Fully Bayesian logistic regression with hyper-LASSO priors for high-dimensional feature selection (Q4960726)

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scientific article; zbMATH DE number 7192690
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Fully Bayesian logistic regression with hyper-LASSO priors for high-dimensional feature selection
scientific article; zbMATH DE number 7192690

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    Fully Bayesian logistic regression with hyper-LASSO priors for high-dimensional feature selection (English)
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    23 April 2020
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    high-dimensional
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    feature selection
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    non-convex penalties
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    horseshoe
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    heavy-tailed prior
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    hyper-Lasso priors
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    Hamiltonian Monte Carlo
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    Gibbs sampling
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    fully Bayesian
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    MCMC
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