Stochastic search variable selection (SSVS) identifies promising subsets of multiple regression covariates via Gibbs sampling (George and McCulloch 1993). Here’s a short SSVS demo with JAGS and R.Assume we have a multiple regression problem:We suspect only a subset of the elements of $\boldsymbol{\beta}$ are non-zero, i.e. some of the covariates have no effect.Assume $\boldsymbol{\beta}$...