Spike-and-Slab Group Lassos for Grouped Regression and Sparse Generalized Additive Models
DOI10.1080/01621459.2020.1765784zbMath1506.62278arXiv1903.01979OpenAlexW3032424741MaRDI QIDQ5881076
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Publication date: 9 March 2023
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1903.01979
nonparametric regressionvariable selectionmaximum a posteriori estimationhigh-dimensional regressionspike-and-slab Lassointeraction detection
Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15)
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