Bayesian variable selection with spherically symmetric priors
نویسندگان
چکیده
منابع مشابه
Mixtures of g-priors for Bayesian Variable Selection
Zellner’s g-prior remains a popular conventional prior for use in Bayesian variable selection, despite several undesirable consistency issues. In this paper, we study mixtures of g-priors as an alternative to default g-priors that resolve many of the problems with the original formulation, while maintaining the computational tractability that has made the g prior so popular. We present theoreti...
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ژورنال
عنوان ژورنال: Communications in Statistics - Theory and Methods
سال: 2016
ISSN: 0361-0926,1532-415X
DOI: 10.1080/03610926.2015.1081945