Nearly optimal Bayesian shrinkage for high-dimensional regression
Qifan Song, Faming Liang
Topics & Concepts
Prior probabilityMathematicsShrinkageLasso (programming language)Bayesian probabilityBayesian linear regressionConsistency (knowledge bases)StatisticsPosterior probabilityRegularization (linguistics)Linear regressionShrinkage estimatorRegressionApplied mathematicsMathematical optimizationBayesian inferenceComputer scienceArtificial intelligenceMean squared errorMinimum-variance unbiased estimatorWorld Wide WebGeometryBias of an estimatorStatistical Methods and InferenceMarkov Chains and Monte Carlo MethodsGaussian Processes and Bayesian Inference