An Approximated Collapsed Variational Bayes Approach to Variable Selection in Linear Regression

Chong You, John T. Ormerod, Xiangyang Li, Cheng Heng Pang, Xiao-Hua Zhou. An Approximated Collapsed Variational Bayes Approach to Variable Selection in Linear Regression. J. Comput. Graph. Stat., 32(3):782-792, 2023. [doi]

Abstract

Abstract is missing.