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Research Studies is a compilation of published research articles funded by AHRQ or authored by AHRQ researchers.
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1 to 1 of 1 Research Studies DisplayedRockova V
Bayesian estimation of sparse signals with a continuous spike-and-slab prior.
The authors introduced the family of Spike-and-Slab LASSO (SS-LASSO) priors, which form a continuum between the Laplace prior and the point-mass spike-and-slab prior. They established several frequentist properties of SS-LASSO priors, contrasting them with these two limiting cases. They concluded that the SS-LASSO priors, despite being continuous, possess similar optimality properties as the "theoretically ideal" point-mass mixtures.
AHRQ-funded; HS021854.
Citation: Rockova V .
Bayesian estimation of sparse signals with a continuous spike-and-slab prior.
Ann Statist 2018;46(1):401-37. doi: 10.1214/17-AOS1554.
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Keywords: Research Methodologies