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Lq Prior. Plot of the two-dimensional Lq prior p(β1, β2):= Lq(β1; q, s)·Lq(β2; q, s) for q = 0.5 and s = 1. It can clearly be seen how this prior favors points (β1, β2) where one of the two components is approximately zero over points at the same distance from the origin with both β1, β2 ≠ 0.
