Bayesian Semiparametric Multiple Shrinkage
نویسندگان
چکیده
منابع مشابه
Bayesian semiparametric multiple shrinkage.
High-dimensional and highly correlated data leading to non- or weakly identified effects are commonplace. Maximum likelihood will typically fail in such situations and a variety of shrinkage methods have been proposed. Standard techniques, such as ridge regression or the lasso, shrink estimates toward zero, with some approaches allowing coefficients to be selected out of the model by achieving ...
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ژورنال
عنوان ژورنال: Biometrics
سال: 2009
ISSN: 0006-341X
DOI: 10.1111/j.1541-0420.2009.01275.x