Nearly optimal Bayesian shrinkage for high-dimensional regression (Q2683046)

scientific article

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English	Nearly optimal Bayesian shrinkage for high-dimensional regression	scientific article

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instance of

scholarly article

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title

Nearly optimal Bayesian shrinkage for high-dimensional regression (English)

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Science China. Mathematics

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publication date

3 February 2023

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full work available at URL

https://arxiv.org/abs/1712.08964

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zbMATH Keywords

Bayesian variable selection

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absolutely continuous shrinkage prior

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heavy tail

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posterior consistency

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high-dimensional inference

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describes a project that uses

glmnet

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covTest

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MaRDI profile type

MaRDI publication profile

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cites work

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Identifiers

DOI

10.1007/s11425-020-1912-6

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2683046