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Bayesian Variable Selection

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Case Studies in Applied Bayesian Data Science

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 2259))

Abstract

In this chapter we survey Bayesian approaches for variable selection and model choice in regression models. We explore the methodological developments and computational approaches for these methods. In conclusion we note the available software for their implementation.

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Acknowledgement

The author would like to acknowledge the Australian Research Council Centre of Excellence in Mathematical and Statistical Frontiers for funding.

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Correspondence to Matthew Sutton .

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Sutton, M. (2020). Bayesian Variable Selection. In: Mengersen, K., Pudlo, P., Robert, C. (eds) Case Studies in Applied Bayesian Data Science. Lecture Notes in Mathematics, vol 2259. Springer, Cham. https://doi.org/10.1007/978-3-030-42553-1_5

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