Bayesian Model Selection in High-Dimensional Settings

Consistency of objective Bayes factors as the model dimension grows

(2010) Elías Moreno et al.   ANNALS OF STATISTICS

Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem

(2010) James G. Scott et al.   ANNALS OF STATISTICS

On the use of non-local prior densities in Bayesian hypothesis tests

(2010) Valen E. Johnson et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

Consistency of Bayesian procedures for variable selection

(2009) George Casella et al.   ANNALS OF STATISTICS

Mixtures ofgPriors for Bayesian Variable Selection

(2008) Feng Liang et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

The Bayesian Lasso

(2008) Trevor Park et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Sure independence screening for ultrahigh dimensional feature space

(2008) Jianqing Fan et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

From moments of sum to moments of product

(2007) Raymond Kan   JOURNAL OF MULTIVARIATE ANALYSIS