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Bayesian stochastic search for VAR model restrictions

, , and . Journal of Econometrics, 142 (1): 553--580 (January 2008)

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The risk inflation criterion for multiple regression, and . The Annals of Statistics, 22 (4): 1947--1975 (1994)Bayesian stochastic search for VAR model restrictions, , and . Journal of Econometrics, 142 (1): 553--580 (January 2008)A bayesian model for collaborative filtering., and . AISTATS, Society for Artificial Intelligence and Statistics, (1999)Capture-recapture estimation via Gibbs sampling. Biometrika, 79 (4): 677--683 (December 1992)Empirical Bayes vs. fully Bayes variable selection, and . Journal of Statistical Planning and Inference, 138 (4): 888--900 (Apr 1, 2008)Managing Multiple Models., , and . AISTATS, Society for Artificial Intelligence and Statistics, (2001)Bayesian Treed Models., , and . Mach. Learn., 48 (1-3): 299-320 (2002)Comment: Regularization via Bayesian Penalty Mixing., and . Technometrics, 62 (4): 438-442 (2020)On obtaining invariant prior distributions, and . Journal of Statistical Planning and Inference, 37 (2): 169--179 (November 1993)Determinantal Regularization for Ensemble Variable Selection., , and . AISTATS, volume 51 of JMLR Workshop and Conference Proceedings, page 1105-1113. JMLR.org, (2016)