Inference with normal-gamma prior distributions in regression problems
From MaRDI portal
Publication:2635197
DOI10.1214/10-BA507zbMath1330.62128MaRDI 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
Markov chain Monte Carlo; shrinkage; posterior moments; scale mixture of normals; multiple regression; Bayesian Lasso; \(p>n\); normal-gamma prior; ``spike-and-slab prior
60J22: Computational methods in Markov chains
62J07: Ridge regression; shrinkage estimators (Lasso)
62F15: Bayesian inference
65C05: Monte Carlo methods
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