Sparse Bayesian variable selection in multinomial probit regression model with application to high-dimensional data classification

DOI10.1080/03610926.2015.1122056zbMath1462.62172OpenAlexW2434543585MaRDI QIDQ5349150

Xiang Liming, Yang Aijun, Lin Jinguan, Jiang Xuejun

Publication date: 23 August 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2015.1122056

zbMATH Keywords

stochastic search variable selectionhigh-dimensional data classificationmultinomial probit modelsparse priors

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10) Bayesian inference (62F15)

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