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Adaptive penalization in high-dimensional regression and classification with external covariates using variational Bayes
Penalization schemes like Lasso or ridge regression are routinely used to regress a response of interest on a high-dimensional set of potential predictors. Despite being decisive, the question of the relative strength of penalization is often glossed over and only implicitly determined by the scale...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Oxford University Press
2019
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8036004/ https://www.ncbi.nlm.nih.gov/pubmed/31596468 http://dx.doi.org/10.1093/biostatistics/kxz034 |