Elastic Net Regression Modeling With the Orthant Normal Prior
作者： Chris Hans
DOI: 10.1198/JASA.2011.TM09241
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摘要: … Here we compare the model-averaged Bayesian elastic net estimator ˆβBMA with the traditional elastic net estimator ˆβE in a high-dimensional example, where the p = 300 predictor vari…
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