Hierarchical shrinkage priors for regression models

DOI10.1214/15-BA990zbMath1384.62225OpenAlexW2284872233MaRDI QIDQ1699645

Phil Brown, Jim E. Griffin

Publication date: 23 February 2018

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ba/1453211963

zbMATH Keywords

interactionsgeneralized additive modelsBayesian regularizationstructured priorsnormal-gamma priorgeneralized beta mixture priornormal-gamma-gamma priorstrong and weak heredity

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Bayesian inference (62F15)

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