Sparsity information and regularization in the horseshoe and other shrinkage priors
From MaRDI portal
Publication:86320
DOI10.1214/17-ejs1337sizbMath1459.62141arXiv1707.01694OpenAlexW2731461838WikidataQ61703734 ScholiaQ61703734MaRDI QIDQ86320
Juho Piironen, Juho Piironen, Aki Vehtari
Publication date: 1 January 2017
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1707.01694
Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15) Generalized linear models (logistic models) (62J12)
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