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global shrinkage

2 papers

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Co-occurring keywords · papers mentioning both

horseshoe regression (1) local shrinkage (1) shrinkage regression (1) bayesian shrinkage (1) sparse bayesian estimation (1) shrinkage parameter (1) prediction risk (1) horseshoe prior (1) posterior inference (1) sparse estimation (1)

Papers

Prediction Risk for the Horseshoe Regression JMLR 2019 On the Hyperprior Choice for the Global Shrinkage Parameter in the Horseshoe Prior AISTATS 2017