An efficient sampling algorithm with adaptations for Bayesian variable selection.
Takamitsu ArakiKazushi IkedaShotaro AkahoPublished in: Neural Networks (2015)
Keyphrases
- variable selection
- sampling algorithm
- random sampling
- markov chain monte carlo
- cross validation
- high dimensional
- model selection
- dimension reduction
- genetic algorithm
- posterior probability
- markov chain
- posterior distribution
- parameter estimation
- bayesian framework
- active learning
- gaussian processes
- bayesian networks
- feature selection