Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem
نویسندگان
چکیده
منابع مشابه
Bayes and Empirical-bayes Multiplicity Adjustment in the Variable-selection Problem
This paper studies the multiplicity-correction effect of standard Bayesian variable-selection priors in linear regression. The first goal of the paper is to clarify when, and how, multiplicity correction is automatic in Bayesian analysis, and contrast this multiplicity correction with the Bayesian Ockham’s-razor effect. Secondly, we contrast empirical-Bayes and fully Bayesian approaches to vari...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2010
ISSN: 0090-5364
DOI: 10.1214/10-aos792