The Bayesian Lasso

Park, Trevor, Casella, George . Journal of the American Statistical Association 2008. 103 (482) :681-686

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Bibtex

@article{CIS-223524,
  Author = {Park, Trevor and Casella, George},
  Title = {The Bayesian Lasso},
  Journal = {Journal of the American Statistical Association},
  Volume = {103},
  Number = {482},
  Year = {2008},
  Pages = {681--686},
  Keywords = {Linear regression, Empirical Bayes, Hierarchical model, Inverse Gaussian, Gibbs sampler, Penalized regression, scale mixture of normals}
}

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