Daeyoung Lim
Daeyoung Lim
Home
Posts
Publications
Contact
Light
Dark
Automatic
Horseshoe+ prior
Sparse signal shrinkage and outlier detection in high-dimensional quantile regression with variational Bayes
Robustified Bayesian quantile regression models with sparse signal shrinkage prior to address model misspecification. Estimation is carried out with variational Bayes.
Daeyoung Lim
,
Beomjo Park
,
David Nott
,
Xueou Wang
,
Taeryon Choi
Cite
DOI
Cite
×