This article develops a mean field variational Bayes approximation algorithm for posterior inferences of the recently proposed partially linear additive models with simultaneous and automatic variable selection and linear/nonlinear component identification abilities. To solve the problem induced...

This paper concerns semiparametric regression models with additive nonparametric components and high dimensional parametric components under sparsity assumptions. To achieve simultaneous model selection for both nonparametric and parametric parts, we introduce a penalty that combines the...