Fully Bayesian Logistic Regression with Hyper-Lasso Priors for High-dimensional Feature Selection

2 code implementations • 13 May 2014 • Longhai Li, Weixin Yao

We have used simulation studies and real data analysis to demonstrate the superior performance of hyper-LASSO priors, and to investigate the issues of choosing heaviness and scale of hyper-LASSO priors.

feature selection regression