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In search of lost mixing time: adaptive Markov chain Monte Carlo schemes for Bayesian variable selection with very large p

Griffin, JE; Latuszynski, KG; Steel, MFJ; (2021) In search of lost mixing time: adaptive Markov chain Monte Carlo schemes for Bayesian variable selection with very large p. BIOMETRIKA , 108 (1) pp. 53-69. 10.1093/biomet/asaa055. Green open access

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Type: Article
Title: In search of lost mixing time: adaptive Markov chain Monte Carlo schemes for Bayesian variable selection with very large p
Open access status: An open access version is available from UCL Discovery
DOI: 10.1093/biomet/asaa055
Keywords: Science & Technology, Life Sciences & Biomedicine, Physical Sciences, Biology, Mathematical & Computational Biology, Statistics & Probability, Life Sciences & Biomedicine - Other Topics, Mathematics, Expected squared jumping distance, High-dimensional data, Large-p, small-n problem, Linear regression, Optimal scaling, Spike-and-slab prior, Variable selection
UCL classification: UCL
UCL > Provost and Vice Provost Offices
UCL > Provost and Vice Provost Offices > UCL BEAMS
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences > Dept of Statistical Science
URI: https://discovery-pp.ucl.ac.uk/id/eprint/10125140
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