Penalized regression, standard errors, and Bayesian lassos
نویسندگان
چکیده
منابع مشابه
Penalized Regression, Standard Errors, and Bayesian Lassos
Penalized regression methods for simultaneous variable selection and coefficient estimation, especially those based on the lasso of Tibshirani (1996), have received a great deal of attention in recent years, mostly through frequentist models. Properties such as consistency have been studied, and are achieved by different lasso variations. Here we look at a fully Bayesian formulation of the prob...
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ژورنال
عنوان ژورنال: Bayesian Analysis
سال: 2010
ISSN: 1936-0975
DOI: 10.1214/10-ba607