Bayesian penalty mixing: the case of a non-separable penalty

DOI10.1007/978-3-319-27099-9_11zbMATH Open1384.62101OpenAlexW2462698273MaRDI QIDQ2956752FDOQ2956752

Authors: Veronika Rockova, Edward I. George 

Publication date: 19 January 2017

Published in: Statistical Analysis for High-Dimensional Data (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-27099-9_11

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Mathematics Subject Classification ID

Bayesian inference (62F15) Ridge regression; shrinkage estimators (Lasso) (62J07)

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