Method 



Posterior Distributions of Latent Parameters 
Bayesian lasso 




Bayesian ridge 




Bayesian adaptive lasso 




Bayesian elastic net 




Bayesian group lasso* (K Groups) 




*For Bayesian Group Lasso the shrinkage prior distribution is with corresponding mixing density and posterior distribution , where , , , , , , is a diagonal matrix with diagonal elements , is a diagonal matrix with diagonal elements is a diagonal matrix with diagonal elements . IG refers to inverse Gaussian distribution. 