Exact posterior simulation from the linear Lasso Regression.
Zdravko I. BotevYi-Lung ChenPierre L'EcuyerShev MacNamaraDirk P. KroesePublished in: WSC (2018)
Keyphrases
- linear regression
- ridge regression
- model selection
- nonlinear regression
- simple linear
- linear models
- locally linear
- regression function
- regression model
- least squares
- simulation model
- regression coefficients
- variable selection
- regression problems
- feature selection
- support vector
- simulation environment
- gaussian process
- closed form
- regression analysis
- gaussian processes
- posterior distribution
- semi parametric
- bayesian framework
- cross validation
- generative model
- probability distribution