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Nearly optimal Bayesian Shrinkage for High Dimensional Regression - MaRDI portal

Nearly optimal Bayesian Shrinkage for High Dimensional Regression

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Publication:6295682

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DOI10.1007/S11425-020-1912-6arXiv1712.08964MaRDI QIDQ6295682

Faming Liang, Qifan Song

Publication date: 24 December 2017

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15)

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