Spike and slab variable selection: frequentist and Bayesian strategies

DOI10.1214/009053604000001147zbMath1068.62079arXivmath/0505633OpenAlexW1969415786MaRDI QIDQ2388355

Publication date: 12 September 2005

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

Full work available at URL: https://arxiv.org/abs/math/0505633

zbMATH Keywords

penalization rescaling model uncertainty ordinary least squares shrinkage model averaging diabetes generalized ridge regression stochastic variable selection hypervariance Zcut

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Bayesian inference (62F15)

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