Bayesian Approaches to Shrinkage and Sparse Estimation

by Dimitris Korobilis

Bayesian Approaches to Shrinkage and Sparse Estimation introduces the reader to the world of Bayesian model determination by surveying modern shrinkage and variable selection algorithms and methodologies. Bayesian inference is a natural probabilistic framework for quantifying uncertainty and learning about model parameters, and this feature is particularly important for inference in modern models of high dimensions and increased complexity. The authors...

• Format: Paperback
• Language: English
• ISBN: 1638280347
• ISBN13: 9781638280347
• Release Date: June 2022
• Publisher: Now Publishers
• Length: 136 Pages
• Weight: 0.44 lbs.
• Dimensions: 0.3" x 6.1" x 9.2"