Contraction properties of shrinkage priors in logistic regression

DOI10.1016/j.jspi.2019.12.004zbMath1437.62296OpenAlexW2999217367WikidataQ126386215 ScholiaQ126386215MaRDI QIDQ2301116

Ran Wei, Subhashis Ghosal

Publication date: 28 February 2020

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2019.12.004

zbMATH Keywords

logistic regressioncontraction rateBayesian variable selectioncontinuous shrinkagepoint mass prior

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15) Generalized linear models (logistic models) (62J12)

Related Items

Posterior contraction in group sparse logit models for categorical responses ⋮ Contraction of a quasi-Bayesian model with shrinkage priors in precision matrix estimation ⋮ Horseshoe shrinkage methods for Bayesian fusion estimation ⋮ Bayesian analysis for matrix-variate logistic regression with/without response misclassification ⋮ Bayesian tensor response regression with an application to brain activation studies ⋮ A Mass-Shifting Phenomenon of Truncated Multivariate Normal Priors ⋮ High-dimensional Bayesian network classification with network global-local shrinkage priors ⋮ Bayesian discriminant analysis using a high dimensional predictor

Uses Software

• BayesLogit

Cites Work

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