The Median probability model and correlated variables

DOI10.1214/20-ba1249arXiv1807.08336MaRDI QIDQ6198361

Maria Maddalena Barbieri, Veronika Rockova, Edward I. George, James O. Berger

Publication date: 21 February 2024

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1807.08336

zbMATH Keywords

multicollinearityBayesian variable selectionmedian probability modelspike and slab

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Statistics (62-XX)

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