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

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