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Statistical Science, Vol. 27, No. 4, Special Issue on Sparsity and Regularization Methods (November 2012), pp. 558-575 (18 pages) Consider a regression model with fixed design and Gaussian noise where ...

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...

We express the mean and variance terms in a double-exponential regression model as additive functions of the predictors and use Bayesian variable selection to determine which predictors enter the ...