Bayesian variable selection and estimation based on global-local shrinkage priors

Keyphrases

• Regression Coefficient 100%
• Variable Estimation 100%
• Global-local Shrinkage 100%
• Bayesian Variable Selection 100%
• Posterior Mean 66%
• Local Parameters 66%
• Variable Selection Consistency 66%
• Optimal Estimation Rate 66%
• Selection Strategy 33%
• Oracle Property 33%
• Linear Regression Model 33%
• Selection Mechanism 33%
• Ordinary Least Squares 33%
• Least Squares Estimate 33%
• Orthogonal Design 33%
• Nonorthogonal Designs 33%
• Consistency Estimation 33%

Mathematics

• Regression Coefficient 100%
• Bayesian Variable Selection 100%
• Posterior Mean 66%
• Optimal Estimation 66%
• Real Data 33%
• Linear Regression Model 33%
• Selection Mechanism 33%
• Least-Squares Estimate 33%