Computation for intrinsic variable selection in normal regression models via expected-posterior prior

DOI10.1007/S11222-012-9325-9zbMATH Open1325.65023OpenAlexW2060246347MaRDI QIDQ892429FDOQ892429

Authors: D. Fouskakis, I. Ntzoufras 

Publication date: 19 November 2015

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-012-9325-9

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• scientific article; zbMATH DE number 1034042

zbMATH Keywords

Jeffreys priorintrinsic priorsBayesian variable selectionexpected-posterior priorsobjective model selection methodsimaginary datanormal regression models

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05)

Cites Work

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• Comparison of Bayesian objective procedures for variable selection in linear regression
• Objective Bayesian Variable Selection
• Regularization in regression: comparing Bayesian and frequentist methods in a poorly informative situation
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• Expected-posterior prior distributions for model selection
• Posterior model probabilities via path‐based pairwise priors
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Cited In (4)

• Title not available (Why is that?)
• Power-expected-posterior priors for variable selection in Gaussian linear models
• Power-expected-posterior priors for generalized linear models
• Mixtures of \(g\)-priors in generalized linear models

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