On numerical aspects of Bayesian model selection in high and ultrahigh-dimensional settings

DOI10.1214/13-BA818zbMath1329.62136WikidataQ37671056 ScholiaQ37671056MaRDI QIDQ908031

Valen E. Johnson

Publication date: 2 February 2016

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ba/1386166311

zbMATH Keywords

couplingvariable selectionMCMC algorithmpenalized likelihoodSCADsure independence screeningconvergence diagnostic

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15) Statistical ranking and selection procedures (62F07)

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