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Regularization in regression: comparing Bayesian and frequentist methods in a poorly informative situation

Gilles Celeux 1 Mohammed El Anbari 2 Jean-Michel Marin 3 Christian Robert 4
1 SELECT - Model selection in statistical learning
LMO - Laboratoire de Mathématiques d'Orsay, Inria Saclay - Ile de France
4 CEREMADE
CEREMADE - CEntre de REcherches en MAthématiques de la DEcision
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https://hal.inria.fr/hal-00943727
Contributor : Gilles Celeux <>
Submitted on : Saturday, February 8, 2014 - 3:25:29 PM
Last modification on : Wednesday, September 23, 2020 - 4:28:11 AM

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Gilles Celeux, Mohammed El Anbari, Jean-Michel Marin, Christian Robert. Regularization in regression: comparing Bayesian and frequentist methods in a poorly informative situation. Bayesian Analysis, International Society for Bayesian Analysis, 2012, 7 (2), pp.477-502. ⟨10.1214/12-BA716⟩. ⟨hal-00943727⟩

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