On numerical aspects of Bayesian model selection in high and ultrahigh-dimensional settings (Q908031)

From MaRDI portal
scientific article
Language Label Description Also known as
English
On numerical aspects of Bayesian model selection in high and ultrahigh-dimensional settings
scientific article

    Statements

    On numerical aspects of Bayesian model selection in high and ultrahigh-dimensional settings (English)
    0 references
    0 references
    2 February 2016
    0 references
    MCMC algorithm
    0 references
    convergence diagnostic
    0 references
    coupling
    0 references
    SCAD
    0 references
    sure independence screening
    0 references
    penalized likelihood
    0 references
    variable selection
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references