Approximating posteriors with high-dimensional nuisance parameters via integrated rotated Gaussian approximation (Q5022099)
From MaRDI portal
scientific article; zbMATH DE number 7458254
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximating posteriors with high-dimensional nuisance parameters via integrated rotated Gaussian approximation |
scientific article; zbMATH DE number 7458254 |
Statements
Approximating posteriors with high-dimensional nuisance parameters via integrated rotated Gaussian approximation (English)
0 references
18 January 2022
0 references
Bayesian statistics
0 references
dimensionality reduction
0 references
marginal inclusion probability
0 references
nuisance parameter
0 references
posterior approximation
0 references
support recovery
0 references
variable selection
0 references
