An efficient Monte Carlo EM algorithm for Bayesian lasso

DOI10.1080/00949655.2013.786080zbMath1453.62260OpenAlexW2052213164MaRDI QIDQ5219484

No author found.

Publication date: 12 March 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2013.786080

zbMATH Keywords

Bayesian analysisimportance samplingLassoMonte Carlo EM algorithminverse Bayes formulae

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15)

Uses Software

• spikeSlabGAM
• lars
• Monomvn
• ElemStatLearn

Cites Work

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• Regularization and Variable Selection Via the Elastic Net
• An efficient MCEM algorithm for fitting generalized linear mixed models for correlated binary data
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