Application of Bayesian variable selection in linear regression models based on high-dimensional data

DOI10.1134/S1995080225606320MaRDI QIDQ6938448zbMATH OpenFDO

Authors Kannat Na Bangchang

Publication date 25 August 2025

Published in Lobachevskii Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/S1995080225606320

zbMATH Keywords

Bayesian variable selectionconsumer price indexLasso

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to economics (62P20)

Cites work

• A split-and-merge Bayesian variable selection approach for ultrahigh dimensional regression
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• Least angle regression. (With discussion)
• Nonparametric regression using Bayesian variable selection
• Regularization and Variable Selection Via the Elastic Net

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