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An efficient Monte Carlo EM algorithm for Bayesian lasso - MaRDI portal

An efficient Monte Carlo EM algorithm for Bayesian lasso (Q5219484)

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scientific article; zbMATH DE number 7179581
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An efficient Monte Carlo EM algorithm for Bayesian lasso
scientific article; zbMATH DE number 7179581

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    An efficient Monte Carlo EM algorithm for Bayesian lasso (English)
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    12 March 2020
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    Bayesian analysis
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    Lasso
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    Monte Carlo EM algorithm
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    inverse Bayes formulae
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    importance sampling
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