Bayesian variable selection in high dimensional problems without assumptions on prior model probabilities

preprint2016arXivOpen access

Abstract

We consider the problem of variable selection in linear models when pp, the number of potential regressors, may exceed (and perhaps substantially) the sample size nn (which is possibly small).

Explore this paper’s authors, topics and related work.

Building this map preview

BZPEER is loading the nearby papers, people, topics and institutions for this page.

Reviews 0

Write a reviewWrite

No reviews yet.

Discussion 0

Add a commentWrite

No comments yet.