Bayesian Compressed Regression

DOI10.1080/01621459.2014.969425zbMath1373.62100arXiv1303.0642OpenAlexW1999351024MaRDI QIDQ5367463

Rajarshi Guhaniyogi, David B. Dunson

Publication date: 13 October 2017

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1303.0642

zbMATH Keywords

data compressiondimensionality reductionrandom projectionsparsitysufficient dimension reductioncompressed sensinglarge \(p\), small \(n\)Bayesian compressed regression

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15) General nonlinear regression (62J02)

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