An Approximated Collapsed Variational Bayes Approach to Variable Selection in Linear Regression.
Chong YouJohn T. OrmerodXiangyang LiCheng Heng PangXiao-Hua ZhouPublished in: J. Comput. Graph. Stat. (2023)
Keyphrases
- linear regression
- variable selection
- variational bayes
- hyperparameters
- cross validation
- model selection
- least squares
- bayesian learning
- latent variables
- bayesian inference
- posterior distribution
- linear models
- input variables
- high dimensional
- gaussian mixture model
- latent dirichlet allocation
- dimension reduction
- parameter estimation
- exponential family
- support vector
- sample size
- gaussian process
- nonlinear regression
- feature selection
- regression model
- topic models
- high dimensional data
- maximum likelihood
- probabilistic model
- mixture model
- em algorithm
- low dimensional
- active learning
- training data