Hierarchical Bayes, maximum a posteriori estimators, and minimax concave penalized likelihood estimation

DOI10.1214/13-EJS795zbMath1337.62172OpenAlexW2004810039MaRDI QIDQ1951144

Elizabeth D. Schifano, Robert L. Strawderman, Martin T. Wells

Publication date: 29 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1366031047

zbMATH Keywords

convex optimizationthresholdingsparsityminimax concave penaltysmoothly clipped absolute deviation penaltyLasso penaltyMoreau regularization

Mathematics Subject Classification ID

Related Items (3)

Weighted Bayesian bootstrap for scalable posterior distributions ⋮ A penalized likelihood method for structural equation modeling ⋮ The horseshoe-like regularization for feature subset selection

Uses Software

• EBayesThresh
• S+WAVELETS
• sparsenet

Cites Work

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