Bayesian Analysis

Comment on article by Polson and Scott

Chris Hans

Full-text: Open access

Article information

Source
Bayesian Anal. Volume 6, Number 1 (2011), 37-41.

Dates
First available in Project Euclid: 13 June 2012

Permanent link to this document
https://projecteuclid.org/euclid.ba/1339611939

Digital Object Identifier
doi:10.1214/11-BA601C

Mathematical Reviews number (MathSciNet)
MR2781806

Zentralblatt MATH identifier
1330.62250

Subjects
Primary: 62H30: Classification and discrimination; cluster analysis [See also 68T10, 91C20]
Secondary: 62C10: Bayesian problems; characterization of Bayes procedures 62J07: Ridge regression; shrinkage estimators

Citation

Hans, Chris. Comment on article by Polson and Scott. Bayesian Anal. 6 (2011), no. 1, 37--41. doi:10.1214/11-BA601C. https://projecteuclid.org/euclid.ba/1339611939


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References

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  • Park, T. and Casella, G. (2008). "The Bayesian lasso." Journal of the American Statistical Association, 103: 681–686.
  • Polson, N. G. and Scott, J. G. (2010). "Local shrinkage rules, Lévy processes, and regularized regression." arXiv:1010.3390v1 [stat.ME].
  • –- (2010). "Shrink Globally, Act Locally: Sparse Bayesian Regularization and Prediction." In Bernardo, J. M., Bayarri, M. J., Berger, J. O., Dawid, A. P., Heckerman, D., Smith, A. F. M., and West, M. (eds.), Bayesian Statistics 9. Oxford, U.K.: Oxford University Press.
  • Zou, H. and Hastie, T. (2005). "Regularization and variable selection via the elastic net." Journal of the Royal Statistical Society - Series B, 67: 301–320.

See also

  • Related item: Nicholas G. Polson, Steven L. Scott. Data augmentation for support vector machines. Bayesian Anal., Vol. 6, Iss. 1 (2011), 1-23.