Bayesian bridge regression

DOI10.1080/02664763.2017.1324565OpenAlexW2612300297WikidataQ92582534 ScholiaQ92582534MaRDI QIDQ5035746

Himel Mallick, Nengjun Yi

Publication date: 22 February 2022

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://europepmc.org/articles/pmc6426306

zbMATH Keywords

variable selectionMCMCLassoBayesian regularizationbridge regressionscale mixture of uniform

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Related Items (8)

Bayesian joint inference for multivariate quantile regression model with \(L_{1/2}\) penalty ⋮ The reciprocal Bayesian bridge for left-censored data ⋮ Variational inference for Bayesian bridge regression ⋮ Bayesian bridge-randomized penalized quantile regression estimation for linear regression model with AP(q) perturbation ⋮ SURE-tuned bridge regression ⋮ A generalized bridge regression in fuzzy environment and its numerical solution by a capable recurrent neural network ⋮ Bayesian bridge-randomized penalized quantile regression for ordinal longitudinal data, with application to firm's bond ratings ⋮ Bayesian bridge-randomized penalized quantile regression

Uses Software

• glmnet

Cites Work

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