A majorization-minimization approach to variable selection using spike and slab priors
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Publication:638812
DOI10.1214/11-AOS884zbMath1220.62065arXiv1005.0891MaRDI QIDQ638812
Publication date: 14 September 2011
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1005.0891
Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Bayesian inference (62F15) Numerical optimization and variational techniques (65K10)
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Uses Software
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