Bayesian empirical likelihood for ridge and lasso regressions.
Adel BedouiNicole A. LazarPublished in: Comput. Stat. Data Anal. (2020)
Keyphrases
- maximum likelihood
- posterior probability
- prior probabilities
- bayesian networks
- model selection
- linear regression
- feature selection
- data driven
- machine learning
- bayesian learning
- theoretical analysis
- cross validation
- bayesian inference
- ridge regression
- empirical data
- variable selection
- least squares
- bayesian methods
- regression trees
- bayesian estimation
- probability distribution
- likelihood ratio
- singular points
- evolutionary algorithm
- bayesian analysis
- bayesian decision