Posterior model consistency in variable selection as the model dimension grows (Q254450)
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scientific article; zbMATH DE number 6551859
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| English | Posterior model consistency in variable selection as the model dimension grows |
scientific article; zbMATH DE number 6551859 |
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Posterior model consistency in variable selection as the model dimension grows (English)
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8 March 2016
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Bayes factors
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Bernoulli model priors
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\(g\)-priors
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hierarchical uniform model prior
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intrinsic priors
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posterior model consistency
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rate of growth of the number of regressors
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variable selection
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0.8684340715408325
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0.8644558787345886
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0.8350162506103516
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0.8344573974609375
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