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