Bayesian Bootstrap Spike-and-Slab LASSO

The impracticality of posterior sampling has prevented the widespread adoption of spike-and-slab priors in high-dimensional applications. To alleviate the computational burden, optimization strategies have been proposed that quickly find local posterior modes. Trading off uncertainty quantification...

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Bibliographic Details
Published in:	Journal of the American Statistical Association Vol. 118; no. 543; pp. 2013 - 2028
Main Authors:	Nie, Lizhen, Ročková, Veronika
Format:	Journal Article
Language:	English
Published:	Alexandria Taylor & Francis 03.07.2023 Taylor & Francis Ltd
Subjects:	Algorithms Bayesian analysis Bayesian bootstrap Bayesian theory Bootstrap method data collection Measurement Optimization Posterior contraction Sampling Shrinkage Spike-and-Slab LASSO Statistics Truth Uncertainty Weighted likelihood bootstrap
ISSN:	0162-1459, 1537-274X, 1537-274X
Online Access:	Get full text
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