Bayesian inference for high‐dimensional linear regression under mnet priors

DOI10.1002/cjs.11283zbMath1357.62133OpenAlexW2340010629MaRDI QIDQ5507353

Aixin Tan, Jian Huang

Publication date: 19 December 2016

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

Full work available at URL: https://doi.org/10.1002/cjs.11283

zbMATH Keywords

Markov chain Monte Carloposterior distributionvariable selectionpenalized regressionBayesian computingmedian probability modelhyperparameters

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15) Monte Carlo methods (65C05)

Related Items

A primal dual active set with continuation algorithm for high-dimensional nonconvex SICA-penalized regression, Truncated $L^1$ Regularized Linear Regression: Theory and Algorithm, High-dimensional linear regression with hard thresholding regularization: theory and algorithm

Uses Software

• R
• blasso
• glmnet
• mcmcse

Cites Work

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