Fast Bayesian variable screening using correlation thresholds

DOI10.1007/S11222-025-10608-8MaRDI QIDQ6995202zbMATH OpenFDO

Authors R. Paroli, D. Fouskakis, I. Ntzoufras

Publication date 22 April 2025

Published in Statistics and Computing (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S11222-025-10608-8

zbMATH Keywords

\(g\)-priorBayes factorBayesian variable selectionlarge \(p\) small \(n\)partial correlation coefficient

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Measures of association (correlation, canonical correlation, etc.) (62H20) Linear regression; mixed models (62J05)

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