EMVS: The EM Approach to Bayesian Variable Selection

Caleb Jin

12-15-2017

1 Foreword

I am Caleb Jin. After I read this paper, EMVS: The EM Approach to Bayesian Variable Selection(Rockova and George 2014), I write down the nodes of the key idea and R code to realize it.

References

Rockova, Veronika, and Edward George. 2014. “EMVS: The Em Approach to Bayesian Variable Selection.” Journal of the American Statistical Association 109 (June). https://doi.org/10.1080/01621459.2013.869223.