Bayesian inference for high‐dimensional linear regression under mnet priors

DOI10.1002/cjs.11283zbMath1357.62133MaRDI QIDQ5507353

Aixin Tan, Jian Huang

Publication date: 19 December 2016

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cjs.11283

zbMATH Keywords

Markov chain Monte Carlo; posterior distribution; variable selection; penalized regression; Bayesian computing; median probability model; hyperparameters

Mathematics Subject Classification ID

60J22: Computational methods in Markov chains

62J07: Ridge regression; shrinkage estimators (Lasso)

62F15: Bayesian inference

65C05: Monte Carlo methods

Uses Software

• R
• blasso
• glmnet
• mcmcse

Cites Work

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