相关论文: On Global-local Shrinkage Priors for Count Data

Modern applications routinely collect high-dimensional data, leading to statistical models having more parameters than there are samples available. A common solution is to impose sparsity in parameter estimation, often using penalized…

In sparse signal processing, this study investigates the effect of the global shrinkage parameter $\tau$ of a horseshoe prior, one of the global-local shrinkage prior, on the linear regression. Statistical mechanics methods are employed to…

In astronomical observations, the estimation of distances from parallaxes is a challenging task due to the inherent measurement errors and the non-linear relationship between the parallax and the distance. This study leverages ideas from…

This paper develops a slice sampler for Bayesian linear regression models with arbitrary priors. The new sampler has two advantages over current approaches. One, it is faster than many custom implementations that rely on auxiliary latent…

We propose a new class of nonlocal prior to improve the performance of variable selection in high dimensional setting. We prove our new prior possesses the robustness to hyper parameter settings and is able to detect smaller decreasing…

Transfer learning (TL) has emerged as a powerful tool to supplement data collected for a target task with data collected for a related source task. The Bayesian framework is natural for TL because information from the source data can be…

Bayesian shrinkage methods have generated a lot of recent interest as tools for high-dimensional regression and model selection. These methods naturally facilitate tractable uncertainty quantification and incorporation of prior information.…

Heavy-tailed continuous shrinkage priors, such as the horseshoe prior, are widely used for sparse estimation problems. However, there is limited work extending these priors to predictors with grouping structures. Of particular interest in…

Although linear regression models are fundamental tools in statistical science, the estimation results can be sensitive to outliers. While several robust methods have been proposed in frequentist frameworks, statistical inference is not…

Shrinkage prior has gained great successes in many data analysis, however, its applications mostly focus on the Bayesian modeling of sparse parameters. In this work, we will apply Bayesian shrinkage to model high dimensional parameter that…

Scale-mixture shrinkage priors have recently been shown to possess robust empirical performance and excellent theoretical properties such as model selection consistency and (near) minimax posterior contraction rates. In this paper, the…

It is common to hold prior beliefs that are not characterized by points in the parameter space but instead are relational in nature and can be described by a linear subspace. While some previous work has been done to account for such prior…

In recent years, a rich variety of shrinkage priors have been proposed that have great promise in addressing massive regression problems. In general, these new priors can be expressed as scale mixtures of normals, but have more complex…

We consider a high-dimensional sparse normal means model where the goal is to estimate the mean vector assuming the proportion of non-zero means is unknown. We model the mean vector by a one-group global-local shrinkage prior belonging to a…

The method of Bayesian variable selection via penalized credible regions separates model fitting and variable selection. The idea is to search for the sparsest solution within the joint posterior credible regions. Although the approach was…

We develop singular value shrinkage priors for the mean matrix parameters in the matrix-variate normal model with known covariance matrices. Our priors are superharmonic and put more weight on matrices with smaller singular values. They are…

This paper addresses the weak instruments problem in linear instrumental variable models from a Bayesian perspective. The new approach has two components. First, a novel predictor-dependent shrinkage prior is developed for the many…

Suppose we have data generated according to a multivariate normal distribution with a fixed unknown mean vector that is sparse in the sense of being nearly black. Optimality of Bayes estimates and posterior concentration properties in terms…

We use Levy processes to generate joint prior distributions, and therefore penalty functions, for a location parameter as p grows large. This generalizes the class of local-global shrinkage rules based on scale mixtures of normals,…

The paper addresses asymptotic estimation of normal means under sparsity. The primary focus is estimation of multivariate normal means where we obtain exact asymptotic minimax error under global-local shrinkage prior. This extends the…