Bayesian Compressed Regression
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Publication:5367463
DOI10.1080/01621459.2014.969425zbMath1373.62100arXiv1303.0642OpenAlexW1999351024MaRDI QIDQ5367463
Rajarshi Guhaniyogi, David B. Dunson
Publication date: 13 October 2017
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1303.0642
data compressiondimensionality reductionrandom projectionsparsitysufficient dimension reductioncompressed sensinglarge \(p\), small \(n\)Bayesian compressed regression
Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15) General nonlinear regression (62J02)
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