期刊论文详细信息
Bayesian Analysis | |
Simulation-based Regularized Logistic Regression | |
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】
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【 预 览 】
Files | Size | Format | View |
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RO201909028176409ZK.pdf | 457KB | download |