Sub-optimality of some continuous shrinkage priors (Q335657): Difference between revisions
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Property / author: Anirban Bhattacharya / rank | |||
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Property / author: David B. Dunson / rank | |||
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Property / Mathematics Subject Classification ID: 62F15 / rank | |||
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Property / Mathematics Subject Classification ID: 62J07 / rank | |||
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Property / zbMATH DE Number: 6647124 / rank | |||
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Bayesian | |||
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convergence rate | |||
Property / zbMATH Keywords: convergence rate / rank | |||
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high dimensional | |||
Property / zbMATH Keywords: high dimensional / rank | |||
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Lasso | |||
Property / zbMATH Keywords: Lasso / rank | |||
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\(\ell_1\) | |||
Property / zbMATH Keywords: \(\ell_1\) / rank | |||
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lower bound | |||
Property / zbMATH Keywords: lower bound / rank | |||
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penalized regression | |||
Property / zbMATH Keywords: penalized regression / rank | |||
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regularization | |||
Property / zbMATH Keywords: regularization / rank | |||
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shrinkage prior | |||
Property / zbMATH Keywords: shrinkage prior / rank | |||
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sub-optimal | |||
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Revision as of 05:05, 28 June 2023
scientific article
Language | Label | Description | Also known as |
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English | Sub-optimality of some continuous shrinkage priors |
scientific article |
Statements
Sub-optimality of some continuous shrinkage priors (English)
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2 November 2016
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Bayesian
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convergence rate
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high dimensional
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Lasso
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\(\ell_1\)
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lower bound
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penalized regression
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regularization
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shrinkage prior
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sub-optimal
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