Adaptive Markov Chain Monte Carlo for Bayesian Variable Selection
نویسندگان
چکیده
منابع مشابه
Adaptive Markov chain Monte Carlo for Bayesian Variable Selection
We describe adaptive Markov chain Monte Carlo (MCMC) methods for sampling posterior distributions arising from Bayesian variable selection problems. Point mass mixture priors are commonly used in Bayesian variable selection problems in regression. However, for generalized linear and nonlinear models where the conditional densities cannot be obtained directly, the resulting mixture posterior may...
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ژورنال
عنوان ژورنال: Journal of Computational and Graphical Statistics
سال: 2013
ISSN: 1061-8600,1537-2715
DOI: 10.1080/10618600.2013.819178