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High-dimensional regression with potential prior information on variable importance
Abstract: There are a variety of settings where vague prior information may be available on the importance of predictors in high-dimensional regression settings. Examples include the ordering on the variables offered by their...
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High-dimensional regression with potential prior information on variable importance
BG Stokell, RD Shah
Jun 29, 2022
There are a variety of settings where vague prior information may be available on the importance of predictors in high-dimensional regression settings. Examples include ordering on the variables offered by their...
Published by: