Compound Poisson processes, latent shrinkage priors and Bayesian nonconvex penalization

DOI10.1214/14-BA892zbMath1335.62073arXiv1308.6069OpenAlexW3100171620MaRDI QIDQ273588

Jin Li, Zhihua Zhang

Publication date: 22 April 2016

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

Full work available at URL: https://arxiv.org/abs/1308.6069

zbMATH Keywords

Bernstein functionsECME algorithmslatent shrinkage parametersnonconvex penalizationsubordinators

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Ridge regression; shrinkage estimators (Lasso) (62J07) Nonparametric estimation (62G05) Bayesian inference (62F15)

Uses Software

• sparsenet

Cites Work

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