Fully Bayesian logistic regression with hyper-LASSO priors for high-dimensional feature selection (Q4960726)
From MaRDI portal
scientific article; zbMATH DE number 7192690
Language | Label | Description | Also known as |
---|---|---|---|
English | Fully Bayesian logistic regression with hyper-LASSO priors for high-dimensional feature selection |
scientific article; zbMATH DE number 7192690 |
Statements
Fully Bayesian logistic regression with hyper-LASSO priors for high-dimensional feature selection (English)
0 references
23 April 2020
0 references
high-dimensional
0 references
feature selection
0 references
non-convex penalties
0 references
horseshoe
0 references
heavy-tailed prior
0 references
hyper-Lasso priors
0 references
Hamiltonian Monte Carlo
0 references
Gibbs sampling
0 references
fully Bayesian
0 references
MCMC
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references