A new Bayesian Lasso

DOI10.4310/SII.2014.v7.n4.a12zbMath1388.62059OpenAlexW2321431898WikidataQ39444705 ScholiaQ39444705MaRDI QIDQ1748901

Nengjun Yi, Himel Mallick

Publication date: 14 May 2018

Published in: Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4310/sii.2014.v7.n4.a12

zbMATH Keywords

variable selectionMCMCscale mixture of uniform

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15)

Related Items (9)

Bayesian bridge regression ⋮ The Bayesian elastic net regression ⋮ Bayesian tobit quantile regression with penalty ⋮ Bayesian bridge quantile regression ⋮ A new Gibbs sampler for Bayesian lasso ⋮ Bayesian Approaches to Shrinkage and Sparse Estimation ⋮ Variable selection in linear-circular regression models ⋮ Distributed Bayesian posterior voting strategy for massive data ⋮ The Bayesian adaptive Lasso regression

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