A conditional Lindley paradox in Bayesian linear models

DOI10.1093/BIOMET/ASW037MaRDI QIDQ5384427zbMATH OpenOpenAlexFDO

Authors Agniva Som, Christopher M. Hans, Steven N. MacEachern

Publication date 24 June 2019

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/asw037

zbMATH Keywords

Bayesian linear modelinformation paradoxLindley's paradoxmixture of normal distributionsmodel selectionshrinkage estimator

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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• Bayesian variable selection under high-dimensional settings with grouped covariates

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