Perfect sampling for Bayesian variable selection in a linear regression model

DOI10.1016/J.JSPI.2003.09.009MaRDI QIDQ1888858zbMATH OpenOpenAlexFDO

Authors Yanyan Li, U. Schneider, Jem N. Corcoran

Publication date 29 November 2004

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2003.09.009

zbMATH Keywords

Backwards couplingBayesian variable selectionCoupling from the pastExact samplingInvariant measuresPerfect samplingShift couplingSlice coupling

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05)

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Cites work

• An interruptible algorithm for perfect sampling via Markov chains
• Bayesian Model Averaging for Linear Regression Models
• Characterization results and Markov chain Monte Carlo algorithms including exact simulation for some spatial point processes
• Exact Sampling from a Continuous State Space
• Exact sampling with coupled Markov chains and applications to statistical mechanics
• scientific article; zbMATH DE number 1560251 (Why is no real title available?)
• scientific article; zbMATH DE number 1560253 (Why is no real title available?)
• Perfect sampling from independent Metropolis-Hastings chains
• Perfect simulation and backward coupling^∗
• Perfect simulation for the area-interaction point process
• Perfect Simulation of Conditionally Specified Models
• Shift and scale coupling methods for perfect simulation
• Simulating the Invariant Measures of Markov Chains Using Backward Coupling at Regeneration Times
• Variable selection by perfect sampling

Cited in

(4)

• Bayesian inference in non-homogeneous Markov mixtures of periodic autoregressions with state-dependent exogenous variables
• Variable selection by perfect sampling
• Bayesian variable selection in linear regression
• Bayesian Variable Selection in Markov Mixture Models

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