Variable selection via penalized credible regions with Dirichlet-Laplace global-local shrinkage priors (Q1631579)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variable selection via penalized credible regions with Dirichlet-Laplace global-local shrinkage priors |
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Variable selection via penalized credible regions with Dirichlet-Laplace global-local shrinkage priors (English)
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6 December 2018
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variable selection
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posterior credible region
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global-local shrinkage prior
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Dirichlet-Laplace
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posterior consistency
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hyperparameter tuning
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linear regression
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