Posterior contraction in sparse generalized linear models
BIOMETRIKA, 108(2), 367–379.
author keywords: Fractional posterior; Generalized linear model; High-dimensional regression; Posterior contraction rate; Sparsity-inducing prior
TL;DR:
This work studies posterior contraction rates in sparse high-dimensional generalized linear models using priors incorporating sparsity, and shows that Bayesian methods achieve convergence properties analogous to lasso-type procedures.
(via
Semantic Scholar)
UN Sustainable Development Goal Categories