Consistency of hyper-g-prior-based Bayesian variable selection for generalized linear models
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Consistency of hyper-\(g\)-prior-based Bayesian variable selection for generalized linear models
Recommendations
- Consistency of Bayes factors under hyper g-priors with growing model size
- On consistency and optimality of Bayesian variable selection based on \(g\)-prior in normal linear regression models
- Posterior consistency of \(g\)-prior for variable selection with a growing number of parameters
- Consistency of Bayesian procedures for variable selection
- Fully Bayes factors with a generalized g-prior
Cited in
(9)- Hyper nonlocal priors for variable selection in generalized linear models
- On consistency and optimality of Bayesian variable selection based on \(g\)-prior in normal linear regression models
- Bayes Factors Based on g-Priors for Variable Selection
- Selection consistency of EBIC for GLIM with non-canonical links and diverging number of parameters
- The limiting distribution of the Gibbs sampler for the intrinsic conditional autoregressive model
- Consistency of Bayes factors under hyper \(g\)-priors with growing model size
- Mixtures of \(g\)-priors in generalized linear models
- Bayesian variable selection and computation for generalized linear models with conjugate priors
- Bayesian variable selection for high dimensional generalized linear models: convergence rates of the fitted densities
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