Adaptive random neighbourhood informed Markov chain Monte Carlo for high-dimensional Bayesian variable selection
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Publication:2080371
DOI10.1007/s11222-022-10137-8zbMath1497.62011arXiv2110.11747OpenAlexW3208535748MaRDI QIDQ2080371
Xitong Liang, Jim E. Griffin, Samuel Livingstone
Publication date: 7 October 2022
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2110.11747
Markov chain Monte Carlovariable selectionBayesian computationspike-and-slab priorslocally informed Metropolis-Hastings schemesrandom neighbourhood samplers
Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Monte Carlo methods (65C05)
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