High-dimensional Bayesian inference in nonparametric additive models
DOI10.1214/14-EJS963zbMath1348.62171arXiv1307.0056OpenAlexW2963377800MaRDI QIDQ485930
Publication date: 14 January 2015
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1307.0056
reversible jump MCMCposterior model consistencygeneralized hyper-\(g\) priorgeneralized Zellner-Siow priorBayesian group selectionnonparametric additive modelsize-control priorultrahigh-dimensionality
Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25) Asymptotic properties of nonparametric inference (62G20) Bayesian inference (62F15)
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