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20122014
most citedA shrinkage-thresholding Metropolis adjusted Langevin algorithm for Bayesian variable selection

2 citations · 4 across the 3 of their papers we have counts for

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math.ST2013★ 2 cited

A shrinkage-thresholding Metropolis adjusted Langevin algorithm for Bayesian variable selection

Amandine Schreck, Gersende Fort, Sylvain Le Corff +1

This paper introduces a new Markov Chain Monte Carlo method for Bayesian variable selection in high dimensional settings. The algorithm is a Hastings-Metropolis sampler with a prop…