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Bayesian Analysis, ISSN 1936-0975, 2010, Volume 5, Issue 1, pp. 171 - 188
This paper considers the effects of placing an absolutely continuous prior distribution on the regression coefficients of a linear model. We show that the... 
Markov chain monte carlo | Posterior moments | Bayesian lasso | p ≥ n | Scale mixture of normals | Shrinkage | Normal-gamma prior | Multiple regression | "Spike-and-slab" prior | Bayesian Lasso | p > n | SCALE MIXTURES | STATISTICS & PROBABILITY | Normal-Gamma prior | VARIABLE SELECTION | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | Markov chain Monte Carlo
Journal Article
Applied Stochastic Models in Business and Industry, ISSN 1524-1904, 05/2019, Volume 35, Issue 3, pp. 808 - 822
Journal Article
Journal of Multivariate Analysis, ISSN 0047-259X, 09/2019, Volume 173, pp. 18 - 25
Let be independent distributed as , , and , or more generally spherically symmetric distributed with density , with unknown parameters and , known density ,... 
Multivariate normal | Spherically symmetric | Kullback–Leibler | Bayes estimator | Point prediction | Dominance | Predictive densities | Duality | Plug-in | Scale mixture of normals | Multivariate student | PRIORS | SCALE MIXTURES | Kullback-Leibler | STATISTICS & PROBABILITY | DISTRIBUTIONS | SHRINKAGE ESTIMATORS | LOCATION PARAMETER
Journal Article
Computational Statistics and Data Analysis, ISSN 0167-9473, 03/2014, Volume 71, pp. 274 - 287
Journal Article
Sankhyā: The Indian Journal of Statistics (2003-2007), ISSN 0972-7671, 2/2006, Volume 68, Issue 1, pp. 90 - 110
We provide sufficient conditions under which a Dirichlet location-scale mixture of normal prior achieves weak and strong posterior consistency at a true... 
Density estimation | Bayesian Inference | Linear regression | Density | Regression | Dirichlet process | Posterior consistency | Location-scale mixtures
Journal Article
Journal of Statistical Planning and Inference, ISSN 0378-3758, 07/2012, Volume 142, Issue 7, pp. 2221 - 2226
We present for the first time a justification on the basis of central limit theorems for the family of life distributions generated from scale-mixture of... 
Central limit theorem | Birnbaum–Saunders distribution | Scale-mixture of normals | Life distribution | Birnbaum-Saunders distribution | STATISTICS & PROBABILITY
Journal Article
Annals of the Institute of Statistical Mathematics, ISSN 0020-3157, 6/2016, Volume 68, Issue 3, pp. 589 - 619
Journal Article
Biometrika, ISSN 0006-3444, 6/2013, Volume 100, Issue 2, pp. 459 - 471
We use the theory of normal variance-mean mixtures to derive a data-augmentation scheme for a class of common regularization problems. This generalizes... 
Variance-mean mixture of normals | Data augmentation | Expectation-maximization | Sparsity | LOGISTIC-REGRESSION | SCALE MIXTURES | STATISTICS & PROBABILITY | EM ALGORITHM | ESTIMATORS | NORMAL-DISTRIBUTIONS | LASSO | BIOLOGY | MATHEMATICAL & COMPUTATIONAL BIOLOGY | SELECTION | LIKELIHOOD | PARAMETER
Journal Article
Electronic Journal of Statistics, ISSN 1935-7524, 2017, Volume 11, Issue 2, pp. 4065 - 4102
Journal Article
Bayesian Analysis, ISSN 1936-0975, 2006, Volume 1, Issue 1 A, pp. 145 - 168
In this paper we discuss auxiliary variable approaches to Bayesian binary and multinomial regression. These approaches are ideally suited to aut omated Markov... 
Bayesian binary and multinomial regression | Scale mixture of normals | Auxiliary variables | Markov chain Monte Carlo | Model averaging | Variable selection | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | STATISTICS & PROBABILITY
Journal Article
American Journal of Mathematical and Management Sciences, ISSN 0196-6324, 01/2015, Volume 34, Issue 1, pp. 40 - 66
In this article, we study and compare different proposals of heavy-tailed (possibly skewed) distributions as robust alternatives to the normal model. The... 
MCMC | scale mixture of uniforms | skewed distributions | scale mixture of normals | Skewed distributions | Scale mixture of normals | Scale mixture of uniforms
Journal Article
Bernoulli, ISSN 1350-7265, 11/2017, Volume 23, Issue 4B, pp. 3197 - 3212
Journal Article
Journal of Applied Statistics, ISSN 0266-4763, 08/2013, Volume 40, Issue 8, pp. 1796 - 1816
Journal Article
Journal of Applied Statistics, ISSN 0266-4763, 08/2017, Volume 44, Issue 11, pp. 1947 - 1959
In this paper, we propose a three level hierarchical Bayesian model for variable selection and estimation in quantile regression problems. Specifically, at the... 
MCMC | quantile regression | posterior distributions | Bayesian Lasso | scale mixture of normals | DEMAND | STATISTICS & PROBABILITY | VARIABLE SELECTION | Mathematical models | Regression analysis | Computer simulation | Bayesian analysis | Variance (statistics)
Journal Article
Journal of Computational and Graphical Statistics, ISSN 1061-8600, 01/2019, Volume 28, Issue 1, pp. 174 - 184
Tremendous progress has been made in the last two decades in the area of high-dimensional regression, especially in the "large p, small n" setting. Such sample... 
Uncertainty quantification | Geometric ergodicity | High-dimensional regression | Scale mixture of normals | Bayesian shrinkage | Hilbert-Schmidt operator | Hilbert–Schmidt operator | PRIORS | DATA AUGMENTATION | STATISTICS & PROBABILITY | INFERENCE | VARIABLE SELECTION | DISTRIBUTIONS | SHRINKAGE | LASSO
Journal Article