Bayesian Bridge Regression
Classical bridge regression is known to possess many desirable statistical properties such as oracle, sparsity, and unbiasedness. One outstanding disadvantage of bridge regularization, however, is that it lacks a systematic approach to inference, reducing its flexibility in practical applications. I...
| Veröffentlicht in: | Journal of applied statistics. - 1991. - 45(2018), 6 vom: 15., Seite 988-1008 |
|---|---|
| 1. Verfasser: | |
| Weitere Verfasser: | |
| Format: | Online-Aufsatz |
| Sprache: | English |
| Veröffentlicht: |
2018
|
| Zugriff auf das übergeordnete Werk: | Journal of applied statistics |
| Schlagworte: | Journal Article Bayesian Regularization Bridge Regression LASSO MCMC Scale Mixture of Uniform Variable Selection |
| Online verfügbar |
Volltext |