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

11 Jul 2016 Berger James O. Garcia-Donato Gonzalo Martinez-Beneito Miguel A. Peña Victor

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

PDF Abstract
No code implementations yet. Submit your code now

Categories


  • METHODOLOGY