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Comment: Regularization via Bayesian Penalty Mixing

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Publication:6636562
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DOI10.1080/00401706.2020.1801258MaRDI QIDQ6636562

Edward I. George, Veronika Rockova

Publication date: 12 November 2024

Published in: Technometrics (Search for Journal in Brave)





Mathematics Subject Classification ID

Applications of statistics (62Pxx)


Cites Work

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  • Bayesian Penalty Mixing: The Case of a Non-separable Penalty
  • Simultaneous Variable and Covariance Selection With the Multivariate Spike-and-Slab LASSO
  • The Spike-and-Slab LASSO
  • EMVS: The EM Approach to Bayesian Variable Selection
  • Bayesian Regularization for Graphical Models With Unequal Shrinkage
  • Regularization and Variable Selection Via the Elastic Net
  • On the Non-Negative Garrotte Estimator
  • Ridge Regression: Biased Estimation for Nonorthogonal Problems
  • Ridge Regularization: An Essential Concept in Data Science







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