To cite the 'projpred' R package:

Piironen J, Paasiniemi M, Catalina A, Weber F, Vehtari A (2023). “projpred: Projection Predictive Feature Selection.” R package version 2.8.0, https://mc-stan.org/projpred/.

To cite the 'projpred' comparison paper:

Piironen J, Vehtari A (2017). “Comparison of Bayesian Predictive Methods for Model Selection.” Statistics and Computing, 27(3), 711–735. doi:10.1007/s11222-016-9649-y.

To cite the 'projpred' GLM paper:

Piironen J, Paasiniemi M, Vehtari A (2020). “Projective Inference in High-Dimensional Problems: Prediction and Feature Selection.” Electronic Journal of Statistics, 14(1), 2155–2197. doi:10.1214/20-EJS1711.

To cite the 'projpred' GLMMs, GAMs, and GAMMs paper:

Catalina A, Bürkner P, Vehtari A (2022). “Projection Predictive Inference for Generalized Linear and Additive Multilevel Models.” In Camps-Valls G, Ruiz F, Valera I (eds.), Proceedings of The 25th International Conference on Artificial Intelligence and Statistics, volume 151 series Proceedings of Machine Learning Research, 4446–4461. https://proceedings.mlr.press/v151/catalina22a.html.

To cite the 'projpred' augmented-data projection paper:

Weber F, Glass Ä, Vehtari A (2023). “Projection Predictive Variable Selection for Discrete Response Families with Finite Support.” doi:10.48550/arXiv.2301.01660.

To cite the 'projpred' latent projection paper:

Catalina A, Bürkner P, Vehtari A (2021). “Latent Space Projection Predictive Inference.” doi:10.48550/arXiv.2109.04702.

Corresponding BibTeX entries:

  @Misc{,
    title = {{{projpred}}: {{Projection}} Predictive Feature
      Selection},
    author = {Juho Piironen and Markus Paasiniemi and Alejandro
      Catalina and Frank Weber and Aki Vehtari},
    year = {2023},
    note = {R package version 2.8.0},
    url = {https://mc-stan.org/projpred/},
    encoding = {UTF-8},
  }

  @Article{,
    title = {Comparison of {{Bayesian}} Predictive Methods for Model
      Selection},
    author = {Juho Piironen and Aki Vehtari},
    year = {2017},
    journal = {Statistics and Computing},
    volume = {27},
    number = {3},
    pages = {711--735},
    doi = {10.1007/s11222-016-9649-y},
  }

  @Article{,
    title = {Projective Inference in High-Dimensional Problems:
      {{Prediction}} and Feature Selection},
    author = {Juho Piironen and Markus Paasiniemi and Aki Vehtari},
    year = {2020},
    journal = {Electronic Journal of Statistics},
    volume = {14},
    number = {1},
    pages = {2155--2197},
    doi = {10.1214/20-EJS1711},
  }

  @InProceedings{,
    title = {Projection Predictive Inference for Generalized Linear and
      Additive Multilevel Models},
    booktitle = {Proceedings of {{The}} 25th {{International
      Conference}} on {{Artificial Intelligence}} and {{Statistics}}},
    author = {Alejandro Catalina and Paul-Christian Bürkner and Aki
      Vehtari},
    editor = {Gustau Camps-Valls and Francisco J. R. Ruiz and Isabel
      Valera},
    year = {2022},
    month = {28--30 Mar},
    series = {Proceedings of {{Machine Learning Research}}},
    volume = {151},
    pages = {4446--4461},
    publisher = {{PMLR}},
    url = {https://proceedings.mlr.press/v151/catalina22a.html},
    encoding = {UTF-8},
  }

  @Misc{,
    title = {Projection Predictive Variable Selection for Discrete
      Response Families with Finite Support},
    author = {Frank Weber and Änne Glass and Aki Vehtari},
    year = {2023},
    publisher = {{arXiv}},
    doi = {10.48550/arXiv.2301.01660},
    encoding = {UTF-8},
  }

  @Misc{,
    title = {Latent Space Projection Predictive Inference},
    author = {Alejandro Catalina and Paul Bürkner and Aki Vehtari},
    year = {2021},
    publisher = {{arXiv}},
    doi = {10.48550/arXiv.2109.04702},
    encoding = {UTF-8},
  }