Sparse signal shrinkage and outlier detection in high-dimensional quantile regression with variational Bayes (Q2291654)

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Sparse signal shrinkage and outlier detection in high-dimensional quantile regression with variational Bayes
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    Sparse signal shrinkage and outlier detection in high-dimensional quantile regression with variational Bayes (English)
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    31 January 2020
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    asymmetric Laplace distribution
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    horseshoe+ prior
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    outlier detection
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    quantile regression
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    variational Bayes
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