A variational Bayes approach to variable selection
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Publication:2408248
DOI10.1214/17-EJS1332zbMath1384.62240MaRDI QIDQ2408248
Chong You, John T. Ormerod, Samuel Müller
Publication date: 12 October 2017
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1507255614
Markov Chain Monte Carlomean field variational BayesBernoulli-Gaussian modelLaplace distributed errors
Linear regression; mixed models (62J05) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)
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