An efficient Monte Carlo EM algorithm for Bayesian lasso

DOI10.1080/00949655.2013.786080zbMath1453.62260MaRDI QIDQ5219484

No author found.

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

zbMATH Keywords

Bayesian analysisimportance samplingLassoMonte Carlo EM algorithminverse Bayes formulae

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62J07: Ridge regression; shrinkage estimators (Lasso)

62F15: Bayesian inference

Uses Software

• spikeSlabGAM
• lars
• Monomvn
• ElemStatLearn

Cites Work

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