Convergence rate of Bayesian supervised tensor modeling with multiway shrinkage priors
Author
Abstract
Suggested Citation
DOI: 10.1016/j.jmva.2017.06.002
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Crainiceanu, Ciprian M. & Staicu, Ana-Maria & Di, Chong-Zhi, 2009. "Generalized Multilevel Functional Regression," Journal of the American Statistical Association, American Statistical Association, vol. 104(488), pages 1550-1561.
- Nicholas G. Polson & James G. Scott, 2012. "Local shrinkage rules, Lévy processes and regularized regression," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 74(2), pages 287-311, March.
- Carlos M. Carvalho & Nicholas G. Polson & James G. Scott, 2010. "The horseshoe estimator for sparse signals," Biometrika, Biometrika Trust, vol. 97(2), pages 465-480.
- Philip T. Reiss & R. Todd Ogden, 2010. "Functional Generalized Linear Models with Images as Predictors," Biometrics, The International Biometric Society, vol. 66(1), pages 61-69, March.
- Hua Zhou & Lexin Li & Hongtu Zhu, 2013. "Tensor Regression with Applications in Neuroimaging Data Analysis," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 108(502), pages 540-552, June.
- A. Armagan & D. B. Dunson & J. Lee & W. U. Bajwa & N. Strawn, 2013. "Posterior consistency in linear models under shrinkage priors," Biometrika, Biometrika Trust, vol. 100(4), pages 1011-1018.
- Jing Zhou & Anirban Bhattacharya & Amy H. Herring & David B. Dunson, 2015. "Bayesian Factorizations of Big Sparse Tensors," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(512), pages 1562-1576, December.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Monica Billio & Roberto Casarin & Matteo Iacopini & Sylvia Kaufmann, 2023.
"Bayesian Dynamic Tensor Regression,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(2), pages 429-439, April.
- Monica Billio & Roberto Casarin & Sylvia Kaufmann & Matteo Iacopini, 2018. "Bayesian Dynamic Tensor Regression," Working Papers 2018:13, Department of Economics, University of Venice "Ca' Foscari".
- Philip T. Reiss & Jeff Goldsmith & Han Lin Shang & R. Todd Ogden, 2017. "Methods for Scalar-on-Function Regression," International Statistical Review, International Statistical Institute, vol. 85(2), pages 228-249, August.
- Tamal Ghosh & Malay Ghosh & Jerry J. Maples & Xueying Tang, 2022. "Multivariate Global-Local Priors for Small Area Estimation," Stats, MDPI, vol. 5(3), pages 1-16, July.
- Jan Prüser & Florian Huber, 2024.
"Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(2), pages 269-291, March.
- Jan Pruser & Florian Huber, 2023. "Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions," Papers 2301.13604, arXiv.org, revised Sep 2023.
- Dimitris Korobilis, 2020.
"Sign restrictions in high-dimensional vector autoregressions,"
Working Paper series
20-09, Rimini Centre for Economic Analysis.
- Dimitris Korobilis, 2020. "Sign restrictions in high-dimensional vector autoregressions," Working Papers 2020_21, Business School - Economics, University of Glasgow.
- Daniel Spencer & Rajarshi Guhaniyogi & Raquel Prado, 2020. "Joint Bayesian Estimation of Voxel Activation and Inter-regional Connectivity in fMRI Experiments," Psychometrika, Springer;The Psychometric Society, vol. 85(4), pages 845-869, December.
- Adam N. Smith & Jim E. Griffin, 2023. "Shrinkage priors for high-dimensional demand estimation," Quantitative Marketing and Economics (QME), Springer, vol. 21(1), pages 95-146, March.
- Posch, Konstantin & Arbeiter, Maximilian & Pilz, Juergen, 2020. "A novel Bayesian approach for variable selection in linear regression models," Computational Statistics & Data Analysis, Elsevier, vol. 144(C).
- Malay Ghosh, 2020. "Small area estimation: its evolution in five decades," Statistics in Transition New Series, Polish Statistical Association, vol. 21(4), pages 1-22, August.
- Kshitij Khare & Malay Ghosh, 2022. "MCMC Convergence for Global-Local Shrinkage Priors," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 20(1), pages 211-234, September.
- Jing Zhou & Anirban Bhattacharya & Amy H. Herring & David B. Dunson, 2015. "Bayesian Factorizations of Big Sparse Tensors," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(512), pages 1562-1576, December.
- Korobilis, Dimitris, 2022.
"A new algorithm for structural restrictions in Bayesian vector autoregressions,"
European Economic Review, Elsevier, vol. 148(C).
- Dimitris Korobilis, 2022. "A new algorithm for structural restrictions in Bayesian vector autoregressions," Papers 2206.06892, arXiv.org.
- Xiaoshan Li & Da Xu & Hua Zhou & Lexin Li, 2018. "Tucker Tensor Regression and Neuroimaging Analysis," Statistics in Biosciences, Springer;International Chinese Statistical Association, vol. 10(3), pages 520-545, December.
- Prüser, Jan & Blagov, Boris, 2022. "Improving inference and forecasting in VAR models using cross-sectional information," Ruhr Economic Papers 960, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Sylvia Fruhwirth-Schnatter & Peter Knaus, 2022. "Sparse Bayesian State-Space and Time-Varying Parameter Models," Papers 2207.12147, arXiv.org.
- Ghosh Malay, 2020. "Small area estimation: its evolution in five decades," Statistics in Transition New Series, Polish Statistical Association, vol. 21(4), pages 1-22, August.
- Nicholas G. Polson & James G. Scott, 2016. "Mixtures, envelopes and hierarchical duality," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(4), pages 701-727, September.
- Cui Guo & Jian Kang & Timothy D. Johnson, 2022. "A spatial Bayesian latent factor model for image‐on‐image regression," Biometrics, The International Biometric Society, vol. 78(1), pages 72-84, March.
- Bai, Jushan & Ando, Tomohiro, 2013. "Multifactor asset pricing with a large number of observable risk factors and unobservable common and group-specific factors," MPRA Paper 52785, University Library of Munich, Germany, revised Dec 2013.
- Debamita Kundu & Riten Mitra & Jeremy T. Gaskins, 2021. "Bayesian variable selection for multioutcome models through shared shrinkage," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(1), pages 295-320, March.
More about this item
Keywords
Multiway shrinkage prior; Posterior convergence rate; Parafac decomposition; Supervised tensor modeling;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:160:y:2017:i:c:p:157-168. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.