We introduce the spike-and-slab group lasso (SSGL) for Bayesian estimation and variable selection in linear regression with grouped variables. We further extend the SSGL to sparse generalized addit…
Barboza, Erick de Andrade - Bastos-Filho, Carmelo J. A. - Filho, Jose Carlos Pinheiro - Martins-Filho, Joaquim Ferreira - Silva, Allan Amaro Bezerra da - Silva, Marcionilo Jose da