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Bayesian variable selection and estimation for group Lasso - MaRDI portal

Bayesian variable selection and estimation for group Lasso (Q273646)

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scientific article; zbMATH DE number 6572246
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English
Bayesian variable selection and estimation for group Lasso
scientific article; zbMATH DE number 6572246

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    Bayesian variable selection and estimation for group Lasso (English)
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    22 April 2016
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    group variable selection
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    spike and slab prior
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    Gibbs sampling
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    median thresholding
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