Sub-optimality of some continuous shrinkage priors (Q335657)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sub-optimality of some continuous shrinkage priors |
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Sub-optimality of some continuous shrinkage priors (English)
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2 November 2016
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Bayesian
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convergence rate
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high dimensional
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Lasso
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\(\ell_1\)
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lower bound
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penalized regression
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regularization
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shrinkage prior
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sub-optimal
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