Gibbs posterior for variable selection in high-dimensional classification and data mining

DOI10.1214/07-AOS547zbMath1274.62227arXiv0810.5655OpenAlexW2094015288MaRDI QIDQ955139

Martin A. Tanner, Wenxin Jiang

Publication date: 18 November 2008

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0810.5655

zbMATH Keywords

Markov chain Monte Carlodata mininghigh-dimensional datavariable selectionprior distributiondata augmentationsparsitylinear classificationGibbs posteriorrisk performance

Mathematics Subject Classification ID

Parametric inference (62F99) General nonlinear regression (62J02)

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Uses Software

• HdBCS

Cites Work

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