Some priors for sparse regression modelling
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Publication:908027
DOI10.1214/13-BA827zbMath1329.62132MaRDI QIDQ908027
Philip J. Brown, Jim E. Griffin
Publication date: 2 February 2016
Published in: Bayesian Analysis (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ba/1378729924
Markov chain Monte Carloridge regressioncanonical reductionsparsityrobust priorsmultiple regression\(p>n\)correlated priorsg-priorsnormal-gamma prior
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