Bayesian global-local shrinkage methods for regularisation in the high dimension linear model
نویسندگان
چکیده
This paper reviews global-local prior distributions for Bayesian inference in high-dimensional regression problems including important properties of priors and efficient Markov chain Monte Carlo methods inference. A chemometric example drug discovery is used to compare the predictive performance these with popular such as Ridge LASSO regression.
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ژورنال
عنوان ژورنال: Chemometrics and Intelligent Laboratory Systems
سال: 2021
ISSN: ['1873-3239', '0169-7439']
DOI: https://doi.org/10.1016/j.chemolab.2021.104255