Li, L. and Yao, W. (2012), "High-dimensional Feature Selection Using Hierarchical Bayesian Logistic Regression with Heavy-tailed Priors": [PDF].
Li, L. (2011), "Bias-corrected Hierarchical Bayesian Classification with a Selected Subset of High-dimensional Features": [PDF], [software] , accepted for publication in Journal of American Statistical Association, posted online on 22 Dec. 2011.
Li, L. (2010), "Are Bayesian Inferences Weak for Wasserman's Example?": [PDF], [slides], published in: Communications in Statistics - Simulation and Computation, Volume 39, Issue 3 March 2010, pages 655 - 667.
Li, L., and Neal, R. M. (2008), "Compressing Parameters in Bayesian High-order Models with Application to Logistic Sequence Models": [PDF], [slides], [software], published in Bayesian Analysis, 2008, volume 3, number 4, pp 793 - 822.
Li, L., Zhang, J., and Neal, R. M. (2008), "A Method for Avoiding Bias from Feature Selection with Application to Naive Bayes Classification Models": [PDF], [slides], [software], published in: Bayesian Analysis, 2008, volume 3, number 1, pp 171-196.
Li, L. (2007), Bayesian Classification and Regression with High Dimensional Features, Ph.D. thesis, University of Toronto: [PDF], [slides], [software for: Chapter 2.1, Chapter 2.2, Chapter 3] , 129 Pages.
An R tutorial (PDF)