Decoupling Shrinkage and Selection in Bayesian Linear Models: A Posterior Summary Perspective (Q5367377)

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scientific article; zbMATH DE number 6790852
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Decoupling Shrinkage and Selection in Bayesian Linear Models: A Posterior Summary Perspective
scientific article; zbMATH DE number 6790852

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    Decoupling Shrinkage and Selection in Bayesian Linear Models: A Posterior Summary Perspective (English)
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    13 October 2017
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    Bayesian
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    decision theory
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    linear regression
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    loss function
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    model selection
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    parsimony
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    shrinkage prior
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    sparsity
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    variable selection
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