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Bayesian Variable Selection via Particle Stochastic Search

We focus on Bayesian variable selection in regression models. One challenge is to search the huge model space adequately, while identifying high posterior probability regions. In the past decades, the main focus has been on the use of Markov chain Monte Carlo (MCMC) algorithms for these purposes. In...

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Detalhes bibliográficos
Main Authors: Shi, Minghui, Dunson, David B.
Formato: Artigo
Idioma:Inglês
Publicado em: 2011
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC3029030/
https://ncbi.nlm.nih.gov/pubmed/21278860
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.spl.2010.10.011
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