Robust Bayesian nonparametric variable selection for linear regression

DOI10.1002/STA4.696MaRDI QIDQ6962942zbMATH OpenFDO

Authors Alberto Cabezas, Marco Battiston, Christopher Nemeth

Publication date 8 July 2025

Published in Stat (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1002/STA4.696

zbMATH Keywords

horseshoevariable selectionheteroskedasticityDirichlet processspike-and-slab

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• scientific article; zbMATH DE number 3896009 (Why is no real title available?)
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• Bayesian Nonparametrics
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• Fundamentals of nonparametric Bayesian inference
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• Sparsity information and regularization in the horseshoe and other shrinkage priors
• Spike and slab variable selection: frequentist and Bayesian strategies
• Statistical modeling: The two cultures. (With comments and a rejoinder).
• The horseshoe estimator for sparse signals
• The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator

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