Model selection using mass-nonlocal prior

DOI10.1016/j.spl.2018.11.027zbMath1450.62028OpenAlexW2903332550WikidataQ128836677 ScholiaQ128836677MaRDI QIDQ1726889

Guiling Shi, Tapabrata Maiti, Chae Young Lim

Publication date: 20 February 2019

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2018.11.027

zbMATH Keywords

nonlocal priorBayesian variable selectionmedian thresholdingspike and slab priorestimation consistency

Mathematics Subject Classification ID

Bayesian inference (62F15) Statistical ranking and selection procedures (62F07)

Related Items (1)

Heterogeneous large datasets integration using Bayesian factor regression

Cites Work

• Bayesian variable selection with shrinking and diffusing priors
• Bayesian variable selection and estimation for group Lasso
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• Regularization and Variable Selection Via the Elastic Net
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