Bayesian high-dimensional screening via MCMC (Q466528)
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English | Bayesian high-dimensional screening via MCMC |
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Bayesian high-dimensional screening via MCMC (English)
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27 October 2014
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model selection
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fully Bayesian method
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high-dimensionality
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posterior consistency
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size-control prior on model space
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generalized Zellner-Siow prior
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generalized hyper-\(g\) prior
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constrained blockwise Gibbs sampler
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