A new Gibbs sampler for Bayesian lasso

DOI10.1080/03610918.2018.1508699OpenAlexW2900714916MaRDI QIDQ5086323

Haithem Taha Mohammad Ali, Rahim Alhamzawi

Publication date: 5 July 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2018.1508699

zbMATH Keywords

Gibbs samplerhierarchical modellinear regressionBayesian inferenceLassoinverse Gaussian

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

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Uses Software

• boa
• glasso
• Brq
• truncSP

Cites Work

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• Unnamed Item
• The Adaptive Lasso and Its Oracle Properties
• Bayesian adaptive Lasso
• A new Bayesian Lasso
• Least angle regression. (With discussion)
• Bayesian Lasso binary quantile regression
• Bridge regression: adaptivity and group selection
• Quantile regression with group Lasso for classification
• Penalized regression, standard errors, and Bayesian Lassos
• Bayesian regularized quantile regression
• Standardization and the Group Lasso Penalty
• Sampling-Based Approaches to Calculating Marginal Densities
• The Group Lasso for Logistic Regression
• Unified LASSO Estimation by Least Squares Approximation
• The Bayesian Lasso
• Bayesian lasso regression
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Sparsity and Smoothness Via the Fused Lasso
• Adaptive Rejection Sampling for Gibbs Sampling
• Bayesian adaptive Lasso quantile regression
• The Bayesian elastic net regression
• Bayesian Lasso-mixed quantile regression
• Regularization and Variable Selection Via the Elastic Net

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