On numerical aspects of Bayesian model selection in high and ultrahigh-dimensional settings (Q908031)
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scientific article; zbMATH DE number 6538674
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On numerical aspects of Bayesian model selection in high and ultrahigh-dimensional settings |
scientific article; zbMATH DE number 6538674 |
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On numerical aspects of Bayesian model selection in high and ultrahigh-dimensional settings (English)
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2 February 2016
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MCMC algorithm
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convergence diagnostic
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coupling
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SCAD
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sure independence screening
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penalized likelihood
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variable selection
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