69 citations · 261 across the 20 of their papers we have counts for
3 papers · 1 filter
Simultaneous Variable and Covariance Selection with the Multivariate Spike-and-Slab Lasso
Sameer K. Deshpande, Veronika Rockova, Edward I. George
We propose a Bayesian procedure for simultaneous variable and covariance selection using continuous spike-and-slab priors in multivariate linear regression models where q possibly…
Dynamic Variable Selection with Spike-and-Slab Process Priors
Veronika Rockova, Kenichiro McAlinn
We address the problem of dynamic variable selection in time series regression with unknown residual variances, where the set of active predictors is allowed to evolve over time. T…
Bayesian Dyadic Trees and Histograms for Regression
Stephanie van der Pas, Veronika Rockova
Many machine learning tools for regression are based on recursive partitioning of the covariate space into smaller regions, where the regression function can be estimated locally.…