On Variational Bayes Estimation and Variational Information Criteria for Linear Regression Models
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Publication:2802863
DOI10.1111/anzs.12063zbMath1334.62123MaRDI QIDQ2802863
Samuel Müller, John T. Ormerod, Chong You
Publication date: 27 April 2016
Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/anzs.12063
consistency; Markov chain Monte Carlo; Akaike information criterion; Bayesian information criterion; deviance information criterion
60J22: Computational methods in Markov chains
62J05: Linear regression; mixed models
62F15: Bayesian inference
62B10: Statistical aspects of information-theoretic topics
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