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Selection of tuning parameters, solution paths and standard errors for Bayesian Lassos - MaRDI portal

Selection of tuning parameters, solution paths and standard errors for Bayesian Lassos (Q1699685)

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scientific article; zbMATH DE number 6843056
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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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