HTLR (Q92570)
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Bayesian Logistic Regression with Heavy-Tailed Priors
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | HTLR |
Bayesian Logistic Regression with Heavy-Tailed Priors |
Statements
15 December 2025
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Efficient Bayesian multinomial logistic regression based on heavy-tailed (hyper-LASSO, non-convex) priors. The posterior of coefficients and hyper-parameters is sampled with restricted Gibbs sampling for leveraging the high-dimensionality and Hamiltonian Monte Carlo for handling the high-correlation among coefficients. A detailed description of the method: Li and Yao (2018), Journal of Statistical Computation and Simulation, 88:14, 2827-2851, <doi:10.48550/arXiv.1405.3319>.
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