Model-averaged ℓ1regularization using Markov chain Monte Carlo model composition

DOI10.1080/00949655.2013.861839zbMath1457.62210OpenAlexW2069405784WikidataQ35018809 ScholiaQ35018809MaRDI QIDQ5220776

Chris Fraley, Daniel Percival

Publication date: 27 March 2020

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

Full work available at URL: https://doi.org/10.1080/00949655.2013.861839

zbMATH Keywords

Markov chainsvariable selectionmodel averagingLassohigh dimensionalmodel composition\( \ell_1\) regularizationMCMCMC

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05)

Uses Software

• BMA
• glmnet
• networkBMA
• iterativeBMA

Cites Work

• Unnamed Item
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