Fast Bayesian variable selection for high dimensional linear models: marginal solo spike and slab priors

DOI10.1214/18-EJS1529zbMath1417.62188OpenAlexW2913639372WikidataQ128424839 ScholiaQ128424839MaRDI QIDQ1722055

Stephen G. Walker, S. Chen

Publication date: 14 February 2019

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1549335678

zbMATH Keywords

parallel computationBayesian variable selectionstrong selection consistencyhigh-dimensional linear modelspike and slab proirs

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15)

Related Items (4)

Bayesian Change Point Detection with Spike-and-Slab Priors ⋮ Bayesian beta regression for bounded responses with unknown supports ⋮ A novel Bayesian approach for variable selection in linear regression models ⋮ Shared Bayesian variable shrinkage in multinomial logistic regression

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