@article{latouche2016occam, TITLE = {Combining a Relaxed {EM} Algorithm with {Occam's} Razor for {Bayesian} Variable Selection in High-Dimensional Regression}, AUTHOR = {Latouche, Pierre and Mattei, Pierre-Alexandre and Bouveyron, Charles and Chiquet, Julien}, URL = {https://hal.archives-ouvertes.fr/hal-01003395}, JOURNAL = {{Journal of Multivariate Analysis}}, PUBLISHER = {{Elsevier}}, YEAR = {2015}, DOI = {10.1016/j.jmva.2015.09.004}, KEYWORDS = {high-dimensional data ; EM algorithm ; spike-and-slab ; Occam's razor ; variable selection ; linear regression}, PDF = {https://hal.archives-ouvertes.fr/hal-01003395/file/spinyreg_jmva.pdf}, HAL_ID = {hal-01003395}, HAL_VERSION = {v2}, } @Manual{bouveyron2016spinyreg, title = {spinyReg: Sparse Generative Model and Its EM Algorithm}, author = {Charles Bouveyron and Julien Chiquet and Pierre Latouche and Pierre-Alexandre Mattei}, year = {2015}, note = {R package version 0.1-0}, url = {http://CRAN.R-project.org/package=spinyReg}, }