Local Shrinkage Rules, Lévy Processes and Regularized Regression (Q5743138)

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scientific article; zbMATH DE number 7052642
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Local Shrinkage Rules, Lévy Processes and Regularized Regression
scientific article; zbMATH DE number 7052642

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    Local Shrinkage Rules, Lévy Processes and Regularized Regression (English)
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    9 May 2019
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    Lévy processes
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    normal scale mixtures
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    partial least squares
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    principal components regression
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    shrinkage
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    sparsity
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