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Bayesian Group Bridge for Bi-level Variable Selection

A Bayesian bi-level variable selection method (BAGB: Bayesian Analysis of Group Bridge) is developed for regularized regression and classification. This new development is motivated by grouped data, where generic variables can be divided into multiple groups, with variables in the same group being m...

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Bibliografiske detaljer
Udgivet i:Comput Stat Data Anal
Main Authors: Mallick, Himel, Yi, Nengjun
Format: Artigo
Sprog:Inglês
Udgivet: 2017
Fag:
Online adgang:https://ncbi.nlm.nih.gov/pmc/articles/PMC5603248/
https://ncbi.nlm.nih.gov/pubmed/28943688
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.csda.2017.01.002
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