An Approximated Collapsed Variational Bayes Approach to Variable Selection in Linear Regression

DOI10.1080/10618600.2022.2149539OpenAlexW4310357159MaRDI QIDQ6140306

Xiang-Yang Li, John T. Ormerod, Xiao-Hua Andrew Zhou, Unnamed Author, Chong You

Publication date: 22 January 2024

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10618600.2022.2149539

zbMATH Keywords

consistencyMarkov chain Monte Carlocollapsed Gibbs sampling

Mathematics Subject Classification ID

Statistics (62-XX)

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