Selection of tuning parameters, solution paths and standard errors for Bayesian Lassos (Q1699685)
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scientific article; zbMATH DE number 6843056
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Selection of tuning parameters, solution paths and standard errors for Bayesian Lassos |
scientific article; zbMATH DE number 6843056 |
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Selection of tuning parameters, solution paths and standard errors for Bayesian Lassos (English)
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23 February 2018
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Bayesian Lasso
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elastic net
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empirical Bayes
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geometric ergodicity
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importance sampling
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Markov chain Monte Carlo
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shrinkage
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standard errors
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