2 papers
stat.ME2019
Incorporating prior information and borrowing information in high-dimensional sparse regression using the horseshoe and variational Bayes
Gino B. Kpogbezan, Mark A. van de Wiel, Wessel N. van Wieringen +1
We introduce a sparse high-dimensional regression approach that can incorporate prior information on the regression parameters and can borrow information across a set of similar da…
stat.ME2018
A parallel algorithm for penalized learning of the multivariate exponential family from data of mixed types
Diederik S. Laman Trip, Wessel N. van Wieringen
Computational efficient evaluation of penalized estimators of multivariate exponential family distributions is sought. These distributions encompass among others Markov random fiel…