59 citations · 439 across the 69 of their papers we have counts for
3 papers · 1 filter
Variational approximation for heteroscedastic linear models and matching pursuit algorithms
David J. Nott, Minh-Ngoc Tran, Chenlei Leng
Modern statistical applications involving large data sets have focused attention on statistical methodologies which are both efficient computationally and able to deal with the scr…
The Predictive Lasso
Minh-Ngoc Tran, David Nott, Chenlei Leng
We propose a shrinkage procedure for simultaneous variable selection and estimation in generalized linear models (GLMs) with an explicit predictive motivation. The procedure estima…
Bayesian Adaptive Lasso
Chenlei Leng, Minh Ngoc Tran, David Nott
We propose the Bayesian adaptive Lasso (BaLasso) for variable selection and coefficient estimation in linear regression. The BaLasso is adaptive to the signal level by adopting dif…