Simulation-based regularized logistic regression

DOI10.1214/12-BA719zbMath1330.62301arXiv1005.3430MaRDI QIDQ2633926

Robert B. Gramacy, Nicholas G. Polson

Publication date: 5 February 2016

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1005.3430

zbMATH Keywords

classificationregularizationlogistic regressionGibbs samplingdata augmentationLassoBayesian shrinkage\(z\)-distributionsvariance-mean mixtures

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15) Generalized linear models (logistic models) (62J12)

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Uses Software

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