Bayesian variable selection via particle stochastic search

DOI10.1016/j.spl.2010.10.011zbMath1205.62029OpenAlexW2054657612WikidataQ34530522 ScholiaQ34530522MaRDI QIDQ625019

David B. Dunson, Minghui Shi

Publication date: 11 February 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc3029030

zbMATH Keywords

Bayes factormodel uncertaintysequential Monte Carlomodel averagingmarginal inclusion probability

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15) Monte Carlo methods (65C05)

Related Items

Bayesian linear regression with sparse priors ⋮ Particle EM for Variable Selection

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