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Bayesian adaptive lassos with non convex penalization

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Figure

Figure 1: Log prior densities setting the central region (-0.01,0.01) to have probability η = 0.9
Table 1: Penalty functions and their derivatives induced by various choice for the hyperprior
Figure 2: The graphs show the relationship between τ given by (7) on the y-axis and the stan-
Figure 3: Spline fitting 5-fold cross-validation with the NEG penalty for various values of λ
+6

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