Research

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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,738 papers · 148 categories

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1 result for “rLASSO”

The Reciprocal Bayesian LASSOstat.ME

Bayesian rLASSO improves model selection and prediction.

problem Improving model selection and prediction in linear regression.

method A Bayesian formulation of the rLASSO problem using inverse Laplace priors and scale mixture distributions.

result Bayesian rLASSO outperforms classical rLASSO in estimation, prediction, and variable selection.

Bayesian rLASSO variable selection prediction model selection

2020-01-23abs ↗pdf ↗