Prediction risk for the horseshoe regression
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Publication:5381133
zbMath1489.62196arXiv1605.04796MaRDI QIDQ5381133
Jyotishka Datta, Anindya Bhadra, Yunfan Li, Brandon T. Willard, Nicholas G. Polson
Publication date: 7 June 2019
Full work available at URL: https://arxiv.org/abs/1605.04796
Ridge regression; shrinkage estimators (Lasso) (62J07) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Linear regression; mixed models (62J05) Bayesian inference (62F15)
Related Items (8)
Unnamed Item ⋮ Horseshoe Regularisation for Machine Learning in Complex and Deep Models1 ⋮ Nearly optimal Bayesian shrinkage for high-dimensional regression ⋮ SURE-tuned bridge regression ⋮ Global-local mixtures: a unifying framework ⋮ Joint mean-covariance estimation via the horseshoe ⋮ The horseshoe-like regularization for feature subset selection ⋮ Lasso meets horseshoe: a survey
Uses Software
Cites Work
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