Bayesian adaptive lasso with variational Bayes for variable selection in high-dimensional generalized linear mixed models.
Dao Thanh TungMinh-Ngoc TranTran Manh CuongPublished in: Commun. Stat. Simul. Comput. (2019)
Keyphrases
- variable selection
- high dimensional
- model selection
- generalized linear
- bayesian learning
- cross validation
- hyperparameters
- exponential family
- machine learning
- posterior distribution
- regression model
- autoregressive
- statistical models
- high dimensional data
- feature space
- discriminant analysis
- bayesian inference
- dimension reduction
- least squares
- low dimensional
- dimensionality reduction
- missing values
- image processing
- data sets
- mixture model
- maximum likelihood
- markov chain monte carlo
- feature selection