Neuronized Priors for Bayesian Sparse Linear Regression

DOI10.1080/01621459.2021.1876710zbMath1515.62070arXiv1810.00141OpenAlexW3123637929MaRDI QIDQ6110693

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Publication date: 6 July 2023

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.00141

zbMATH Keywords

variable selectionBayesian shrinkagespike-and-slab priorscalable Bayesian computation

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Bayesian problems; characterization of Bayes procedures (62C10)

Related Items (3)

Horseshoe Regularisation for Machine Learning in Complex and Deep Models¹ ⋮ On posterior consistency of Bayesian factor models in high dimensions ⋮ Bayesian Bootstrap Spike-and-Slab LASSO

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