Bayesian Approaches to Shrinkage and Sparse Estimation (Q5100721)

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Bayesian Approaches to Shrinkage and Sparse Estimation

scientific article; zbMATH DE number 7580875

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English	Bayesian Approaches to Shrinkage and Sparse Estimation	scientific article; zbMATH DE number 7580875

Statements

instance of

scholarly article

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title

Bayesian Approaches to Shrinkage and Sparse Estimation (English)

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Foundations and Trends® in Econometrics

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publication date

1 September 2022

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full work available at URL

https://arxiv.org/abs/2112.11751

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zbMATH Keywords

econometric models

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model choice and specification analysis

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computational problems

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robust estimation

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time series analysis

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estimation frameworks

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Bayesian models

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Bayesian learning

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Markov chain Monte Carlo

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variational inference

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describes a project that uses

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MaRDI publication profile

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cites work

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Identifiers

DOI

10.1561/0800000041

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Bayesian Approaches to Shrinkage and Sparse Estimation