Bayesian sparse multiple regression for simultaneous rank reduction and variable selection (Q5222229)
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scientific article; zbMATH DE number 7184394
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian sparse multiple regression for simultaneous rank reduction and variable selection |
scientific article; zbMATH DE number 7184394 |
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Bayesian sparse multiple regression for simultaneous rank reduction and variable selection (English)
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1 April 2020
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dimension reduction
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high dimension
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posterior concentration
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scalability
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shrinkage
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variable selection
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