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Simultaneous parameter estimation and variable selection via the logit-normal continuous analogue of the spike-and-slab prior
We introduce a Bayesian prior distribution, the logit-normal continuous analogue of the spike-and-slab, which enables flexible parameter estimation and variable/model selection in a variety of settings. We demonstrate its use and efficacy in three case studies—a simulation study and two studies on r...
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| Publicado no: | J R Soc Interface |
|---|---|
| Main Authors: | , , , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
The Royal Society
2019
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC6364637/ https://ncbi.nlm.nih.gov/pubmed/30958174 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1098/rsif.2018.0572 |
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