On efficient calculations for Bayesian variable selection

DOI10.1016/j.csda.2011.09.026zbMath1246.65027OpenAlexW2082432368MaRDI QIDQ434881

Eric Ruggieri, Charles E. Lawrence

Publication date: 16 July 2012

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2011.09.026

zbMATH Keywords

dynamic programmingMarkov chain Monte Carloregressionvariable selectionBayesian model averagingBayesian information criteriainversion of matrix sumsnumerical examples, Bayesian inferencespike and slab

Mathematics Subject Classification ID

Related Items (1)

Variational Bayes approach for model aggregation in unsupervised classification with Markovian dependency

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