Comparison of Bayesian predictive methods for model selection

Decoupling Shrinkage and Selection in Bayesian Linear Models: A Posterior Summary Perspective

(2015) P. Richard Hahn et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Bayesian variable selection with shrinking and diffusing priors

(2014) Naveen Naidu Narisetty et al.   ANNALS OF STATISTICS

The horseshoe estimator: Posterior concentration around nearly black vectors

(2014) S. L. van der Pas et al.   Electronic Journal of Statistics

Bayesian Variable Selection in Searching for Additive and Dominant Effects in Genome-Wide Data

(2012) Tomi Peltola et al.   PLoS One

Finite Adaptation and Multistep Moves in the Metropolis-Hastings Algorithm for Variable Selection in Genome-Wide Association Analysis

(2012) Tomi Peltola et al.   PLoS One

The predictive Lasso

(2011) Minh-Ngoc Tran et al.   STATISTICS AND COMPUTING

The horseshoe estimator for sparse signals

(2010) C. M. Carvalho et al.   BIOMETRIKA

Bayesian projection approaches to variable selection in generalized linear models

(2010) David J. Nott et al.   COMPUTATIONAL STATISTICS & DATA ANALYSIS