Conjugate priors and variable selection for Bayesian quantile regression.
Rahim AlhamzawiKeming YuPublished in: Comput. Stat. Data Anal. (2013)
Keyphrases
- variable selection
- conjugate priors
- hyperparameters
- cross validation
- model selection
- posterior distribution
- bayesian methods
- input variables
- random sampling
- high dimensional
- gaussian process
- gaussian processes
- dimension reduction
- feature selection
- support vector
- high dimensional data
- dimensionality reduction
- sample size
- regression model
- parameter estimation
- least squares
- data analysis
- machine learning