Bayesian l₀-regularized least squares

DOI10.1002/ASMB.2381MaRDI QIDQ6574590FDOQ6574590

Authors: Nicholas G. Polson, Lei Sun 

Publication date: 18 July 2024

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

zbMATH Keywords

sparsityBayesian variable selection\(l_0\) regularizationspike-and-slab priorproximal updatingsingle best replacement

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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Cited In (2)

• Deep partial least squares for instrumental variable regression
• Bayesian regularization: from Tikhonov to horseshoe

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