Dirichlet–Laplace Priors for Optimal Shrinkage

Bayesian variable selection with shrinking and diffusing priors

(2014) Naveen Naidu Narisetty et al.   ANNALS OF STATISTICS

Posterior consistency in linear models under shrinkage priors

(2013) A. Armagan et al.   BIOMETRIKA

Needles and Straw in a Haystack: Posterior concentration for possibly sparse sequences

(2012) Ismaël Castillo et al.   ANNALS OF STATISTICS

Bayesian Model Selection in High-Dimensional Settings

(2012) Valen E. Johnson et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Bernstein–von Mises theorems for Gaussian regression with increasing number of regressors

(2011) Dominique Bontemps   ANNALS OF STATISTICS

Elastic Net Regression Modeling With the Orthant Normal Prior

(2011) Chris Hans   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem

(2010) James G. Scott et al.   ANNALS OF STATISTICS

The horseshoe estimator for sparse signals

(2010) C. M. Carvalho et al.   BIOMETRIKA

Adaptive Bayesian density estimation with location-scale mixtures

(2010) Willem Kruijer et al.   Electronic Journal of Statistics

On the conditions used to prove oracle results for the Lasso

(2009) Sara A. van de Geer et al.   Electronic Journal of Statistics

The Bayesian Lasso

(2008) Trevor Park et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Microarrays, Empirical Bayes and the Two-Groups Model

(2008) Bradley Efron   STATISTICAL SCIENCE