Construct · 1 fields · 1 citations

regularized horseshoe: a standalone construct

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

● anchor · a standalone construct Nearest construct by meaning·not indexed
regularizedhorseshoe1 CONSTRUCTRegularized horseshoePIIRONEN · BAYESIAN STATISTICS

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Bayesian statistics

a horseshoe prior with a slab that softly caps the size of large coefficients and lets the analyst state prior beliefs about how many effects are nonzero.

In Bayesian statistics, regularized horseshoe refers to a horseshoe prior with a slab that softly caps the size of large coefficients and lets the analyst state prior beliefs about how many effects are nonzero. This meaning comes from Piironen (2017) in Electronic Journal of Statistics.[1]

Unit
Recovery means
Measured by

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Nearby constructs

horseshoe prior1 fields · 1 citationsanchor · a standalone constructprior3 fields · 4 citationsjingle · one word, three constructssize1 fields · 1 citationsanchor · a standalone construct

References

  1. Piironen, J., & Vehtari, A. (2017). Sparsity information and regularization in the horseshoe and other shrinkage priors. Electronic Journal of Statistics, 11(2), 5018-5051. https://doi.org/10.1214/17-ejs1337si

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