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Bayesian variable selection using an adaptive powered correlation prior
The problem of selecting the correct subset of predictors within a linear model has received much attention in recent literature. Within the Bayesian framework, a popular choice of prior has been Zellner's g-prior which is based on the inverse of empirical covariance matrix of the predictors. A...
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| Main Authors: | , , |
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| 格式: | Artigo |
| 語言: | Inglês |
| 出版: |
2009
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| 主題: | |
| 在線閱讀: | https://ncbi.nlm.nih.gov/pmc/articles/PMC2772159/ https://ncbi.nlm.nih.gov/pubmed/19890453 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.jspi.2008.12.004 |
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