Handbook of Bayesian Variable Selection: Mahlet G. Tadesse and Marina Vannucci, eds., Boca Raton, FL: Chapman & Hall/CRC Press, 2022, xxiii + 466 pp., $200.00(H), ISBN: 978-0-367-54376-1.

Chapters 6 and 7 discuss the horseshoe prior and other global-local shrinkage priors. The book has four parts: spike-and-slab priors (Chapters 1-5), shrinkage priors (Chapters 6-8), extensions to various models (Chapters 9-14), and other approaches to Bayesian variable selection (Chapters 15-19). Bayesian approaches to variable selection first specify suitable prior distributions such as spike-and-slab priors and shrinkage priors. [Extracted from the article]