Table 1.

Expression data with p = 172 or 10, 172 genes. $\overline{p}$: mean (MOM, iMOM, BP, HG) or selected number of predictors (SCAD, LASSO, ALASSO). R² coefficient is between (y_i, ŷ_i) (leave-one-out cross-validation). CPU time on Linux OpenSUSE 13.1, 64 bits, 2.6GHz processor, 31.4Gb RAM for 1,000 Gibbs iterations (MOM,iMOM,BP) or 3×10⁶ model updates (HG)

	p = 172		p = 10, 172
	$\overline{p}$	R2	$\overline{p}$	R2	CPU time
MOM	4.3	0.566	6.5	0.617	1m 52s
iMOM	5.3	0.560	10.3	0.620	59m
BP	4.2	0.562	3.0	0.586	1m 23s
HG	11.3	0.562	26.4	0.522	11m 49s
SCAD	29	0.565	81	0.535	16.7s
LASSO	42	0.586	159	0.570	23.7s
ALASSO	24	0.569	10	0.536	2m 49s