Bayesian variable selection in high dimensional problems without   assumptions on prior model probabilities
  We consider the problem of variable selection in linear models when $p$, the number of potential regressors, may exceed (and perhaps substantially) the sample size $n$ (which is possibly small). 
James O. Berger, Gonzalo Garcia-Donato, Miguel A. Martinez-Beneito and   Victor Pe\~na
stat.ME