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@misc{catalina_latent_2021,
title = {Latent Space Projection Predictive Inference},
author = {Catalina, Alejandro and B{\"u}rkner, Paul and Vehtari, Aki},
year = {2021},
publisher = {{arXiv}},
doi = {10.48550/arXiv.2109.04702}
}
@inproceedings{catalina_projection_2022,
title = {Projection Predictive Inference for Generalized Linear and Additive Multilevel Models},
booktitle = {Proceedings of {{The}} 25th {{International Conference}} on {{Artificial Intelligence}} and {{Statistics}}},
author = {Catalina, Alejandro and B{\"u}rkner, Paul-Christian and Vehtari, Aki},
editor = {{Camps-Valls}, Gustau and Ruiz, Francisco J. R. and Valera, Isabel},
year = {2022},
month = {28--30 Mar},
series = {Proceedings of {{Machine Learning Research}}},
volume = {151},
pages = {4446--4461},
publisher = {{PMLR}},
url = {https://proceedings.mlr.press/v151/catalina22a.html}
}
@book{cover_elements_1991,
title = {Elements of Information Theory},
author = {Cover, Thomas M. and Thomas, Joy A.},
year = {1991},
publisher = {{John Wiley \& Sons, Ltd}},
address = {{New York, NY, USA}},
doi = {10.1002/0471200611}
}
@article{dupuis_variable_2003,
title = {Variable Selection in Qualitative Models via an Entropic Explanatory Power},
author = {Dupuis, J{\'e}rome A. and Robert, Christian P.},
year = {2003},
journal = {Journal of Statistical Planning and Inference},
volume = {111},
number = {1--2},
pages = {77--94},
doi = {10.1016/S0378-3758(02)00286-0}
}
@article{goutis_model_1998,
title = {Model Choice in Generalised Linear Models: {{A Bayesian}} Approach via {{Kullback-Leibler}} Projections},
author = {Goutis, Constantinos and Robert, Christian P.},
year = {1998},
journal = {Biometrika},
volume = {85},
number = {1},
pages = {29--37}
}
@article{jorgensen_exponential_1987,
title = {Exponential Dispersion Models},
author = {J{\o}rgensen, Bent},
year = {1987},
journal = {Journal of the Royal Statistical Society. Series B (Methodological)},
volume = {49},
number = {2},
pages = {127--162}
}
@book{mccullagh_generalized_1989,
title = {Generalized Linear Models},
author = {McCullagh, P. and Nelder, J. A.},
year = {1989},
edition = {2},
publisher = {{Chapman \& Hall}},
address = {{London}}
}
@article{pavone_using_2022,
title = {Using Reference Models in Variable Selection},
author = {Pavone, Federico and Piironen, Juho and B{\"u}rkner, Paul-Christian and Vehtari, Aki},
year = {2022},
journal = {Computational Statistics},
doi = {10.1007/s00180-022-01231-6}
}
@article{piironen_comparison_2017,
title = {Comparison of {{Bayesian}} Predictive Methods for Model Selection},
author = {Piironen, Juho and Vehtari, Aki},
year = {2017},
journal = {Statistics and Computing},
volume = {27},
number = {3},
pages = {711--735},
doi = {10.1007/s11222-016-9649-y}
}
@inproceedings{piironen_hyperprior_2017,
title = {On the Hyperprior Choice for the Global Shrinkage Parameter in the Horseshoe Prior},
booktitle = {Proceedings of the 20th {{International Conference}} on {{Artificial Intelligence}} and {{Statistics}}},
author = {Piironen, Juho and Vehtari, Aki},
editor = {Singh, Aarti and Zhu, Jerry},
year = {2017},
month = {20--22 Apr},
series = {Proceedings of {{Machine Learning Research}}},
volume = {54},
pages = {905--913},
publisher = {{PMLR}},
url = {https://proceedings.mlr.press/v54/piironen17a.html}
}
@article{piironen_projective_2020,
title = {Projective Inference in High-Dimensional Problems: {{Prediction}} and Feature Selection},
author = {Piironen, Juho and Paasiniemi, Markus and Vehtari, Aki},
year = {2020},
journal = {Electronic Journal of Statistics},
volume = {14},
number = {1},
pages = {2155--2197},
doi = {10.1214/20-EJS1711}
}
@article{piironen_sparsity_2017,
title = {Sparsity Information and Regularization in the Horseshoe and Other Shrinkage Priors},
author = {Piironen, Juho and Vehtari, Aki},
year = {2017},
journal = {Electronic Journal of Statistics},
volume = {11},
number = {2},
pages = {5018--5051},
doi = {10.1214/17-EJS1337SI}
}
@misc{vehtari_pareto_2022,
title = {Pareto Smoothed Importance Sampling},
author = {Vehtari, Aki and Simpson, Daniel and Gelman, Andrew and Yao, Yuling and Gabry, Jonah},
year = {2022},
publisher = {{arXiv}},
doi = {10.48550/arXiv.1507.02646}
}
@article{vehtari_practical_2017,
title = {Practical {{Bayesian}} Model Evaluation Using Leave-One-out Cross-Validation and {{WAIC}}},
author = {Vehtari, Aki and Gelman, Andrew and Gabry, Jonah},
year = {2017},
journal = {Statistics and Computing},
volume = {27},
number = {5},
pages = {1413--1432},
doi = {10.1007/s11222-016-9696-4}
}
@misc{weber_projection_2023,
title = {Projection Predictive Variable Selection for Discrete Response Families with Finite Support},
author = {Weber, Frank and Glass, {\"A}nne and Vehtari, Aki},
year = {2023},
publisher = {{arXiv}},
doi = {10.48550/arXiv.2301.01660}
}
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