Bayesian sparse linear regression with unknown symmetric error
نویسندگان
چکیده
منابع مشابه
Bayesian Sparse Linear Regression with Unknown Symmetric Error
We study full Bayesian procedures for sparse linear regression when errors have a symmetric but otherwise unknown distribution. The unknown error distribution is endowed with a symmetrized Dirichlet process mixture of Gaussians. For the prior on regression coefficients, a mixture of point masses at zero and continuous distributions is considered. We study behavior of the posterior with divergin...
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ژورنال
عنوان ژورنال: Information and Inference: A Journal of the IMA
سال: 2019
ISSN: 2049-8772
DOI: 10.1093/imaiai/iay022