Simulation-based Regularized Logistic Regression

Bayesian Analysis

Robert B. Gramacy¹ 

关键词: logistic regression;    regularization;    z–distributions;    data augmentation;    classification;    Gibbs sampling;    lasso;    variance-mean mixtures;    Bayesian shrinkage;   

DOI  :  10.1214/12-BA719

学科分类：统计和概率

来源: Institute of Mathematical Statistics

【 摘 要 】

In this paper, we develop a simulation-based framework for regularized logistic regression, exploiting two novel results for scale mixtures of normals. By carefully choosing a hierarchical model for the likelihood by one type of mixture, and implementing

【 授权许可】

Others