On Bayesian model and variable selection using MCMC.
Petros DellaportasJonathan J. ForsterIoannis NtzoufrasPublished in: Stat. Comput. (2002)
Keyphrases
- variable selection
- bayesian model
- posterior distribution
- hyperparameters
- markov chain monte carlo
- bayesian inference
- cross validation
- dirichlet process
- model selection
- probability distribution
- parameter estimation
- bayesian framework
- latent variables
- high dimensional
- posterior probability
- dimension reduction
- conditional probabilities
- maximum a posteriori
- probabilistic model
- gaussian distribution
- training data
- high dimensional data
- gaussian process
- gaussian processes
- generative model