10 citations · 19 across the 4 of their papers we have counts for
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stat.ME2017★ 6 cited
Bayesian Sparse Global-Local Shrinkage Regression for Selection of Grouped Variables
Zemei Xu, Daniel F. Schmidt, Enes Makalic +2
Most estimates for penalised linear regression can be viewed as posterior modes for an appropriate choice of prior distribution. Bayesian shrinkage methods, particularly the horses…
stat.ME2015
Parsimonious and Efficient Likelihood Composition by Gibbs Sampling
Davide Ferrari, Guoqi Qian
The traditional maximum likelihood estimator (MLE) is often of limited use in complex high-dimensional data due to the intractability of the underlying likelihood function. Maximum…