2021 journal article

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
Source: Web Of Science
Added: July 12, 2021

Summary