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Nie et al., 2023 - Google Patents

Bayesian bootstrap spike-and-slab LASSO

Nie et al., 2023

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Document ID
17464004949004623069
Author
Nie L
Ročková V
Publication year
Publication venue
Journal of the American Statistical Association

External Links

Snippet

The impracticality of posterior sampling has prevented the widespread adoption of spike- and-slab priors in high-dimensional applications. To alleviate the computational burden, optimization strategies have been proposed that quickly find local posterior modes. Trading …
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