Stochastic matching pursuit for Bayesian variable selection

DOI10.1007/s11222-009-9165-4zbMath1254.62027OpenAlexW2028957796MaRDI QIDQ692971

Chi-hsiang Chu, Ying Nian Wu, Te-you Lai, Ray-Bing Chen

Publication date: 6 December 2012

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-009-9165-4

zbMATH Keywords

Gibbs samplerMetropolis algorithmstochastic search variable selection

Mathematics Subject Classification ID

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

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