Combining a relaxed EM algorithm with Occam’s razor for Bayesian variable selection in high-dimensional regression
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DOI: 10.1016/j.jmva.2015.09.004
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Cited by:
- Zhang, Chun-Xia & Xu, Shuang & Zhang, Jiang-She, 2019. "A novel variational Bayesian method for variable selection in logistic regression models," Computational Statistics & Data Analysis, Elsevier, vol. 133(C), pages 1-19.
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Keywords
EM algorithm; High-dimensional data; Linear regression; Occam’s razor; Spike-and-slab; Variable selection;All these keywords.
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