… With these objectives, we consider the following adaptive Lasso estimator: … have surprising
improvement in terms of variable selection over the original Lasso and the adaptive Lasso. …

… , some Bayesian approaches have been proposed to obtain the adaptive lasso and related
… In this paper, we consider a fully Bayesian treatment for the adaptive lasso that leads to a …

… In Section 2, we present Bayesian quantile regression with adaptive Lasso penalty as well
as an outline of the Gibbs sampler estimation procedure. In Section 3, we carry out simulation …

This paper presents a Bayesian adaptive group least absolute shrinkage and selection operator
method to conduct simultaneous model selection and estimation under semiparametric …

… We have developed a wholly adaptive lasso motivated by a Bayesian framework. The lasso
itself is unable to simultaneously do well in (a) prediction and (b) identification of significant …

… developed a Bayesian lasso procedure for the PH model with right-censored data,21 the
Bayesian … We propose to construct a Bayesian hierarchical model with an adaptive lasso-type …

… We develop a Bayesian adaptive lasso procedure to conduct simultaneous estimation
and variable selection. Nice features including empirical performance of the proposed …

… the performance of self-adaptive lasso in terms of both prediction and … adaptive lasso to
account for elastic net and fused lasso. Key Words: Bayesian modeling, Gibbs sampling, Lasso…

… Note that, the solutions of the lasso (2) and the adaptive lasso (4) will be both sparse, yet dif…
develop a hierarchical Bayesian model which is analogue to the adaptive lasso criterion, by …

… four alternative Lasso types of VAR shrinkage methods in this paper: Lasso, adaptive
Lasso, e-net Lasso and adaptive e-net Lasso, each of which is a nested version of DAELasso. …