The Bayesian Lasso
Top Cited Papers
- 1 June 2008
- journal article
- Published by Taylor & Francis in Journal of the American Statistical Association
- Vol. 103 (482) , 681-686
- https://doi.org/10.1198/016214508000000337
Abstract
The Lasso estimate for linear regression parameters can be interpreted as a Bayesian posterior mode estimate when the regression parameters have independent Laplace (i.e., double-exponential) prior...Keywords
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