The Spike-and-Slab LASSO

DOI10.1080/01621459.2016.1260469zbMath1398.62186OpenAlexW2566065221MaRDI QIDQ4690970

Veronika Rockova, Edward I. George

Publication date: 23 October 2018

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01621459.2016.1260469

zbMATH Keywords

variable selectionhigh-dimensional regressionLASSOpenalized likelihoodspike-and-slabposterior concentration

Mathematics Subject Classification ID

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

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Uses Software

• glmnet
• EBayesThresh
• sparsenet
• EMVS

Cites Work

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