Dirichlet–Laplace Priors for Optimal Shrinkage (Q5367461)
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scientific article; zbMATH DE number 6790953
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dirichlet–Laplace Priors for Optimal Shrinkage |
scientific article; zbMATH DE number 6790953 |
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Dirichlet–Laplace Priors for Optimal Shrinkage (English)
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13 October 2017
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Dirichlet-Laplace
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Bayesian
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convergence rate
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high-dimensional
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\(L_1\)
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Lasso
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penalized regression
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regularization
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shrinkage prior
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