On Bayesian lasso variable selection and the specification of the shrinkage parameter (Q746286)

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scientific article; zbMATH DE number 6495069
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On Bayesian lasso variable selection and the specification of the shrinkage parameter
scientific article; zbMATH DE number 6495069

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    On Bayesian lasso variable selection and the specification of the shrinkage parameter (English)
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    16 October 2015
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    Bayes factors
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    MCMC
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    gamma hyperprior for \(\lambda\)
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    partial correlation
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    Pearson correlation
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    shrinkage
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    benchmark and threshold correlations
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