Combining a relaxed EM algorithm with Occam's razor for Bayesian variable selection in high-dimensional regression
DOI10.1016/J.JMVA.2015.09.004zbMATH Open1334.62114OpenAlexW1803361327MaRDI QIDQ268752FDOQ268752
Julien Chiquet, Pierre Latouche, Charles Bouveyron, Pierre-Alexandre Mattei
Publication date: 15 April 2016
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2015.09.004
Recommendations
- Fast Bayesian variable selection for high dimensional linear models: marginal solo spike and slab priors
- EMVS: the EM approach to Bayesian variable selection
- Bayesian Variable Selection in Linear Regression
- Bayesian variable selection with shrinking and diffusing priors
- A Bayesian lasso via reversible-jump MCMC
Bayesian inference (62F15) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)
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Cited In (3)
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