Adaptive Posterior Mode Estimation of a Sparse Sequence for Model Selection (Q3077759)
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English | Adaptive Posterior Mode Estimation of a Sparse Sequence for Model Selection |
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Adaptive Posterior Mode Estimation of a Sparse Sequence for Model Selection (English)
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22 February 2011
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Subbotin prior
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generalized linear model
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shrinkage
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thresholding
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Stein unbiased risk estimator
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information criterion
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