14 citations · 27 across the 6 of their papers we have counts for
4 papers · 1 filter
Bayesian Bootstrap Spike-and-Slab LASSO
Lizhen Nie, Veronika Ročková
The impracticality of posterior sampling has prevented the widespread adoption of spike-and-slab priors in high-dimensional applications. To alleviate the computational burden, opt…
Adaptive Bayesian SLOPE -- High-dimensional Model Selection with Missing Values
Wei Jiang, Malgorzata Bogdan, Julie Josse +3
We consider the problem of variable selection in high-dimensional settings with missing observations among the covariates. To address this relatively understudied problem, we propo…
Dynamic Sparse Factor Analysis
Kenichiro McAlinn, Veronika Rockova, Enakshi Saha
Its conceptual appeal and effectiveness has made latent factor modeling an indispensable tool for multivariate analysis. Despite its popularity across many fields, there are outsta…
Variable Selection with ABC Bayesian Forests
Yi Liu, Veronika Ročková, Yuexi Wang
Few problems in statistics are as perplexing as variable selection in the presence of very many redundant covariates. The variable selection problem is most familiar in parametric…