Bayesian variable selection in linear regression

zbMath1409.62134MaRDI QIDQ1733296

Jean-Michel Marin, Gilles Celeux, Christian P. Robert Robert

Publication date: 21 March 2019

Published in: Journal de la Société Française de Statistique (Search for Journal in Brave)

zbMATH Keywords

Gibbs samplinghierarchical modelslinear regression modelBayesian variable selectioncompatible priorsZellner \(G\)-prior

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian problems; characterization of Bayes procedures (62C10)

Related Items

A study of variable selection using \(g\)-prior distribution with ridge parameter, Optimal compromise between incompatible conditional probability distributions, with application to Objective Bayesian Kriging

Cites Work

• Nonparametric regression using Bayesian variable selection
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• Bayesian Model Averaging for Linear Regression Models
• The Variable Selection Problem
• Model Selection and Multimodel Inference
• Compatible Prior Distributions for Directed Acyclic Graph Models
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• Objective Bayesian Variable Selection
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