Some priors for sparse regression modelling (Q908027)
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English | Some priors for sparse regression modelling |
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Some priors for sparse regression modelling (English)
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2 February 2016
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correlated priors
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canonical reduction
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multiple regression
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g-priors
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Markov chain Monte Carlo
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normal-gamma prior
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\(p>n\)
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ridge regression
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robust priors
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sparsity
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