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Prior conditioned on scale parameter for Bayesian quantile LASSO and its generalizations - MaRDI portal

Prior conditioned on scale parameter for Bayesian quantile LASSO and its generalizations (Q2073550)

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scientific article; zbMATH DE number 7468423
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English
Prior conditioned on scale parameter for Bayesian quantile LASSO and its generalizations
scientific article; zbMATH DE number 7468423

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    Prior conditioned on scale parameter for Bayesian quantile LASSO and its generalizations (English)
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    2 February 2022
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    asymmetric Laplace density
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    Bayesian quantile LASSO
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    bridge regression
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    group LASSO
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    posterior propriety
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