Papers:
Merlise Clyde and Edward I. George. Model Uncertainty. Statistical Science, 2004.
Hui Zou and Trevor Hastie. Regularization and variable selection via the elastic net. JRSS B, 2005.
Feng Liang, Rui Paulo, German Molina, Merlise A Clyde & Jim O Berger. Mixtures of g Priors for Bayesian Variable Selection. Journal of the American Statistical Association, 2008.
Trevor Park & George Casella. The Bayesian Lasso. Journal of the American Statistical Association, 2008.
Chris Hans. Bayesian Lasso Regression. Biometrika, 2009.
James G. Scott and James O. Berger. Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem. The Annals of Statistics, 2010.
Qing Li and Nan Lin. The Bayesian Elastic Net. Bayesian Analysis, 2010.
Fan Li & Nancy R. Zhang Bayesian Variable Selection in Structured High-Dimensional Covariate Spaces With Applications in Genomics. Journal of the American Statistical Association, 2010.
Veronika Ročková & Edward I. George. EMVS: The EM Approach to Bayesian Variable Selection. Journal of the American Statistical Association, 2014
Fei Liu, Sounak Chakraborty, Fan Li, Yan Liu, and Aurelie C. Lozano. Bayesian Regularization via Graph Laplacian. Bayesian Analysis, 2014.
Anirban Bhattacharya, Debdeep Pati, Natesh S. Pillai & David B. Dunson. Dirichlet–Laplace Priors for Optimal Shrinkage. Journal of the American Statistical Association, 2015.
Veronika Ročková & Edward I. George. The Spike and Slab Lasso. Journal of the American Statistical Association, 2018.
Tenative schedule:
Jan 28, 3-4pm: Liang, et. al. Mixtures of g Priors for Bayesian Variable Selection. Presenter: Maddy St. Ville
Feb 11,* 3-4pm: Hemant Ishwaran and J. Sunil Rao. Spike and slab variable selection: Frequentist and Bayesian strategies. Presenter: Deborah Kunkel
March 4, 3-4pm: Trevor Park & George Casella. The Bayesian Lasso. Presenter: Carl Ehrett. (Also highly recommended: Bayesian Lasso Regression. (Hans 2009).)
March 11, 3-4pm: The Elastic Net and Bayesian Elastic Net.
April 1, 3-4pm: Veronika Ročková & Edward I. George. The Spike-and-Slab LASSO. Presenter: Xiyan Tan
April 15, 3-4pm: Bayesian Regularization via Graph Laplacian. Presenter: Jiajing Niu
*Meetings are in Martin O-010 (downstairs conference room) except Feb. 11, when we will meet in Martin O-112.