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  • Search: subject:"Metropolis-within-Gibbs algorithm"
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Bayesian Lasso 1 Generalized linear mixed model 1 Metropolis-within-Gibbs algorithm 1 Probit mixed regression model 1 Ridge parameter 1 Stochastic search variable selection 1 Zellner prior 1
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Baragatti, M. 1 Pommeret, D. 1
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Computational Statistics & Data Analysis 1
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A study of variable selection using g-prior distribution with ridge parameter
Baragatti, M.; Pommeret, D. - In: Computational Statistics & Data Analysis 56 (2012) 6, pp. 1920-1934
In the Bayesian stochastic search variable selection framework, a common prior distribution for the regression coefficients is the g-prior of Zellner. However there are two standard cases where the associated covariance matrix does not exist and the conventional prior of Zellner cannot be used:...
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