A note on consistency of Bayesian high-dimensional variable selection under a default prior (Q6541571)
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scientific article; zbMATH DE number 7851169
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| English | A note on consistency of Bayesian high-dimensional variable selection under a default prior |
scientific article; zbMATH DE number 7851169 |
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A note on consistency of Bayesian high-dimensional variable selection under a default prior (English)
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19 May 2024
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Bayesian asymptotics
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high-dimensional linear regression
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large \(p\) small \(n\) problem
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model selection consistency
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Zellner's \(g\)-prior
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