Carregando...

On Numerical Aspects of Bayesian Model Selection in High and Ultrahigh-dimensional Settings

This article examines the convergence properties of a Bayesian model selection procedure based on a non-local prior density in ultrahigh-dimensional settings. The performance of the model selection procedure is also compared to popular penalized likelihood methods. Coupling diagnostics are used to b...

ver descrição completa

Na minha lista:
Detalhes bibliográficos
Autor principal: Johnson, Valen E.
Formato: Artigo
Idioma:Inglês
Publicado em: 2013
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC3968919/
https://ncbi.nlm.nih.gov/pubmed/24683431
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/13-BA818
Tags: Adicionar Tag
Sem tags, seja o primeiro a adicionar uma tag!