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Catalytic prior distributions with application to generalized linear models
A catalytic prior distribution is designed to stabilize a high-dimensional “working model” by shrinking it toward a “simplified model.” The shrinkage is achieved by supplementing the observed data with a small amount of “synthetic data” generated from a predictive distribution under the simpler mode...
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| Publicado no: | Proc Natl Acad Sci U S A |
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| Main Authors: | , , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
National Academy of Sciences
2020
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7275732/ https://ncbi.nlm.nih.gov/pubmed/32414914 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1073/pnas.1920913117 |
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