Search Results

Structured variable selection via prior-induced hierarchical penalty functions,
Tso-Jung Yen and Yu-Min Yen, in Computational Statistics & Data Analysis (2016)
Keywords: Group sparsity; Spike and slab priors; Log-sum approximation to the l0-norm; Majorization–minimization algorithms; Alternating direction method of multipliers;

Learning sparse deep neural networks with a spike-and-slab prior,
Yan Sun, Qifan Song and Faming Liang, in Statistics & Probability Letters (2022)
Keywords: Bayesian neural network; Sparse deep learning; Posterior consistency; High-dimensional nonlinear variable selection; Model calibration;

High-Dimensional Variable Selection for Quantile Regression Based on Variational Bayesian Method,
Dengluan Dai, Anmin Tang and Jinli Ye, in Mathematics (2023)
Keywords: quantile regression; spike-and-slab prior; variational Bayesian; high-dimensional data

On the Pitman–Yor process with spike and slab base measure,
A. Canale, A. Lijoi, B. Nipoti and I. Prünster, in Biometrika (2017)
Keywords: Bayesian nonparametric inference, Functional data, Pitman–Yor process, Predictive distribution, Random partition, Spike and slab base measure

Inner spike and slab Bayesian nonparametric models,
Antonio Canale, Antonio Lijoi, Bernardo Nipoti and Igor Prünster, in Econometrics and Statistics (2023)
Keywords: Inner spike and slab; Normalized random measure; Normalized inverse Gaussian process; σ-stable process; Pólya urn scheme;

Consistency of spike and slab regression,
Hemant Ishwaran and J. Sunil Rao, in Statistics & Probability Letters (2011)
Keywords: Oracle property; Posterior mean; Rescaling; Shrinkage; Two-component prior;

Bayesian variable selection using spike‐and‐slab priors with application to high dimensional electroencephalography data by local modelling,
Shariq Mohammed, Dipak K. Dey and Yuping Zhang, in Journal of the Royal Statistical Society Series C (2019)

High-dimensional sparse financial networks through a regularised regression model,
Mauro Bernardi and Michele Costola, from Leibniz Institute for Financial Research SAFE (2019)
Keywords: VAR estimation, Financial Networks, Bayesian inference, Sparsity, Spike-and-Slab prior, Stochastic Search Variable Selection, Expectation-Maximisation

Bayesian empirical likelihood inference and order shrinkage for autoregressive models,
Kai Yang, Xue Ding and Xiaohui Yuan, in Statistical Papers (2022)
Keywords: Sparse autoregressive models, Bayesian empirical likelihood, Nonparametric Bayesian inference, Spike-and-slab prior, Order shrinkage

Automated Bayesian variable selection methods for binary regression models with missing covariate data,
Michael Bergrab and Christian Aßmann, in AStA Wirtschafts- und Sozialstatistisches Archiv (2024)
Keywords: Bayesian Estimation, Variable Selection, Model Selection, Sparsity, Spike-and-Slab Prior, Elastic Net, Shrinkage, Estimation

Frequentist Properties of Bayesian Multiplicity Control for Multiple Testing of Normal Means,
Sean Chang and James O. Berger, in Sankhya A: The Indian Journal of Statistics (2020)
Keywords: Multiple hypothesis testing, spike-and-slab prior, multiplicity control, false positive probability.

Bayesian Inference for an Unknown Number of Attributes in Restricted Latent Class Models,
Yinghan Chen, Steven Andrew Culpepper and Yuguo Chen, in Psychometrika (2023)
Keywords: Bayesian analysis, cognitive diagnosis model, Indian buffet process, latent class model, spike-and-slab prior

Bayesian Estimation of Panel Models under Potentially Sparse Heterogeneity,
Hyungsik Roger Moon, Frank Schorfheide and Boyuan Zhang, from Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2023)
Keywords: Bayesian Analysis, Forecasting, Income Dynamics, Panel Data Models, Sparsity, Spike-and-Slab Priors

Generalized biodiversity assessment by Bayesian nested random effects models with spyke-and-slab priors,
Giovanna Jona Lasinio, Alessio Pollice and Elisa Anna Fano, in Statistics & Probability Letters (2019)
Keywords: Tsallis entropy; Biodiversity modeling; Bayesian random effects models; Spike and slab; Climate change monitoring; Po River Delta lagoon (Italy);

A Bayesian Approach for Learning Gene Networks Underlying Disease Severity in COPD,
Elin Shaddox, Francesco C. Stingo, Christine B. Peterson, Sean Jacobson, Charmion Cruickshank-Quinn, Katerina Kechris, Russell Bowler and Marina Vannucci, in Statistics in Biosciences (2018)
Keywords: Gaussian graphical model, Bayesian inference, Markov random field prior, Spike-and-slab prior, Gene network, Chronic obstructive pulmonary disease (COPD)

The Spike-and-Slab LASSO,
Veronika Ročková and Edward I. George, in Journal of the American Statistical Association (2018)

A robust estimation for the extended t-process regression model,
Zhanfeng Wang, Kai Li and Jian Qing Shi, in Statistics & Probability Letters (2020)
Keywords: Functional data; Maximum a posterior; Spike and slab priors; Information consistency;

Simple Quasi-Bayes Approach for Modeling Mean Medical Costs,
Yoon Grace, Jiang Wenxin, Liu Lei and Ya-Chen Shih, in The International Journal of Biostatistics (2020)
Keywords: Spike-or-Slab prior, variable selection, sandwich variance estimator, health econometrics

Simple Quasi-Bayes Approach for Modeling Mean Medical Costs,
Yoon Grace, Jiang Wenxin, Liu Lei and Ya-Chen Shih, in The International Journal of Biostatistics (2020)
Keywords: Spike-or-Slab prior, variable selection, sandwich variance estimator, health econometrics

Penalized likelihood and Bayesian function selection in regression models,
Fabian Scheipl, Thomas Kneib and Ludwig Fahrmeir, in AStA Advances in Statistical Analysis (2013)
Keywords: Generalized additive model, Regularization, Smoothing, Spike and slab priors,

Bayesian Exploratory Factor Analysis via Gibbs Sampling,
Adrian Quintero, Emmanuel Lesaffre and Geert Verbeke, in Journal of Educational and Behavioral Statistics (2024)
Keywords: Gibbs sampling; model dimensionality; ordering dependence; sparsity; spike-slab prior

Bayesian Bootstrap Spike-and-Slab LASSO,
Lizhen Nie and Veronika Ročková, in Journal of the American Statistical Association (2023)

In search of lost mixing time: adaptive Markov chain Monte Carlo schemes for Bayesian variable selection with very large p,
J E Griffin, K G Łatuszyński and Mark Steel, in Biometrika (2021)
Keywords: Expected squared jumping distance, High-dimensional data, Large-p, small-n problem, Linear regression, Optimal scaling, Spike-and-slab prior, Variable selection

A flexible Bayesian variable selection approach for modeling interval data,
Shubhajit Sen, Damitri Kundu and Kiranmoy Das, in Statistical Methods & Applications (2024)
Keywords: Global–local shrinkage prior, Interval data, Joint model, MCMC, Spike and slab prior

Bayesian Feature Extraction for Two-Part Latent Variable Model with Polytomous Manifestations,
Qi Zhang, Yihui Zhang and Yemao Xia, in Mathematics (2024)
Keywords: two-part latent variable model; spike and slab prior; Bayesian lasso; MCMC sampling; CHFS

Variational Bayesian Inference in High-Dimensional Linear Mixed Models,
Jieyi Yi and Niansheng Tang, in Mathematics (2022)
Keywords: Bayesian lasso; evidence lower bound; high-dimensional linear mixed model; spike and slab priors; variational Bayesian inference

Bayesian model selection for logistic regression models with random intercept,
Helga Wagner and Christine Duller, in Computational Statistics & Data Analysis (2012)
Keywords: Variable selection; Variance selection; MCMC; Auxiliary mixture sampling; Normal scale mixtures; Spike and slab priors;

Bayesian nonparametric hypothesis testing for longitudinal data analysis,
Luz Adriana Pereira, Luis Gutiérrez, Daniel Taylor-Rodríguez and Ramsés H. Mena, in Computational Statistics & Data Analysis (2023)
Keywords: Dependent Dirichlet process; Markov process; Spike and slab prior; Time-dependent data;

Consistent skinny Gibbs in probit regression,
Jiarong Ouyang and Xuan Cao, in Computational Statistics & Data Analysis (2024)
Keywords: High-dimensional; Spike and slab priors; Variable selection; Gibbs sampling; Strong selection consistency;

Inferences of default risk and borrower characteristics on P2P lending,
Cathy W. S. Chen, Manh Cuong Dong, Nathan Liu and Songsak Sriboonchitta, in The North American Journal of Economics and Finance (2019)
Keywords: P2P lending; Spike and slab prior; Logistic quantile regression; Stratified sampling; Regulation change;

Bayesian treatment effects models with variable selection for panel outcomes with an application to earnings effects of maternity leave,
Liana Jacobi, Helga Wagner and Sylvia Frühwirth-Schnatter, in Journal of Econometrics (2016)
Keywords: Switching regression model; Shared factor model; Factor analysis; Spike and slab priors; Markov chain Monte Carlo method;

Estimating the Cognitive Diagnosis $$\varvec{Q}$$ Q Matrix with Expert Knowledge: Application to the Fraction-Subtraction Dataset,
Steven Andrew Culpepper, in Psychometrika (2019)
Keywords: exploratory cognitive diagnosis models, general diagnostic model, Bayesian, multivariate regression, variable selection, validation, spike–slab priors

Objective Bayesian Edge Screening and Structure Selection for Ising Networks,
M. Marsman, K. Huth, L. J. Waldorp and I. Ntzoufras, in Psychometrika (2022)
Keywords: Bayesian model selection, ising model, spike and slab prior, depression, alcohol use disorder

Covariance structure estimation with Laplace approximation,
Bongjung Sung and Jaeyong Lee, in Journal of Multivariate Analysis (2023)
Keywords: Gaussian covariance graph model; Laplace approximation; Posterior convergence rate; Slab and spike prior; Sparse covariance matrix;

Random intercept selection in structured additive regression models,
Helene Roth, Stefan Lang and Helga Wagner, from Faculty of Economics and Statistics, Universität Innsbruck (2015)
Keywords: Bayesian hierarchical models, Bayesian model choice, MCMC, P-splines, spike and slab priors

Finite Order Implications of Common Priors,
Barton Lipman, from University Library of Munich, Germany (1997)
Keywords: common priors

Common Priors and Markov Chains,
Dov Samet, from University Library of Munich, Germany (1996)
Keywords: Type spaces, prior, common prior, Markov chain

Finite order implications of common priors in infinite models,
Barton Lipman, in Journal of Mathematical Economics (2010)
Keywords: Common priors

Monotone continuous multiple priors,
Alain Chateauneuf, Fabio Macheronni, Massimo Marinacci and Jean-Marc Tallon, from HAL (2005)
Keywords: multiple prior,continuity

Monotone continuous multiple priors,
Alain Chateauneuf, Fabio Macheronni, Massimo Marinacci and Jean-Marc Tallon, from HAL (2005)
Keywords: multiple prior,continuity

The Common Priors Assumption,
Mark Fey and Kristopher W. Ramsay, in Journal of Conflict Resolution (2006)
Keywords: war; bargaining; common priors

Pandemic Priors,
Danilo Cascaldi-Garcia, from Board of Governors of the Federal Reserve System (U.S.) (2022)
Keywords: Bayesian VAR; Minnesota Prior; COVID-19; Structural shocks

Probability matching priors: a review,
Catia Scricciolo, in Statistical Methods & Applications (1999)
Keywords: First-order probability matching prior, Jeifreys’ prior, Noninformative prior, Posterior quantile, Reference prior, Second-order probability matching prior,

Intrinsic priors for testing exponential means,
Seong W. Kim, in Statistics & Probability Letters (2000)
Keywords: Intrinsic Bayes factor Intrinsic priors Jeffreys's priors Noninformative priors

Common Priors and Separation of Convex Sets,
Dov Samet, from University Library of Munich, Germany (1997)
Keywords: prior, common prior, types, separation theorem

Invariance of the reference prior under reparametrization,
Yong Yang, in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research (1995)
Keywords: Fisher information, Jeffreys prior, Reference prior, Transformation,

Copula modelling with penalized complexity priors: the bivariate case,
Diego Battagliese, Clara Grazian, Brunero Liseo and Cristiano Villa, in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research (2023)
Keywords: $$\alpha $$ α -divergence, Hierarchical PC prior, Intrinsic prior, Jeffreys’ prior, Objective PC prior, PC prior

Prior knowledge and entrepreneurial innovative success,
Uwe Cantner, Maximilian Goethner and Andreas Meder, from Friedrich-Schiller-University Jena (2007)
Keywords: Entrepreneurship, Networks, Prior knowledge

Crude oil price analysis and forecasting: A perspective of “new triangle”,
Quanying Lu, Yuze Li, Jian Chai and Shouyang Wang, in Energy Economics (2020)
Keywords: Crude oil; Dynamic Bayesian structural time series model; Google trend; Kalman filtering; Spike and slab prior; Bayesian model average;

Aggregation of multiple prior opinions,
Hervé Crès, Itzhak Gilboa and Nicolas Vieille, from HAL (2011)
Keywords: Aggregation of opinions,Ambiguity,Multiple priors

Aggregation of multiple prior opinions,
Hervé Crès, Itzhak Gilboa and Nicolas Vieille, from HAL (2011)
Keywords: Aggregation of opinions,Ambiguity,Multiple priors

Plausible prior estimation,
Benedikt Mangold, from Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics (2014)
Keywords: Bayes Statistics, Objective Prior, Robustness

Bayesian persuasion with heterogeneous priors,
Ricardo Alonso and Odilon Câmara, from London School of Economics and Political Science, LSE Library (2016)
Keywords: persuasion; strategic experimentation; heterogeneous priors

On the implicit uniform BIC prior,
Richard Startz, in Economics Bulletin (2014)
Keywords: Bayesian Information Criterion, BIC, priors

A Note on Common Prior,
Miklós Pintér, from University Library of Munich, Germany (2005)
Keywords: Beliefs, Conditional probability, Common Prior

Aggregation of multiple prior opinions,
Hervé Crès, Itzhak Gilboa and Nicolas Vieille, in Journal of Economic Theory (2011)
Keywords: Aggregation of opinions; Ambiguity; Multiple priors;

Bayesian persuasion with heterogeneous priors,
Ricardo Alonso and Odilon Câmara, in Journal of Economic Theory (2016)
Keywords: Persuasion; Strategic experimentation; Heterogeneous priors;

Utilitarianism with Prior Heterogeneity,
Antoine Billot and Vassili Vergopoulos, from Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2014)
Keywords: Utilitarianism; prior heterogeneity; Pareto condition

Non-subjective priors for wrapped Cauchy distributions,
Malay Ghosh, Xiaolong Zhong, Ashis SenGupta and Ruoyang Zhang, in Statistics & Probability Letters (2019)
Keywords: Jeffreys’ priors; Probability matching priors; Reference priors; Frequentist coverage;

Methods for Eliciting Informative Prior Distributions: A Critical Review,
Julia R. Falconer, Eibe Frank, Devon L. L. Polaschek and Chaitanya Joshi, in Decision Analysis (2022)
Keywords: Bayesian inference, informative priors, prior distribution, prior elicitation, uncertainty

The spike-and-slab elastic net as a classification tool in Alzheimer’s disease,
Justin M Leach, Lloyd J Edwards, Rajesh Kana, Kristina Visscher, Nengjun Yi, Inmaculada Aban and for the Alzheimer’s Disease Neuroimaging Initiative, in PLOS ONE (2022)

Spike-and-Slab Group Lassos for Grouped Regression and Sparse Generalized Additive Models,
Ray Bai, Gemma E. Moran, Joseph L. Antonelli, Yong Chen and Mary R. Boland, in Journal of the American Statistical Association (2022)

Nonlinear Spike-And-Slab Sparse Coding for Interpretable Image Encoding,
Jacquelyn A Shelton, Abdul-Saboor Sheikh, Jörg Bornschein, Philip Sterne and Jörg Lücke, in PLOS ONE (2015)

Bayesian cumulative shrinkage for infinite factorizations,
Sirio Legramanti, Daniele Durante and David B Dunson, in Biometrika (2020)
Keywords: Factor analysis, Increasing shrinkage, Multiplicative gamma process, Spike-and-slab distribution

ordinalbayes: Fitting Ordinal Bayesian Regression Models to High-Dimensional Data Using R,
Kellie J. Archer, Anna Eames Seffernick, Shuai Sun and Yiran Zhang, in Stats (2022)
Keywords: cumulative logit; penalized models; LASSO; variable inclusion indicators; spike-and-slab

A limit result for the prior predictive applied to checking for prior-data conflict,
Michael Evans and Gun Ho Jang, in Statistics & Probability Letters (2011)
Keywords: Minimal sufficiency Prior predictive Convergence Prior-data conflict

Noninformative priors for the normal variance ratio,
D. Kim, S. Kang and W. Lee, in Statistical Papers (2009)
Keywords: Frequentist coverage probability, Probability matching priors, Ratio of variances, Reference priors,

Objective and Subjective Rationality in a Multiple Prior Model,
Itzhak Gilboa, Fabio Maccheroni, Massimo Marinacci and David Schmeidler, from HAL (2010)
Keywords: Multiple priors,rationality

Ambiguity and Awareness: A Coherent Multiple Priors Model,
Simon Grant, Guerdjikova Ani and John Quiggin, in The B.E. Journal of Theoretical Economics (2021)
Keywords: ambiguity, multiple priors, unawareness

Ambiguity and Awareness: A Coherent Multiple Priors Model,
Simon Grant, Ani Guerdjikova and John Quiggin, from HAL (2021)
Keywords: Ambiguity,Multiple priors,Unawareness

Iterated expectations, compact spaces, and common priors,
Ziv Hellman, in Games and Economic Behavior (2011)
Keywords: Common priors Iterated expectations

Objective and Subjective Rationality in a Multiple Prior Model,
Itzhak Gilboa, Fabio Maccheroni, Massimo Marinacci and David Schmeidler, from Collegio Carlo Alberto (2008)
Keywords: Rationality, Multiple Priors.

Uncommon Priors Require Origin Disputes,
Robin Hanson, in Theory and Decision (2006)
Keywords: origin, common prior, disagree, Bayesian,

Signaling Without Common Prior: An Experiment,
Michalis Drouvelis, Wieland Müller and Alex Possajennikov, from Tilburg University, Center for Economic Research (2009)
Keywords: common prior; signaling; experiment; learning

Signaling without common prior: An experiment,
Michalis Drouvelis, Wieland Mueller and Alex Possajennikov, from The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham (2009)
Keywords: common prior, signaling, experiment, learning

Mutual Absolute Continuity of Multiple Priors,
Larry Epstein and Massimo Marinacci, from Collegio Carlo Alberto (2006)
Keywords: Mutual absolute continuity, Multiple priors

Permissible boundary prior function as a virtually proper prior density,
Takemi Yanagimoto and Toshio Ohnishi, in Annals of the Institute of Statistical Mathematics (2014)
Keywords: Degenerated prior, Logarithmic divergence, Marginal density, Non-informative prior, Weakly informative prior,

Agreeing to Disagree with Multiple Priors,
Andrés Carvajal and Joao Correia-da-Silva, from Universidade do Porto, Faculdade de Economia do Porto (2010)
Keywords: Agreeing to disagree, multiple priors, Aumann's Agreement Theorem

Persuasion Without Priors,
Alexei Parakhonyak and Anton Sobolev, from University of Bonn and University of Mannheim, Germany (2022)
Keywords: Persuasion, Robustness, Multiple priors, Minimax regret

Monotone continuous multiple priors,
Alain Chateauneuf, Fabio Maccheroni, Massimo Marinacci and Jean-Marc Tallon, in Economic Theory (2005)
Keywords: Multiple priors, Countable additivity, Non-atomicity.,

How common are common priors?,
Ziv Hellman and Dov Samet, in Games and Economic Behavior (2012)
Keywords: Common prior; Common knowledge; Knowledge; Belief;

Econometrics with system priors,
Michal Andrle and Miroslav Plašil, in Economics Letters (2018)
Keywords: Bayesian analysis; System priors; Time series;

Bayesian learning with variable prior,
Nikolai M. Brandt, Bernhard Eckwert and Felix Várdy, in Journal of Mathematical Economics (2021)
Keywords: Bayesian learning; Prior uncertainty; Value of learning;

Prior art: To search or not to search,
Vidya Atal and Talia Bar, in International Journal of Industrial Organization (2010)
Keywords: Innovation Patent Prior art Research and development Search

Uniform Priors for Impulse Responses,
Jonas E. Arias, Juan F Rubio-Ramirez and Daniel Waggoner, from Federal Reserve Bank of Atlanta (2023)
Keywords: Bayesian; SVARs; uniform prior; sign restrictions

Bayesian consistent prior selection,
Christopher Chambers and Takashi Hayashi, from California Institute of Technology, Division of the Humanities and Social Sciences (2005)
Keywords: subjective expected utility, Bayes’ rule, prior selection

Normalized Power Prior Bayesian Analysis,
Keying Ye and Yuyan Duan, from College of Business, University of Texas at San Antonio (2008)
Keywords: Bayesian analysis, historical data, normalized power prior, power prior, prior elicitation, Shannon's mutual information.

Noninformative Priors for Multivariate Linear Calibration,
Ming Yin, in Journal of Multivariate Analysis (2000)
Keywords: calibration, first order probability matching priors, second order probability matching priors, reference priors

On the Impact of the Choice of the Prior in Bayesian Statistics,
Fatemeh Ghaderinezhad and Christophe Ley, from IntechOpen
Keywords: conjugate prior, Jeffreys prior, prior distribution, posterior distribution, Stein's method, Wasserstein distance

Analysis of all-zero binomial outcomes with borderline and equilibrium priors,
Nicholas Longford, in Journal of Applied Statistics (2009)
Keywords: beta distribution, borderline prior, equilibrium prior, expected loss, plausible prior,