An Approximated Collapsed Variational Bayes Approach to Variable Selection in Linear Regression

DOI10.1080/10618600.2022.2149539MaRDI QIDQ6140306zbMATH OpenOpenAlexFDO

Authors Chong You, John T. Ormerod, Xiangyang Li, Xiao-Hua Zhou

Publication date 22 January 2024

Published in Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10618600.2022.2149539

zbMATH Keywords

collapsed Gibbs samplingconsistencyMarkov chain Monte Carlo

Mathematics Subject Classification ID

Statistics (62-XX)

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