Bayesian variable selection regression of multivariate responses for group data

DOI10.1214/17-BA1081zbMath1384.62259WikidataQ105876943 ScholiaQ105876943MaRDI QIDQ1699706

Matthew William Sutton, Anthony N. Pettitt, Kerrie L. Mengersen, Bernoît Liquet

Publication date: 23 February 2018

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ba/1508983455

zbMATH Keywords

sparsity; multivariate regression; Bayesian variable selection; spike and slab

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J07: Ridge regression; shrinkage estimators (Lasso)

62P10: Applications of statistics to biology and medical sciences; meta analysis

Uses Software

• R
• CRAN
• MRCE
• MBSGS
• R2GUESS
• SGL