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Graph-structured variable selection with Gaussian Markov random field horseshoe prior

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Statistical Modelling: An International Journal

Published online on

Abstract

Statistical Modelling, Volume 26, Issue 2, Page 103-122, April 2026.
A graph structure is commonly used to characterize the dependence between variables, which may be induced by time, space, biological networks or other factors. Incorporating this dependence structure into the variable selection procedure can improve the ...