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Dirichlet-Laplace priors for optimal shrinkage

Penalized regression methods, such as L(1) regularization, are routinely used in high-dimensional applications, and there is a rich literature on optimality properties under sparsity assumptions. In the Bayesian paradigm, sparsity is routinely induced through two-component mixture priors having a pr...

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Bibliografiska uppgifter
I publikationen:J Am Stat Assoc
Huvudupphovsmän: Bhattacharya, Anirban, Pati, Debdeep, Pillai, Natesh S., Dunson, David B.
Materialtyp: Artigo
Språk:Inglês
Publicerad: 2014
Ämnen:
Länkar:https://ncbi.nlm.nih.gov/pmc/articles/PMC4803119/
https://ncbi.nlm.nih.gov/pubmed/27019543
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/01621459.2014.960967
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