Bayesian high-dimensional screening via MCMC (Q466528)

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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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