PREDICTIVE MODEL SELECTION CRITERIA FOR BAYESIAN LASSO REGRESSION (Q2953957)

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PREDICTIVE MODEL SELECTION CRITERIA FOR BAYESIAN LASSO REGRESSION
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    PREDICTIVE MODEL SELECTION CRITERIA FOR BAYESIAN LASSO REGRESSION (English)
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    11 January 2017
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    Bayesian predictive distribution
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    information criterion
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    Kullback-Leibler information
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    \(L_{1}\) regularization
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    Markov chain Monte Carlo
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