Exact posterior simulation from the linear Lasso Regression

Zdravko I. Botev, Yi-Lung Chen, Pierre L'Ecuyer, Shev MacNamara, Dirk P. Kroese. Exact posterior simulation from the linear Lasso Regression. In 2018 Winter Simulation Conference, WSC 2018, Gothenburg, Sweden, December 9-12, 2018. pages 1706-1717, IEEE, 2018. [doi]

Authors

Zdravko I. Botev

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Yi-Lung Chen

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Pierre L'Ecuyer

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Shev MacNamara

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Dirk P. Kroese

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