Approximating posteriors with high-dimensional nuisance parameters via integrated rotated Gaussian approximation

DOI10.1093/BIOMET/ASAA068MaRDI QIDQ5022099zbMATH OpenOpenAlexFDO

Authors

Publication date 18 January 2022

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1909.06753

zbMATH Keywords

Bayesian statisticsdimensionality reductionmarginal inclusion probabilitynuisance parameterposterior approximationsupport recoveryvariable selection

Mathematics Subject Classification ID

Statistics (62-XX)

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