Contraction properties of shrinkage priors in logistic regression

DOI10.1016/j.jspi.2019.12.004zbMath1437.62296WikidataQ126386215 ScholiaQ126386215MaRDI QIDQ2301116

Ran Wei, Subhashis Ghosal

Publication date: 28 February 2020

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2019.12.004

zbMATH Keywords

logistic regression; contraction rate; Bayesian variable selection; continuous shrinkage; point mass prior

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62F15: Bayesian inference

62J12: Generalized linear models (logistic models)

Related Items

Bayesian discriminant analysis using a high dimensional predictor

Uses Software

• BayesLogit

Cites Work

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