Uncertainty Quantification for Modern High-Dimensional Regression via Scalable Bayesian Methods
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Publication:3391194
DOI10.1080/10618600.2018.1482767MaRDI QIDQ3391194
Kshitij Khare, Bala Rajaratnam, Li-Yuan Zhang, Doug Sparks
Publication date: 28 March 2022
Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10618600.2018.1482767
geometric ergodicity; uncertainty quantification; high-dimensional regression; scale mixture of normals; Bayesian shrinkage; Hilbert-Schmidt operator
62-XX: Statistics
Uses Software