Advances in Bayesian model selection consistency for high-dimensional generalized linear models
高维广义线性模型的贝叶斯模型选择一致性进展
Uncovering genuine relationships between a response variable and a large collection of covariates is a fundamental and practically important problem. In the context of Gaussian linear models, both the Bayesian and non-Bayesian literature is well-developed and there are no substantial differences in the model selection consistency results available from the two schools. For generalized linear models (GLMs), however, Bayesian model selection consistency results are lacking in…