Bayesian regularization: from Tikhonov to horseshoe

DOI10.1002/wics.1463zbMATH Open1544.62118MaRDI QIDQ6600373

Nicholas Polson, Vadim Sokolov

Publication date: 9 September 2024

Published in: Wiley Interdisciplinary Reviews. WIREs Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

horseshoeregularizationBayesian regressionLasso

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cites Work

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• The horseshoe estimator for sparse signals
• The Bayesian Lasso
• Inference for nonconjugate Bayesian Models using the Gibbs sampler
• Digital filters as absolute norm regularizers
• Superresolution via Sparsity Constraints
• The Spike-and-Slab LASSO
• Bayesian analysis of random-effect models in the analysis of variance. I. Posterior distribution of variance-components
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Bayesian \(l_0\)-regularized least squares

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