Structuring shrinkage: some correlated priors for regression

DOI10.1093/biomet/asr082zbMath1239.62084OpenAlexW2003523936MaRDI QIDQ2892101

Philip J. Brown, Jim E. Griffin

Publication date: 18 June 2012

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/7975ffb9f8a3e8686b9f473770e352f2fbd97851

zbMATH Keywords

sparsitylassomultiple regressionnormal-gamma priorfused priorgrouped prior

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Ridge regression; shrinkage estimators (Lasso) (62J07) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (3)

Bayesian variable selection and estimation for group Lasso ⋮ Nearly optimal Bayesian shrinkage for high-dimensional regression ⋮ Model selection in quantile regression models

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