Bayesian inference in high-dimensional linear models using an empirical correlation-adaptive prior

DOI10.5705/SS.202019.0133OpenAlexW3037214652MaRDI QIDQ5037803

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Publication date: 4 March 2022

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.00739

zbMATH Keywords

empirical Bayesvariable selectionstochastic searchcollinearityposterior convergence rate

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Empirical priors and posterior concentration in a piecewise polynomial sequence model

Uses Software

• SSS

Cites Work

• Unnamed Item
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