Consistent skinny Gibbs in probit regression

DOI10.1016/j.csda.2024.107993zbMath1547.6203MaRDI QIDQ6626714

Jiarong Ouyang, Xuan Cao

Publication date: 29 October 2024

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

Gibbs samplingvariable selectionhigh-dimensionalspike and slab priorsstrong selection consistency

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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