Bayesian variable selection with shrinking and diffusing priors

DOI10.1214/14-aos1207zbMath1302.62158arXiv1405.6545MaRDI QIDQ118687

Naveen Naidu Narisetty, Xuming He, Xuming He, Naveen Naidu Narisetty

Publication date: 1 April 2014

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.6545

zbMATH Keywords

Bayes factor hierarchical model variable selection shrinkage high dimensional data

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Bayesian inference (62F15)

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