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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