Dirichlet–Laplace Priors for Optimal Shrinkage (Q5367461): Difference between revisions

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Revision as of 20:51, 26 January 2024

scientific article; zbMATH DE number 6790953
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Dirichlet–Laplace Priors for Optimal Shrinkage
scientific article; zbMATH DE number 6790953

    Statements

    Dirichlet–Laplace Priors for Optimal Shrinkage (English)
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    13 October 2017
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    Dirichlet-Laplace
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    Bayesian
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    convergence rate
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    high-dimensional
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    \(L_1\)
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    Lasso
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    penalized regression
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    regularization
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    shrinkage prior
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