Bayesian l₀-regularized least squares

DOI10.1002/ASMB.2381MaRDI QIDQ6574590zbMATH OpenFDO

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)

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Cited in

(2)

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

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