On numerical aspects of Bayesian model selection in high and ultrahigh-dimensional settings
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Publication:908031
DOI10.1214/13-BA818zbMath1329.62136WikidataQ37671056 ScholiaQ37671056MaRDI QIDQ908031
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
couplingvariable selectionMCMC algorithmpenalized likelihoodSCADsure independence screeningconvergence diagnostic
Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15) Statistical ranking and selection procedures (62F07)
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