Mixtures of g Priors for Bayesian Variable Selection
Mixtures of g Priors for Bayesian Variable Selection
Feng Liang,Rui Paulo,2 Authors,Jim O Berger
2008 · DOI: 10.1198/016214507000001337
1,183 Citations
TLDR
This article studies mixtures of g priors as an alternative to default gpriors that resolve many of the problems with the original formulation while maintaining the computational tractability that has made the g prior so popular.
