Empirical Bayes vs. fully Bayes variable selection

DOI10.1016/j.jspi.2007.02.011zbMath1130.62007OpenAlexW2054594717MaRDI QIDQ2474376

Publication date: 6 March 2008

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.2007.02.011

zbMATH Keywords

model selection objective Bayes hyperparameter uncertainty

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15) Empirical decision procedures; empirical Bayes procedures (62C12)

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Uses Software

EBayesThresh

Cites Work