Global-local mixtures: a unifying framework

DOI10.1007/s13171-019-00191-2zbMath1451.62038OpenAlexW3007389569MaRDI QIDQ2206754

Jyotishka Datta, Nicholas G. Polson, Brandon T. Willard, Anindya Bhadra

Publication date: 26 October 2020

Published in: Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13171-019-00191-2

zbMATH Keywords

convolutionquantile regressionlogistic regressionLassoBayes regularization\(\sqrt{\text{Lasso}}\)

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian problems; characterization of Bayes procedures (62C10) Generalized linear models (logistic models) (62J12)

Related Items (1)

The horseshoe-like regularization for feature subset selection

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