Selecting massive variables using an iterated conditional modes/medians algorithm

DOI10.1214/15-EJS1034zbMath1327.62409OpenAlexW1524469599MaRDI QIDQ491389

Vitara Pungpapong, Dabao Zhang, Min Zhang

Publication date: 25 August 2015

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1433982945

zbMATH Keywords

priorsparsityhigh dimensional dataempirical Bayes variable selection

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Statistical ranking and selection procedures (62F07) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (1)

A novel variational Bayesian method for variable selection in logistic regression models

Uses Software

• SSS
• EbayesThresh
• EBayesThresh
• icmm

Cites Work

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