Bayesian variable selection for high dimensional generalized linear models: convergence rates of the fitted densities
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Publication:2456008
DOI10.1214/009053607000000019zbMath1123.62026arXiv0710.3458OpenAlexW3100858558MaRDI QIDQ2456008
Publication date: 17 October 2007
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0710.3458
convergence ratesposterior distributionvariable selectionprior distributiongeneralized linear modelssparsityhigh dimensional data
Bayesian inference (62F15) Generalized linear models (logistic models) (62J12) Parametric inference (62F99)
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