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ERIC Number: EJ1448353
Record Type: Journal
Publication Date: 2024
Pages: 13
Abstractor: As Provided
ISBN: N/A
ISSN: ISSN-1070-5511
EISSN: EISSN-1532-8007
Available Date: N/A
An Alternative Prior for Estimation in High-Dimensional Settings
Structural Equation Modeling: A Multidisciplinary Journal, v31 n6 p939-951 2024
Bayesian estimations of complex regression models with high-dimensional parameter spaces require advanced priors, capable of addressing both sparsity and multicollinearity in the data. The Dirichlet-horseshoe, a new prior distribution that combines and expands on the concepts of the regularized horseshoe and the Dirichlet-Laplace priors, is a novel approach that offers a high degree of flexibility and yields estimates with comparably high accuracy. To evaluate its performance in different frameworks, this study reports on two replicated simulation studies and a real-data example. Across all tested settings, the proposed approach outperforms or achieves similar performance to well-established regularization priors in terms of loss.
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Publication Type: Journal Articles; Reports - Research
Education Level: N/A
Audience: N/A
Language: English
Sponsor: N/A
Authoring Institution: N/A
Grant or Contract Numbers: N/A
Author Affiliations: N/A