Variable selection using shrinkage priors

DOI10.1016/j.csda.2016.10.008zbMath1466.62135arXiv1503.04303OpenAlexW2104844823MaRDI QIDQ1658484

Debdeep Pati, Hanning Li

Publication date: 14 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1503.04303

zbMATH Keywords

horseshoeMarkov chain Monte Carlovariable selectionBayesianshrinkage priors

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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