Cited in
(20)- Bayesian inference for high-dimensional linear regression under mnet priors
- 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
- OSCAR
- mcmcse
- lasso2
- MotifDb
- psbcGroup
- ppls
- horseshoe
- Bayesian regularization via graph Laplacian
- Lasso meets horseshoe: a survey
- Demand Models With Random Partitions
- Competing process hazard function models for player ratings in ice hockey
- A Bayesian mixed shrinkage prior procedure for spatial-stochastic basis selection and evaluation of gPC expansions: applications to elliptic SPDEs
- Bayesian ridge estimators based on copula-based joint prior distributions for regression coefficients
This page was built for software: blasso
