In search of lost mixing time: adaptive Markov chain Monte Carlo schemes for Bayesian variable selection with very large <i>p</i> (Q5857977)
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scientific article; zbMATH DE number 7331898
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | In search of lost mixing time: adaptive Markov chain Monte Carlo schemes for Bayesian variable selection with very large <i>p</i> |
scientific article; zbMATH DE number 7331898 |
Statements
In search of lost mixing time: adaptive Markov chain Monte Carlo schemes for Bayesian variable selection with very large <i>p</i> (English)
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8 April 2021
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large-\(p\)
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small-\(n\) problem
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linear regression
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optimal scaling
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spike-and-slab prior
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variable selection
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