Empirical Bayes Estimation for L1 Regularization: A Detailed Analysis in the One-Parameter Lasso Model Tsukasa YOSHIDAKazuho WATANABE
Publication: IEICE TRANSACTIONS on Fundamentals of Electronics, Communications and Computer Sciences Publication Date: 2018/12/01 Vol. E101-ANo. 12 ;
pp. 2184-2191 Type of Manuscript: Special Section PAPER (Special Section on Information Theory and Its Applications) Category: Machine learning Keyword: lasso regression, empirical Bayes, Laplace prior, local variational approximation,