Some priors for sparse regression modelling (Q908027)

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scientific article; zbMATH DE number 6538671
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English
Some priors for sparse regression modelling
scientific article; zbMATH DE number 6538671

    Statements

    Some priors for sparse regression modelling (English)
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    2 February 2016
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    correlated priors
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    canonical reduction
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    multiple regression
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    g-priors
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    Markov chain Monte Carlo
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    normal-gamma prior
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    \(p>n\)
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    ridge regression
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    robust priors
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    sparsity
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