Power-expected-posterior priors for variable selection in Gaussian linear models (Q273575)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Power-expected-posterior priors for variable selection in Gaussian linear models
scientific article

    Statements

    Power-expected-posterior priors for variable selection in Gaussian linear models (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    22 April 2016
    0 references
    0 references
    0 references
    0 references
    0 references
    Bayesian variable selection
    0 references
    Bayes factors
    0 references
    consistency
    0 references
    expected-posterior priors
    0 references
    Gaussian linear models
    0 references
    \(g\)-prior
    0 references
    hyper-\(g\) prior
    0 references
    LASSO
    0 references
    non-local priors
    0 references
    prior compatibility
    0 references
    power-prior
    0 references
    training samples
    0 references
    SCAD
    0 references
    unit-information prior
    0 references
    0 references