A new Gibbs sampler for Bayesian lasso.
Rahim AlhamzawiHaithem Taha Mohammad AliPublished in: Commun. Stat. Simul. Comput. (2020)
Keyphrases
- gibbs sampler
- posterior distribution
- bayesian inference
- hyperparameters
- probability distribution
- latent variables
- model selection
- parameter estimation
- markov chain monte carlo
- bayesian framework
- probabilistic model
- random fields
- cross validation
- feature selection
- posterior probability
- prior information
- markov chain
- sparse representation
- gibbs sampling
- maximum a posteriori
- least squares
- bayesian networks
- particle filter
- markov random field
- prior knowledge