Bayesian Regression Using a Prior on the Model Fit: The R2-D2 Shrinkage Prior (Q5885111)

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scientific article; zbMATH DE number 7668256
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Bayesian Regression Using a Prior on the Model Fit: The R2-D2 Shrinkage Prior
scientific article; zbMATH DE number 7668256

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    Bayesian Regression Using a Prior on the Model Fit: The R2-D2 Shrinkage Prior (English)
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    27 March 2023
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    beta-prime distribution
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    coefficient of determination
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    global-local shrinkage
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    high-dimensional regression
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