Model-averaged \(\ell_1\) regularization using Markov chain Monte Carlo model composition (Q5220776)
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scientific article; zbMATH DE number 7183122
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| English | Model-averaged \(\ell_1\) regularization using Markov chain Monte Carlo model composition |
scientific article; zbMATH DE number 7183122 |
Statements
Model-averaged ℓ<sub>1</sub>regularization using Markov chain Monte Carlo model composition (English)
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27 March 2020
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model averaging
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Markov chains
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model composition
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MCMCMC
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\( \ell_1\) regularization
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Lasso
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high dimensional
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variable selection
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0.7874013781547546
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0.7874013781547546
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0.767770528793335
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0.7666779160499573
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0.7630404233932495
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