan Song F. Liang 50 77 0 24 Dec 2017
SLOPE is Adaptive to Unknown Sparsity and Asymptotically Minimax Weijie Su Emmanuel Candes 418 146 0 29 Mar 2015
A useful variant of the Davis--Kahan theorem for statisticians Yi Yu Tengyao Wang R. Samworth 92 577 0 04 May 2014
Bayesian linear regression with sparse priors I. Castillo Johannes Schmidt-Hieber A. van der Vaart 157 379 0 04 Mar 2014
Dirichlet-Laplace priors for optimal shrinkage A. Bhattacharya D. Pati Natesh S. Pillai David B. Dunson 89 440 0 21 Jan 2014
Factor modeling for high-dimensional time series: Inference for the number of factors Clifford Lam Q. Yao 146 480 0 04 Jun 2012
High-dimensional covariance matrix estimation in approximate factor models Jianqing Fan Yuan Liao Martina Mincheva 73 397 0 21 May 2011
Generalized double Pareto shrinkage Artin Armagan David B. Dunson Jaeyong Lee 78 374 0 05 Apr 2011
Local shrinkage rules, Levy processes, and regularized regression Nicholas G. Polson James G. Scott 99 130 0 17 Oct 2010
Covariance regularization by thresholding Peter J. Bickel Elizaveta Levina 202 1,272 0 20 Jan 2009
The sparsity and bias of the Lasso selection in high-dimensional linear regression Cun-Hui Zhang Jian Huang 466 869 0 07 Aug 2008