Lasso regression: estimation and shrinkage via the limit of Gibbs sampling

Citation

Rajaratnam, B, Roberts, S, Sparks, D et al 2016, 'Lasso regression: estimation and shrinkage via the limit of Gibbs sampling', Journal of the Royal Statistical Society Series B: Statistical Methodology, vol. 78, no. 1, pp. 153-174.

Year

2016

ANU Authors

Field of Research

  • Statistical Theory

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