Variable selection by perfect sampling

DOI10.1155/S1110865702000409MaRDI QIDQ1348861zbMATH OpenOpenAlexFDO

Authors Yufei Huang, P. M. Djurić

Publication date 11 February 2003

Published in EURASIP Journal on Applied Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1155/s1110865702000409

zbMATH Keywords

variable selectionGibbs samplerMarkov chain Monte Carlo samplingcoupling from the past algorithmGibbs couplerperfect sampling algorithms

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22)

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Cited in

(2)

• Sandwich algorithms for Bayesian variable selection
• Perfect sampling for Bayesian variable selection in a linear regression model

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