A Bayesian lasso via reversible-jump MCMC (Q553732)

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A Bayesian lasso via reversible-jump MCMC
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    A Bayesian lasso via reversible-jump MCMC (English)
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    27 July 2011
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    sparse signal recovery
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    variable selection
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    dimensionality reduction
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    fully Bayesian modeling
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    reversible-jump Markov chain Monte Carlo (RJ-MCMC)
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    lasso
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