2022 journal article
Bayesian Regression Using a Prior on the Model Fit: The R2-D2 Shrinkage Prior
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 117(538), 862–874.
author keywords: Beta-prime distribution; Coefficient of determination; Global-local shrinkage; High-dimensional regression
arxiv.org (repository)
Source: Web Of Science
Added: November 30, 2020
Prior distributions for high-dimensional linear regression require specifying a joint distribution for the unobserved regression coefficients, which is inherently difficult. We instead propose a ne...
