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swMATH6769MaRDI QIDQ18844FDOQ18844

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Described by source

• Elastic Net Regression Modeling With the Orthant Normal Prior

Cited In (13)

• Structured regularization for conditional Gaussian graphical models
• Sub-optimality of some continuous shrinkage priors
• Dealing with big data: comparing dimension reduction and shrinkage regression methods
• Sandwich algorithms for Bayesian variable selection
• Posterior contraction in sparse Bayesian factor models for massive covariance matrices
• Some properties of generalized fused Lasso and its applications to high dimensional data
• Bayesian regularization via graph Laplacian
• Lasso meets horseshoe: a survey
• Bayesian inference for high‐dimensional linear regression under mnet priors
• Demand Models With Random Partitions
• Competing process hazard function models for player ratings in ice hockey
• Bayesian ridge estimators based on copula-based joint prior distributions for regression coefficients
• A Bayesian mixed shrinkage prior procedure for spatial-stochastic basis selection and evaluation of gPC expansions: applications to elliptic SPDEs

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