Power-expected-posterior priors for variable selection in Gaussian linear models (Q273575)
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scientific article; zbMATH DE number 6572208
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| English | Power-expected-posterior priors for variable selection in Gaussian linear models |
scientific article; zbMATH DE number 6572208 |
Statements
Power-expected-posterior priors for variable selection in Gaussian linear models (English)
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22 April 2016
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Bayesian variable selection
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Bayes factors
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consistency
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expected-posterior priors
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Gaussian linear models
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\(g\)-prior
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hyper-\(g\) prior
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LASSO
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non-local priors
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prior compatibility
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power-prior
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training samples
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SCAD
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unit-information prior
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0.8825322985649109
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0.8613317012786865
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0.8343456387519836
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0.800015389919281
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0.7707494497299194
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