484 citations · 1.1k across the 13 of their papers we have counts for
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stat.ME2017★ 32 cited
Variable selection for Gaussian processes via sensitivity analysis of the posterior predictive distribution
Topi Paananen, Juho Piironen, Michael Riis Andersen +1
Variable selection for Gaussian process models is often done using automatic relevance determination, which uses the inverse length-scale parameter of each input variable as a prox…
stat.ME2017★ 7 cited
Iterative Supervised Principal Components
Juho Piironen, Aki Vehtari
In high-dimensional prediction problems, where the number of features may greatly exceed the number of training instances, fully Bayesian approach with a sparsifying prior is known…
stat.ME2017★ 484 cited
Sparsity information and regularization in the horseshoe and other shrinkage priors
Juho Piironen, Aki Vehtari
The horseshoe prior has proven to be a noteworthy alternative for sparse Bayesian estimation, but has previously suffered from two problems. First, there has been no systematic way…