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How can I derive the distribution of the L2,1 norm if the ditribution of L1 norm is given?
I understand that the L1 norm promotes sparsity and is a Laplace prior in the LASSO regression framework. I am interested in how this prior changes when we apply L2,1 regularisation instead? Is it ...
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Posterior Predictive Density of Linear Regression
I'm trying to derive the Posterior Predictive Density of a Linear Regression Model with a diffuse, uninformative prior such that we have:
$y_{i} = x_{i}'\beta + \varepsilon_{i}$ with $\varepsilon_{i}...
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