Selecting massive variables using an iterated conditional modes/medians algorithm

DOI10.1214/15-EJS1034zbMath1327.62409MaRDI QIDQ491389

Vitara Pungpapong, Min Zhang, Dabao Zhang

Publication date: 25 August 2015

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1433982945

zbMATH Keywords

prior; sparsity; high dimensional data; empirical Bayes variable selection

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

62F07: Statistical ranking and selection procedures

62C12: Empirical decision procedures; empirical Bayes procedures

Uses Software

• SSS
• EbayesThresh
• EBayesThresh
• icmm