Bayesian adaptive variable selection with a generalized g-prior

DOI10.1007/S11009-025-10226-XMaRDI QIDQ6869325zbMATH OpenFDO

Authors Djibril Ndiaye, Khader Khadraoui

Publication date 22 January 2026

Published in Methodology and Computing in Applied Probability (Search for Journal in Brave)

zbMATH Keywords

variable selectionWishart matrixnormal linear regressiong-priorMetropolis-Hastings-within-Gibbs sampler

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric estimation (62G05) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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