It is well known that Bridge regression enjoys superior theoretical properties when compared to traditional LASSO. However, the current latent variable representation of its Bayesian counterpart, base
File List data.odc -- Data file for WinBUGS inits.odc -- Initial values file for WinBUGS model.odc -- Model file for WinBUGS script.odc -- Script file for WinBUGS notes.txt -- Notes allfiles.zip -- Do
Reduced-rank (RR) regression may be interpreted as a dimensionality reduction technique able to reveal complex relationships among the data parsimoniously. However, RR regression models typically over