Hyper nonlocal priors for variable selection in generalized linear models

DOI10.1007/s13171-018-0151-9zbMath1439.62091OpenAlexW2901199062WikidataQ128984486 ScholiaQ128984486MaRDI QIDQ1987723

Ho-Hsiang Wu, Marco A. R. Ferreira, Mohamed Elkhouly, Tieming Ji

Publication date: 15 April 2020

Published in: Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13171-018-0151-9

zbMATH Keywords

generalized linear modelnonlocal priorBayesian variable selectionvariable selection consistencyscale mixtures

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Bayesian inference (62F15) Generalized linear models (logistic models) (62J12) Statistical ranking and selection procedures (62F07)

Related Items (1)

The limiting distribution of the Gibbs sampler for the intrinsic conditional autoregressive model

Uses Software

• R
• UCI-ml
• glmnet
• Fahrmeir
• GA
• BVSNLP

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