Bayesian Bridge Regression.
Ontology highlight
ABSTRACT:
SUBMITTER: Mallick H
PROVIDER: S-EPMC6426306 | biostudies-literature | 2018
REPOSITORIES: biostudies-literature
Publications
Classical bridge regression is known to possess many desirable statistical properties such as oracle, sparsity, and unbiasedness. One outstanding disadvantage of bridge regularization, however, is that it lacks a systematic approach to inference, reducing its flexibility in practical applications. In this study, we propose bridge regression from a Bayesian perspective. Unlike classical bridge regression that summarizes inference using a single point estimate, the proposed Bayesian method provide ...[more]
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