What is the difference between Lasso and Bayesian lasso? What is the advantage of Bayesian lasso? How to understand the Bayesian lasso intuively? I find that it is a bit hard to understand this method. Can anybody explain this a bit for me? Thank you!

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    $\begingroup$ This is not a traditional topic of mathematical statistics, you might get a quicker/better answer at our sister site $\endgroup$ – BruceET May 22 '18 at 21:36

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