The Spike-and-Slab LASSO (Q4690970)
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scientific article; zbMATH DE number 6962803
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Spike-and-Slab LASSO |
scientific article; zbMATH DE number 6962803 |
Statements
The Spike-and-Slab LASSO (English)
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23 October 2018
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high-dimensional regression
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LASSO
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penalized likelihood
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posterior concentration
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spike-and-slab
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variable selection
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