Posterior contraction in sparse generalized linear models

DOI10.1093/biomet/asaa074OpenAlexW3086546527MaRDI QIDQ5022106

Seonghyun Jeong, Subhashis Ghosal

Publication date: 18 January 2022

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/asaa074

zbMATH Keywords

generalized linear modelposterior contraction ratehigh-dimensional regressionsparsity-inducing priorfractional posterior

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (4)

Posterior contraction in group sparse logit models for categorical responses ⋮ Complexity analysis of Bayesian learning of high-dimensional DAG models and their equivalence classes ⋮ High-dimensional Bayesian network classification with network global-local shrinkage priors ⋮ Unified Bayesian theory of sparse linear regression with nuisance parameters

This page was built for publication: Posterior contraction in sparse generalized linear models