Penalized regression, standard errors, and Bayesian lassos
作者： Minjung Kyung , Jeff Gill , Malay Ghosh , George Casella
DOI: 10.1214/10-BA607
关键词:
摘要: … the Bayesian lassos to their frequentist counterparts using simulations, data sets that previous lasso … From Figure 4 we observe that lasso, elastic net and fused lasso seem to treat each …
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