Bayesian adaptive lasso with variational Bayes for variable selection in high-dimensional generalized linear mixed models

DOI10.1080/03610918.2017.1387663OpenAlexW2962823220MaRDI QIDQ5086169

Minh-Ngoc Tran, Dao Thanh Tung, Tran Manh Cuong

Publication date: 1 July 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1608.08347

zbMATH Keywords

EM algorithmLassohigh dimensionsposterior mode

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

Related Items (2)

Flexible multivariate regression density estimation ⋮ Sparse linear mixed model selection via streamlined variational Bayes

Cites Work

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