Path-following methods for maximum a posteriori estimators in Bayesian hierarchical models: how estimates depend on hyperparameters

DOI10.1137/22m153330xMaRDI QIDQ6573010

Zilai Si, Yucong Liu, Alexander Strang

Publication date: 16 July 2024

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

zbMATH Keywords

sparse recoveryBayesian hierarchical modelspath-followingpredictor-corrector

Mathematics Subject Classification ID

Statistics (62-XX)

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