BayesSUR: An R Package for High-Dimensional Multivariate Bayesian Variable and Covariance Selection in Linear Regression.
Zhi ZhaoMarco BanterleLeonardo BottoloSylvia RichardsonAlex LewinManuela ZucknickPublished in: J. Stat. Softw. (2021)
Keyphrases
- linear regression
- high dimensional
- generalized linear models
- multivariate regression
- least squares
- multivariate gaussian distribution
- regression problems
- regression model
- predictor variables
- low dimensional
- linear models
- ridge regression
- regression methods
- locally weighted
- linear regression model
- nonlinear regression
- regression trees
- bayesian networks
- dimensionality reduction
- regression method
- gaussian processes
- input space
- maximum likelihood
- square loss
- bayesian inference
- covariance matrix
- high dimensional data
- data points
- pairwise
- computer vision