Shrinkage priors via random imaginary data

DOI10.1007/s11222-024-10509-2MaRDI QIDQ6657829

Dimitris Fouskakis, G. Tzoumerkas

Publication date: 7 January 2025

Published in: Statistics and Computing (Search for Journal in Brave)

zbMATH Keywords

multicollinearitydata augmentationshrinkage priorsBayesian variable selectionpower-expected-posterior priorssparse datasets

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Bayesian inference (62F15)

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