Bayesian Inference Using Hyper Product Inverse Moment Prior in the Ultrahigh-Dimensional Generalized Linear Models
In this paper, we considered a Bayesian hierarchical method using the hyper product inverse moment prior in the ultrahigh-dimensional generalized linear model (UDGLM), that was useful in the Bayesian variable selection. We showed the posterior probabilities of the true model converge to 1 as the sam...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Allameh Tabataba'i University Press
2022-12-01
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| Series: | Mathematics and Modeling in Finance |
| Subjects: | |
| Online Access: | https://jmmf.atu.ac.ir/article_15187_da03df0c8b68f6a59bb5a03ac334ebc0.pdf |