Does anyone know a comprehensive, well-written and recent book / collection of articles about Bayesian regression and variable selection?
The topics I am particularly interested in are:
- constraints of categorical variables
- ordinal bayesian regression
- interaction effects (including hierarchical models incorporating lower and higher order effects)
- generalised Bayesian regression
- cross-validation techniques
- any other topics dealt with in recent research
I am mainly interested in the mathematical background of these methods.