Journal article

Variable Selection via Penalized Credible Regions with Dirichlet-Laplace Global-Local Shrinkage Priors

Yan Zhang, Howard D Bondell

Bayesian Analysis | INT SOC BAYESIAN ANALYSIS | Published : 2018

DOI: 10.1214/17-BA1076

University of Melbourne Researchers

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Keywords

Linear-Models
Mathematics, Interdisciplinary Applications
Variable Selection
Oracle Properties
Regression Shrinkage
Posterior Credible Region
Adaptive Lasso
Physical Sciences
Global-Local Shrinkage Prior
Dirichlet-Laplace
Hyperparameter Tuning
Science & Technology
Posterior Consistency
Statistics & Probability
Elastic Net
Mathematics