Spike-and-Slab Group Lassos for Grouped Regression and Sparse Generalized Additive Models - Bai, Ray; Moran, Gemma E.; Antonelli, Joseph L.; Chen, Yong; Boland, Mary R. (Journal of the American Statistical Association, 2022)
Keywords: Additives; Algorithms; Automatic control; Bayesian analysis; Bayesian theory; Data analysis; High-dimensional regression; Interaction detection; Markov analysis; Markov chain; Markov chains; Maximum a posteriori estimation; Measurement; Nonparametric regression; Nonparametric statistics; Regression; Regression analysis; sample size; Spike-and-slab lasso; Statistical methods; Statistics; Uncertainty; Variable selection