Perfect sampling for Bayesian variable selection in a linear regression model

DOI10.1016/J.JSPI.2003.09.009zbMath1072.62019OpenAlexW1976424187MaRDI QIDQ1888858

Yanyan Li

Publication date: 29 November 2004

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2003.09.009

zbMATH Keywords

Bayesian variable selectionInvariant measuresBackwards couplingCoupling from the pastExact samplingPerfect samplingShift couplingSlice coupling

Mathematics Subject Classification ID

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

Related Items (3)

Bayesian variable selection in linear regression ⋮ Bayesian Variable Selection in Markov Mixture Models ⋮ Bayesian inference in non-homogeneous Markov mixtures of periodic autoregressions with state-dependent exogenous variables

Cites Work

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• An interruptible algorithm for perfect sampling via Markov chains
• Characterization results and Markov chain Monte Carlo algorithms including exact simulation for some spatial point processes
• Variable selection by perfect sampling
• Perfect sampling from independent Metropolis-Hastings chains
• SHIFT AND SCALE COUPLING METHODS FOR PERFECT SIMULATION
• Perfect Simulation of Conditionally Specified Models
• Exact Sampling from a Continuous State Space
• Bayesian Model Averaging for Linear Regression Models
• Perfect simulation and backward coupling^∗
• Exact sampling with coupled Markov chains and applications to statistical mechanics
• Simulating the Invariant Measures of Markov Chains Using Backward Coupling at Regeneration Times

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