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

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scientific article; zbMATH DE number 6538674
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    On numerical aspects of Bayesian model selection in high and ultrahigh-dimensional settings
    scientific article; zbMATH DE number 6538674

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