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Fitting Statistical models to data with many more variables than ...

Fitting Statistical models to data with many more variables than ...

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The prior - special casesk=1 (Lasso, Tibshirani, 1996)p( β ) = ( δ / 2)exp( δ | β |)iik=0p( β ) ∝ δ exp{ −δ | β |}/ δ | β |i i ik=0, δ= 0(Jeffreys hyperprior, Figueiredo, 2001)p( β ) ∝ 1/ | β |ii

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