Bayesian variable selection in generalized linear models using a combination of stochastic optimization methods

DOI10.1016/j.ejor.2012.01.040zbMath1253.90179OpenAlexW1970663659MaRDI QIDQ1926754

Dimitris Fouskakis

Publication date: 29 December 2012

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2012.01.040

zbMATH Keywords

stochastic optimizationsimulated annealingtabu searchgenetic algorithmLaplace approximationBayesian variable selection

Mathematics Subject Classification ID

Bayesian inference (62F15) Stochastic programming (90C15)

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Uses Software

• BUGS

Cites Work

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