Estimation and variable selection with exponential weights
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Publication:2447091
DOI10.1214/14-EJS883zbMath1294.62164arXiv1208.2635MaRDI QIDQ2447091
Karim Lounici, Ery Arias-Castro
Publication date: 24 April 2014
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1208.2635
estimationmodel selectionGibbs samplervariable selectionexponential weightssparse linear modelidentifiability condition
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Cites Work
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