Use laplace/double exponential distribution as prior. This is equivalent to Bayesian LASSO.
Source:R/regularized_regression.R
bayes_l_weights.RdUse laplace/double exponential distribution as prior. This is equivalent to Bayesian LASSO.
R/regularized_regression.R
bayes_l_weights.RdUse laplace/double exponential distribution as prior. This is equivalent to Bayesian LASSO.