1,466
Views
27
CrossRef citations to date
0
Altmetric
Regularized Regression: Implementation and Interpetation

Simultaneous Variable and Covariance Selection With the Multivariate Spike-and-Slab LASSO

ORCID Icon, &
Pages 921-931 | Received 29 Aug 2017, Accepted 03 Mar 2019, Published online: 17 May 2019

Keep up to date with the latest research on this topic with citation updates for this article.

Read on this site (9)

Yabo Niu, Yang Ni, Debdeep Pati & Bani K. Mallick. (2023) Covariate-Assisted Bayesian Graph Learning for Heterogeneous Data. Journal of the American Statistical Association 0:0, pages 1-15.
Read now
Shiferaw B. Bizuayehu, Lu Li & Jin Xu. (2022) Variable screening in multivariate linear regression with high-dimensional covariates. Statistical Theory and Related Fields 6:3, pages 241-253.
Read now
Lizhen Nie & Veronika Ročková. (2022) Bayesian Bootstrap Spike-and-Slab LASSO. Journal of the American Statistical Association 0:0, pages 1-16.
Read now
Nathan Osborne, Christine B. Peterson & Marina Vannucci. (2022) Latent Network Estimation and Variable Selection for Compositional Data Via Variational EM. Journal of Computational and Graphical Statistics 31:1, pages 163-175.
Read now
Ray Bai, Gemma E. Moran, Joseph L. Antonelli, Yong Chen & Mary R. Boland. (2022) Spike-and-Slab Group Lassos for Grouped Regression and Sparse Generalized Additive Models. Journal of the American Statistical Association 117:537, pages 184-197.
Read now
Angelos Alexopoulos & Leonardo Bottolo. (2021) Bayesian Variable Selection for Gaussian Copula Regression Models. Journal of Computational and Graphical Statistics 30:3, pages 578-593.
Read now
Edward I. George & Veronika Ročková. (2020) Comment: Regularization via Bayesian Penalty Mixing. Technometrics 62:4, pages 438-442.
Read now
Zehang Richard Li & Tyler H. McCormick. (2019) An Expectation Conditional Maximization Approach for Gaussian Graphical Models. Journal of Computational and Graphical Statistics 28:4, pages 767-777.
Read now
Yunfan Li, Bruce A. Craig & Anindya Bhadra. (2019) The Graphical Horseshoe Estimator for Inverse Covariance Matrices. Journal of Computational and Graphical Statistics 28:3, pages 747-757.
Read now

Articles from other publishers (18)

Dongu Han, Daeyoung Lim & Taeryon Choi. (2023) Bayesian sparse seemingly unrelated regressions model with variable selection and covariance estimation via the horseshoe+. Journal of the Korean Statistical Society 52:3, pages 676-714.
Crossref
Francisco Louzada, Paulo H. Ferreira & Diego C. Nascimento. 2014. Wiley StatsRef: Statistics Reference Online. Wiley StatsRef: Statistics Reference Online 1 8 .
Verena Zuber, Alex Lewin, Michael G. Levin, Alexander Haglund, Soumaya Ben-Aicha, Costanza Emanueli, Scott Damrauer, Stephen Burgess, Dipender Gill & Leonardo Bottolo. (2023) Multi-response Mendelian randomization: Identification of shared and distinct exposures for multimorbidity and multiple related disease outcomes. The American Journal of Human Genetics 110:7, pages 1177-1199.
Crossref
Yuehan Yang, Siwei Xia & Hu Yang. (2023) Multivariate sparse Laplacian shrinkage for joint estimation of two graphical structures. Computational Statistics & Data Analysis 178, pages 107620.
Crossref
Salil Koner & Jonathan P. Williams. (2023) The EAS approach to variable selection for multivariate response data in high-dimensional settings. Electronic Journal of Statistics 17:2.
Crossref
Xuan Cao & Kyoungjae Lee. (2023) Consistent and Scalable Bayesian Joint Variable and Graph Selection for Disease Diagnosis Leveraging Functional Brain Network. Bayesian Analysis -1:-1.
Crossref
Yuehan Yang & Siwei Xia. (2023) An integrated precision matrix estimation for multivariate regression problems. Journal of Statistical Planning and Inference 222, pages 261-272.
Crossref
Yu-Jyun Huang, Rajarshi Mukherjee & Chuhsing Kate Hsiao. (2022) Probabilistic edge inference of gene networks with markov random field-based bayesian learning. Frontiers in Genetics 13.
Crossref
Marco Molinari, Andrea Cremaschi, Maria De Iorio, Nishi Chaturvedi, Alun D. Hughes & Therese Tillin. (2022) Bayesian Nonparametric Modelling of Multiple Graphs with an Application to Ethnic Metabolic Differences. Journal of the Royal Statistical Society Series C: Applied Statistics 71:5, pages 1181-1204.
Crossref
George Nicholson, Hugh Morgan, Habib Ganjgahi, Steve D. M. Brown, Ann-Marie Mallon & Chris Holmes. (2022) Multivariate phenotype analysis enables genome-wide inference of mammalian gene function. PLOS Biology 20:8, pages e3001723.
Crossref
Srijata Samanta, Kshitij Khare & George Michailidis. (2022) A generalized likelihood-based Bayesian approach for scalable joint regression and covariance selection in high dimensions. Statistics and Computing 32:3.
Crossref
Ruoyang Zhang & Malay Ghosh. (2022) Ultra high-dimensional multivariate posterior contraction rate under shrinkage priors. Journal of Multivariate Analysis 187, pages 104835.
Crossref
Veronika Ročková & Edward I. George. 2022. Statistics in the Public Interest. Statistics in the Public Interest 129 136 .
Yusha Liu, Keith A Baggerly, Elias Orouji, Ganiraju Manyam, Huiqin Chen, Michael Lam, Jennifer S Davis, Michael S Lee, Bradley M Broom, David G Menter, Kunal Rai, Scott Kopetz & Jeffrey S Morris. (2021) Methylation-eQTL analysis in cancer research. Bioinformatics 37:22, pages 4014-4022.
Crossref
Yunfan Li, Jyotishka Datta, Bruce A. Craig & Anindya Bhadra. (2021) Joint mean–covariance estimation via the horseshoe. Journal of Multivariate Analysis 183, pages 104716.
Crossref
Gemma E. Moran, Veronika Ročková & Edward I. George. (2021) Spike-and-slab Lasso biclustering. The Annals of Applied Statistics 15:1.
Crossref
Anindya Bhadra, Jyotishka Datta, Yunfan Li & Nicholas Polson. (2020) Horseshoe Regularisation for Machine Learning in Complex and Deep Models 1 . International Statistical Review 88:2, pages 302-320.
Crossref
Xuan Cao, Lili Ding & Tesfaye B. Mersha. (2020) Joint variable selection and network modeling for detecting eQTLs. Statistical Applications in Genetics and Molecular Biology 19:1.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.