Adaptive random neighbourhood informed Markov chain Monte Carlo for high-dimensional Bayesian variable selection

DOI10.1007/s11222-022-10137-8zbMath1497.62011arXiv2110.11747OpenAlexW3208535748MaRDI QIDQ2080371

Xitong Liang, Jim E. Griffin, Samuel Livingstone

Publication date: 7 October 2022

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2110.11747

zbMATH Keywords

Markov chain Monte Carlovariable selectionBayesian computationspike-and-slab priorslocally informed Metropolis-Hastings schemesrandom neighbourhood samplers

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Monte Carlo methods (65C05)

Related Items

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Uses Software

• SSS

Cites Work

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