Inference with normal-gamma prior distributions in regression problems

DOI10.1214/10-BA507zbMath1330.62128OpenAlexW1966411627MaRDI QIDQ2635197

Jim E. Griffin, Philip J. Brown

Publication date: 11 February 2016

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

Full work available at URL: https://projecteuclid.org/euclid.ba/1340369797

zbMATH Keywords

Markov chain Monte Carloshrinkageposterior momentsscale mixture of normalsmultiple regressionBayesian Lasso\(p>n\)normal-gamma prior``spike-and-slab prior

Mathematics Subject Classification ID

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