Bayesian sparse seemingly unrelated regressions model with variable selection and covariance estimation via the horseshoe+ (Q6080791)
From MaRDI portal
scientific article; zbMATH DE number 7745481
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian sparse seemingly unrelated regressions model with variable selection and covariance estimation via the horseshoe+ |
scientific article; zbMATH DE number 7745481 |
Statements
Bayesian sparse seemingly unrelated regressions model with variable selection and covariance estimation via the horseshoe+ (English)
0 references
4 October 2023
0 references
Gaussian graphical model
0 references
global-local shrinkage
0 references
high-dimensional sparse regression
0 references
Kullback-Leibler risk bound
0 references
vector autoregression
0 references
variational Bayes
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
