Dirichlet Lasso: A Bayesian approach to variable selection (Q4971415): Difference between revisions

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+The local Dirichlet process
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+Least angle regression. (With discussion)
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+Normal rank
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Bayesian Multiple Comparisons Using Dirichlet Process Priors
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+Bayesian Nonparametrics
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+Gibbs Sampling Methods for Stick-Breaking Priors
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+Normal rank
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+Penalized regression, standard errors, and Bayesian Lassos
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+Bayesian Semiparametric Multiple Shrinkage
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+The Bayesian Lasso
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+Normal rank
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+Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical models
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+Q4864293
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+Model Selection and Estimation in Regression with Grouped Variables
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+The Adaptive Lasso and Its Oracle Properties
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+Regularization and Variable Selection Via the Elastic Net
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