Dirichlet–Laplace Priors for Optimal Shrinkage
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Publication:5367461
DOI10.1080/01621459.2014.960967zbMath1373.62368arXiv1401.5398OpenAlexW2150149003WikidataQ36715879 ScholiaQ36715879MaRDI QIDQ5367461
Debdeep Pati, Anirban Bhattacharya, Natesh S. Pillai, David B. Dunson
Publication date: 13 October 2017
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1401.5398
regularizationconvergence rateBayesianpenalized regressionLassohigh-dimensionalshrinkage priorDirichlet-Laplace\(L_1\)
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