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Sandwich algorithms for Bayesian variable selection - MaRDI portal

Sandwich algorithms for Bayesian variable selection (Q1623728)

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scientific article; zbMATH DE number 6984097
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Sandwich algorithms for Bayesian variable selection
scientific article; zbMATH DE number 6984097

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    Sandwich algorithms for Bayesian variable selection (English)
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    23 November 2018
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    asymptotic variance
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    data augmentation
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    Markov chain Monte Carlo
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    multicollinearity
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    Rao-Blackwellization
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