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Bayesian Model Selection in High-Dimensional Settings

Standard assumptions incorporated into Bayesian model selection procedures result in procedures that are not competitive with commonly used penalized likelihood methods. We propose modifications of these methods by imposing nonlocal prior densities on model parameters. We show that the resulting mod...

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Detalhes bibliográficos
Main Authors: JOHNSON, Valen E., ROSSELL, David
Formato: Artigo
Idioma:Inglês
Publicado em: 2012
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC3867525/
https://ncbi.nlm.nih.gov/pubmed/24363474
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/01621459.2012.682536
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