An efficient Monte Carlo EM algorithm for Bayesian lasso
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Publication:5219484
DOI10.1080/00949655.2013.786080zbMath1453.62260MaRDI QIDQ5219484
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Publication date: 12 March 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2013.786080
62-08: Computational methods for problems pertaining to statistics
62J07: Ridge regression; shrinkage estimators (Lasso)
62F15: Bayesian inference
Uses Software
Cites Work
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