Some connections between Bayesian and non-Bayesian methods for regression model selection

DOI10.1016/S0167-7152(02)00048-2MaRDI QIDQ1613040zbMATH OpenFDO

Authors Faming Liang

Publication date 5 September 2002

Published in Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

variable selectionBayes factorKullback-Leibler distanceMAPFPE(alpha) criterion

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

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Cited in

(2)

• An overview of reciprocal \(L_1\)-regularization for high dimensional regression data
• Regularization in regression: comparing Bayesian and frequentist methods in a poorly informative situation

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