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I have a number of related questions on Bayesian Lasso:

  1. How can one understand the Bayesian lasso in a more intuitive way? I find this intuitive understanding a bit hard for this method.
  2. Related to 1., how does it differ between Lasso and Bayesian lasso?
  3. What is the advantage of Bayesian lasso？

Thank you!

ReneBt
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J.Mike
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    It would help readers know where to start from if you indicate how familiar you are with standard Lasso. Currently it sounds like you are comfortable with that concept and only need as much covered as is required to contrast with the Bayesian flavour, but either way if you clarify it will help ensure answers are appropriately focused – ReneBt May 23 '18 at 08:55
  • Thank you for your revising. I am familiar with Lasso, but confused about how Bayesian Lasso works. – J.Mike May 23 '18 at 09:15
  • I always thought 'Bayesian lasso' is simply the Bayesian interpretation of the lasso procedure, with the lasso penalty term being understood as a Laplace prior. – Durden Mar 17 '24 at 20:40

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