Posterior contraction in sparse generalized linear models
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Publication:5022106
DOI10.1093/biomet/asaa074MaRDI QIDQ5022106
Seonghyun Jeong, Subhashis Ghosal
Publication date: 18 January 2022
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/asaa074
generalized linear model; posterior contraction rate; high-dimensional regression; sparsity-inducing prior; fractional posterior
62-XX: Statistics
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