Accelerated Bayesian Reciprocal LASSO
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Cites work
- A new Bayesian Lasso
- An overview of reciprocal \(L_1\)-regularization for high dimensional regression data
- Bayesian bridge regression
- Bayesian model selection in high-dimensional settings
- Bayesian variable selection for survival data using inverse moment priors
- Efficient Sampling for Gaussian Linear Regression With Arbitrary Priors
- High-dimensional posterior consistency for hierarchical non-local priors in regression
- High-dimensional variable selection with reciprocal \(L_{1}\)-regularization
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Lasso meets horseshoe: a survey
- On the use of non-local prior densities in Bayesian hypothesis tests
- Penalized regression, standard errors, and Bayesian Lassos
- Regularization and Variable Selection Via the Elastic Net
- Scalable approximate MCMC algorithms for the horseshoe prior
- Scalable Bayesian variable selection using nonlocal prior densities in ultrahigh-dimensional settings
- Shrinkage priors for Bayesian penalized regression
- Spike-and-Slab Meets LASSO: A Review of the Spike-and-Slab LASSO
- The Bayesian Bridge
- The Bayesian elastic net
- The Bayesian Lasso
- The horseshoe estimator for sparse signals
- The reciprocal Bayesian Lasso
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