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Journal of the American Statistical Association Volume 110, 2015 - Issue 512
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Theory and Methods

Bayesian Compressed Regression

Rajarshi GuhaniyogiView further author information
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David B. DunsonView further author information
Pages 1500-1514 | Received 01 Mar 2013, Published online: 15 Jan 2016

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Minerva Mukhopadhyay & David B. Dunson. (2020) Targeted Random Projection for Prediction From High-Dimensional Features. Journal of the American Statistical Association 115:532, pages 1998-2010.
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Roger S. Zoh, Abhra Sarkar, Raymond J. Carroll & Bani K. Mallick. (2018) A Powerful Bayesian Test for Equality of Means in High Dimensions. Journal of the American Statistical Association 113:524, pages 1733-1741.
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Gary Koop, Dimitris Korobilis & Davide Pettenuzzo. (2019) Bayesian compressed vector autoregressions. Journal of Econometrics 210:1, pages 135-154.
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A. George Assaf & Mike G. Tsionas. (2019) Forecasting occupancy rate with Bayesian compression methods. Annals of Tourism Research 75, pages 439-449.
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Garritt L. Page & Fernando A. Quintana. (2017) Calibrating covariate informed product partition models. Statistics and Computing 28:5, pages 1009-1031.
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A. George Assaf & Mike Tsionas. (2018) The estimation and decomposition of tourism productivity. Tourism Management 65, pages 131-142.
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Timothy I. Cannings & Richard J. Samworth. (2017) Random-projection Ensemble Classification. Journal of the Royal Statistical Society Series B: Statistical Methodology 79:4, pages 959-1035.
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Leo N. Geppert, Katja Ickstadt, Alexander Munteanu, Jens Quedenfeld & Christian Sohler. (2015) Random projections for Bayesian regression. Statistics and Computing 27:1, pages 79-101.
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Willem van den Boom, David Dunson & Galen Reeves. (2015) Quantifying uncertainty in variable selection with arbitrary matrices. Quantifying uncertainty in variable selection with arbitrary matrices.
Philipp Adämmer & Rainer Alexander Schüssler. (2022) Detecting the Sparsity Levels of Economic Time Series: On the Impact of Noise. SSRN Electronic Journal.
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Dimitris Korobilis. (2018) Machine Learning Macroeconometrics: A Primer. SSRN Electronic Journal.
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Thomas Götz & Erik Haustein. (2018) Bayesian Compression for Mixed Frequency Vector Autoregressions: A Forecast Study for Germany. SSRN Electronic Journal.
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Soosung Hwang & Alexandre Rubesam. (2018) Searching the Factor Zoo. SSRN Electronic Journal.
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Tom Boot. (2016) Forecasting Using Random Subspace Methods. SSRN Electronic Journal.
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Gary Koop. (2016) Bayesian Compressed Vector Autoregressions. SSRN Electronic Journal.
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