Fully Bayes factors with a generalized \(g\)-prior

DOI10.1214/11-AOS917zbMath1231.62036arXiv0801.4410MaRDI QIDQ661180

Yuzo Maruyama, Edward I. George

Publication date: 21 February 2012

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0801.4410

zbMATH Keywords

singular value decompositionBayes factorridge regressionvariable selectionmodel selection consistency

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)

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