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Scalable Bayesian Variable Selection Using Nonlocal Prior Densities in Ultrahigh-dimensional Settings

Bayesian model selection procedures based on nonlocal alternative prior densities are extended to ultrahigh dimensional settings and compared to other variable selection procedures using precision-recall curves. Variable selection procedures included in these comparisons include methods based on g-p...

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Vydáno v:Stat Sin
Hlavní autoři: Shin, Minsuk, Bhattacharya, Anirban, Johnson, Valen E.
Médium: Artigo
Jazyk:Inglês
Vydáno: 2018
Témata:
On-line přístup:https://ncbi.nlm.nih.gov/pmc/articles/PMC5891168/
https://ncbi.nlm.nih.gov/pubmed/29643721
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.5705/ss.202016.0167
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