Accelerated Bayesian Reciprocal LASSO

Paul, E; He, JY; Mallick, H

Mallick, H (通讯作者),Cornell Univ, Dept Populat Hlth Sci, Div Biostat, Weill Cornell Med, New York, NY 14850 USA.

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2023; ():

Abstract

Bayesian reciprocal LASSO (BRL) is a recently proposed nonlocal regularization method for Bayesian linear regression models. This paper develops a mod......

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