Posterior contraction in sparse generalized linear models
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DOI: 10.1093/biomet/asaa074
Abstract: We study posterior contraction rates in sparse high-dimensional generalized linear models using priors incorporating sparsity. A mixture of a point mass at zero and a continuous distribution is used as the prior distribution on regression… read more here.
Keywords: contraction sparse; generalized linear; sparse generalized; posterior contraction ... See more keywords