Bayes factor asymptotics for variable selection in the Gaussian process framework

DOI10.1007/s10463-021-00810-6OpenAlexW3200576830MaRDI QIDQ2135522

Yanyan Li

Publication date: 9 May 2022

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.09909

zbMATH Keywords

Kullback-Leibler divergencestrong consistencyvariable selectionMCMCintegrated Bayes factorsquared exponential kernel

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• alr3
• gss

Cites Work

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