Variational Bayes for High-Dimensional Linear Regression With Sparse Priors

DOI10.1080/01621459.2020.1847121zbMath1506.62341arXiv1904.07150OpenAlexW3125452207MaRDI QIDQ5881133

Kolyan Ray, Botond Szabó

Publication date: 9 March 2023

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.07150

zbMATH Keywords

model selectionsparsityoracle inequalitiesvariational Bayesspike-and-slab prior

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Bayesian inference (62F15)

Related Items (5)

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Uses Software

• EBayesThresh
• selectiveInference

Cites Work

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