Selection of tuning parameters, solution paths and standard errors for Bayesian Lassos
type: Item
instance of: scholarly article
title: Selection of tuning parameters, solution paths and standard errors for Bayesian Lassos
zbMATH Open document ID: 1384.62102
DOI: 10.1214/16-BA1025
author: Vivekananda Roy
author: Sounak Chakraborty
published in: Bayesian Analysis
publication date: 2018-02-23T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.ba/1473276258
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62J07
Mathematics Subject Classification ID: 60J05
zbMATH DE Number: 6843056
zbMATH Keywords: Bayesian Lasso
zbMATH Keywords: elastic net
zbMATH Keywords: empirical Bayes
zbMATH Keywords: geometric ergodicity
zbMATH Keywords: importance sampling
zbMATH Keywords: Markov chain Monte Carlo
zbMATH Keywords: shrinkage
zbMATH Keywords: standard errors
MaRDI profile type: Publication
OpenAlex ID: W2510752136
description: scientific article; zbMATH DE number 6843056