Big data Bayesian linear regression and variable selection by normal-inverse-gamma summation

DOI10.1214/17-BA1083zbMath1407.62262OpenAlexW2767832667MaRDI QIDQ1631590

Hang Qian

Publication date: 6 December 2018

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ba/1510110046

zbMATH Keywords

conjugate priorvariable selectionBayesian linear regressionhierarchical shrinkage

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Bayesian inference (62F15)

Related Items (1)

Distributed nearest-neighbor Gaussian processes

Uses Software

• MapReduce
• BayesSummaryStatLM

Cites Work

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• The Bayesian Lasso
• Bayesian Model Averaging for Linear Regression Models
• Bayesian Graphical Models for Discrete Data
• Bayesian Model Selection in High-Dimensional Settings
• VIF Regression: A Fast Regression Algorithm for Large Data

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