Power-expected-posterior priors for variable selection in Gaussian linear models
From MaRDI portal
Publication:273575
DOI10.1214/14-BA887zbMath1335.62045arXiv1307.2442MaRDI QIDQ273575
David Draper, Dimitris Fouskakis, Ioannis Ntzoufras
Publication date: 22 April 2016
Published in: Bayesian Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1307.2442
consistency; Bayes factors; training samples; LASSO; \(g\)-prior; SCAD; Bayesian variable selection; expected-posterior priors; Gaussian linear models; hyper-\(g\) prior; non-local priors; power-prior; prior compatibility; unit-information prior
62J07: Ridge regression; shrinkage estimators (Lasso)
62J05: Linear regression; mixed models
62F15: Bayesian inference