A robust Bayesian analysis of variable selection under prior ignorance

DOI10.1007/s13171-022-00287-2arXiv2204.13341OpenAlexW4283028230MaRDI QIDQ6133754

Tathagata Basu, Matthias C. M. Troffaes, Jochen Einbeck

Publication date: 21 August 2023

Published in: Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2204.13341

zbMATH Keywords

Bayesian analysisvariable selectionimprecise probabilityhigh dimensional data

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15)

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