Bayesian variable selection for matrix autoregressive models.
Alessandro CelaniPaolo PagnottoniGalin L. JonesPublished in: Stat. Comput. (2024)
Keyphrases
- variable selection
- autoregressive model
- cross validation
- input variables
- high dimensional
- model selection
- dimension reduction
- autoregressive
- maximum likelihood
- bayesian networks
- high dimensional data
- wavelet domain
- low rank
- basis functions
- natural images
- preprocessing
- wavelet decomposition
- wavelet analysis
- data sets
- efficient optimization