Path-following methods for maximum a posteriori estimators in Bayesian hierarchical models: how estimates depend on hyperparameters

DOI10.1137/22M153330XMaRDI QIDQ6573010zbMATH OpenFDO

Authors Zilai Si, Yucong Liu, Alexander Strang

Publication date 16 July 2024

Published in SIAM Journal on Optimization (Search for Journal in Brave)

zbMATH Keywords

sparse recoveryBayesian hierarchical modelspath-followingpredictor-corrector

Mathematics Subject Classification ID

Statistics (62-XX)

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