Simulation-based Regularized Logistic Regression

[摘要] In this paper, we develop a simulation-based framework for regularized logistic regression, exploiting two novel results for scale mixtures of normals. By carefully choosing a hierarchical model for the likelihood by one type of mixture, and implementing

[学科分类] 统计和概率

[关键词] logistic regression;regularization;z–distributions;data augmentation;classification;Gibbs sampling;lasso;variance-mean mixtures;Bayesian shrinkage