2 papers
stat.ME2025
Bayesian Elastic Net Regression with Structured Prior Dependence
Christopher M. Hans, Ningyi Liu
Many regularization priors for Bayesian regression assume the regression coefficients are a priori independent. In particular this is the case for standard Bayesian treatments of t…
stat.CO2024
Sampling the Bayesian Elastic Net
Christopher M. Hans, Ningyi Liu
The Bayesian elastic net regression model is characterized by the regression coefficient prior distribution, the negative log density of which corresponds to the elastic net penalt…