3 citations · 10 across the 10 of their papers we have counts for
4 papers · 1 filter
The R2D2 Prior for Generalized Linear Mixed Models
Eric Yanchenko, Howard D. Bondell, Brian J. Reich
In Bayesian analysis, the selection of a prior distribution is typically done by considering each parameter in the model. While this can be convenient, in many scenarios it may be…
Bayesian Regression Using a Prior on the Model Fit: The R2-D2 Shrinkage Prior
Yan Dora Zhang, Brian P. Naughton, Howard D. Bondell +1
Prior distributions for high-dimensional linear regression require specifying a joint distribution for the unobserved regression coefficients, which is inherently difficult. We ins…
Variable selection via penalized credible regions with Dirichlet-Laplace global-local shrinkage priors
Yan Zhang, Howard D. Bondell
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…
A nonparametric Bayesian test of dependence
Yimin Kao, Brian J Reich, Howard D Bondell
In this article, we propose a new method for the fundamental task of testing for dependence between two groups of variables. The response densities under the null hypothesis of ind…