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.
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Type: | Article |
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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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