91 citations · 170 across the 7 of their papers we have counts for
8 papers
Finite sample posterior concentration in high-dimensional regression
Nate Strawn, Artin Armagan, Rayan Saab +2
We study the behavior of the posterior distribution in high-dimensional Bayesian Gaussian linear regression models having , with the number of predictors and the sa…
Path Following and Empirical Bayes Model Selection for Sparse Regression
Hua Zhou, Artin Armagan, David B. Dunson
In recent years, a rich variety of regularization procedures have been proposed for high dimensional regression problems. However, tuning parameter choice and computational efficie…
Generalized Beta Mixtures of Gaussians
Artin Armagan, David B. Dunson, Merlise Clyde
In recent years, a rich variety of shrinkage priors have been proposed that have great promise in addressing massive regression problems. In general, these new priors can be expres…
Posterior consistency in linear models under shrinkage priors
Artin Armagan, David B. Dunson, Jaeyong Lee +2
We investigate the asymptotic behavior of posterior distributions of regression coefficients in high-dimensional linear models as the number of dimensions grows with the number of…
Generalized double Pareto shrinkage
Artin Armagan, David Dunson, Jaeyong Lee
We propose a generalized double Pareto prior for Bayesian shrinkage estimation and inferences in linear models. The prior can be obtained via a scale mixture of Laplace or normal d…
Adaptive Ridge Selector (ARiS)
Artin Armagan, Russell Zaretzki
We introduce a new shrinkage variable selection operator for linear models which we term the \emph{adaptive ridge selector} (ARiS). This approach is inspired by the \emph{relevance…