On numerical aspects of Bayesian model selection in high and ultrahigh-dimensional settings

DOI10.1214/13-BA818zbMATH Open1329.62136WikidataQ37671056 ScholiaQ37671056MaRDI QIDQ908031FDOQ908031

Authors: V. Johnson 

Publication date: 2 February 2016

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

Full work available at URL: https://projecteuclid.org/euclid.ba/1386166311

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zbMATH Keywords

SCADvariable selectionpenalized likelihoodcouplingMCMC algorithmsure independence screeningconvergence diagnostic

Mathematics Subject Classification ID

Bayesian inference (62F15) Statistical ranking and selection procedures (62F07) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cited In (4)

• Title not available (Why is that?)
• Bayesian Inference via Filtering Equations for Ultrahigh Frequency Data (II): Model Selection
• Bayesian high-dimensional screening via MCMC
• Tractable Bayesian variable selection: beyond normality

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