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If one wanted to learn more about the math behind this, especially when they get into the "Bayesian Regression is a Shrinkage Estimator" section, what's a good
by timfrietas 12y ago
If one wanted to learn more about the math behind this, especially when they get into the "Bayesian Regression is a Shrinkage Estimator" section, what's a good place to start?
- kblarsen4 12y agoThe book by Peter Rossi et al that is referenced in this post is a good start if you want the Bayesian approach to shrinkage.