A hybrid deterministic-deterministic approach for high-dimensional Bayesian variable selection with a default prior

Cites work

scientific article; zbMATH DE number 4070082 (Why is no real title available?)
scientific article; zbMATH DE number 845714 (Why is no real title available?)
A Reference Bayesian Test for Nested Hypotheses and its Relationship to the Schwarz Criterion
Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem
Bayesian Analysis of Binary and Polychotomous Response Data
Bayesian Model Averaging for Linear Regression Models
Bayesian selection of best subsets via hybrid search
EMVS: the EM approach to Bayesian variable selection
Extended Bayesian information criteria for model selection with large model spaces
Forward regression for ultra-high dimensional variable screening
Inverses of \(2\times 2\) block matrices
Objective Bayesian Variable Selection
On the computational complexity of high-dimensional Bayesian variable selection
Optimal predictive model selection.
Posterior model consistency in variable selection as the model dimension grows
Scalable approximate MCMC algorithms for the horseshoe prior
Shotgun Stochastic Search for “Largep” Regression
Skinny Gibbs: a consistent and scalable Gibbs sampler for model selection
The Bayesian Lasso
The expectation-maximization approach for Bayesian quantile regression
The horseshoe estimator for sparse signals
The matrix ridge approximation: algorithms and applications
The spike-and-slab LASSO
Using the EM algorithm for Bayesian variable selection in logistic regression models with related covariates
Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

This page was built for publication: A hybrid deterministic-deterministic approach for high-dimensional Bayesian variable selection with a default prior

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6567466)