Construct · 1 fields · 1 citations

Bayesian lasso: a standalone construct

One name. One construct. A landmark on the map.

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Bayesian statistics

a Bayesian version of the lasso that puts independent Laplace priors on coefficients, giving the lasso estimate as a posterior mode plus full posterior uncertainty.

In Bayesian statistics, Bayesian lasso refers to a Bayesian version of the lasso that puts independent Laplace priors on coefficients, giving the lasso estimate as a posterior mode plus full posterior uncertainty. This meaning comes from Park (2008) in Journal of the American Statistical Association.[1]

Unit
Recovery means
Measured by

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Nearby constructs

association4 fields · 4 citationsjingle · one word, four constructs lasso1 fields · 1 citationsanchor · one construct, one field mode5 fields · 5 citationsjingle · one word, five constructs

References

Park, T., & Casella, G. (2008). The Bayesian Lasso. Journal of the American Statistical Association, 103(482), 681-686. https://doi.org/10.1198/016214508000000337

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