A Bayesian mixture of lasso regressions with t-errors.
Alberto CozziniAjay JasraGiovanni MontanaAdam PersingPublished in: Comput. Stat. Data Anal. (2014)
Keyphrases
- mixture model
- feature selection
- gaussian processes
- bayesian estimation
- data driven
- model selection
- data sets
- bayesian learning
- variable selection
- probabilistic model
- bayesian inference
- sparse representation
- cross validation
- posterior probability
- linear regression
- elastic net
- least squares
- multi objective
- evolutionary algorithm
- bayesian networks
- genetic algorithm
- neural network