Some priors for sparse regression modelling

DOI10.1214/13-BA827zbMath1329.62132MaRDI QIDQ908027

Philip J. Brown, Jim E. Griffin

Publication date: 2 February 2016

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

Full work available at URL: https://projecteuclid.org/euclid.ba/1378729924

zbMATH Keywords

Markov chain Monte Carloridge regressioncanonical reductionsparsityrobust priorsmultiple regression\(p>n\)correlated priorsg-priorsnormal-gamma prior

Mathematics Subject Classification ID

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