| Posterior distributions of the tuning parameters and their expectations | E-step | M-step | |
| Bayesian lasso |  |
 |
 |
| Bayesian ridge |  |
 |
 |
| Bayesian adaptive lasso |  |
 |
 |
| Bayesian elastic net |    |
 |
 |
| Bayesian group lasso** (K Groups) |  |
 |
 |
, 
