Bayesian Approaches to Shrinkage and Sparse Estimation

DOI10.1561/0800000041OpenAlexW4293208324MaRDI QIDQ5100721

Publication date: 1 September 2022

Published in: Foundations and Trends® in Econometrics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2112.11751

zbMATH Keywords

Markov chain Monte Carlo Bayesian learning time series analysis robust estimation Bayesian models variational inference computational problems econometric models estimation frameworks model choice and specification analysis

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

SSS
BayesDA
EBayesThresh
EMVS

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