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Adaptive penalization in high-dimensional regression and classification with external covariates using variational Bayes
Penalization schemes like Lasso or ridge regression are routinely used to regress a response of interest on a high-dimensional set of potential predictors. Despite being decisive, the question of the relative strength of penalization is often glossed over and only implicitly determined by the scale...
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| Veröffentlicht in: | Biostatistics |
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| Hauptverfasser: | , |
| Format: | Artigo |
| Sprache: | Inglês |
| Veröffentlicht: |
Oxford University Press
2019
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| Schlagworte: | |
| Online Zugang: | https://ncbi.nlm.nih.gov/pmc/articles/PMC8036004/ https://ncbi.nlm.nih.gov/pubmed/31596468 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1093/biostatistics/kxz034 |
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